CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 19-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2021 |
19-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9127 |
0.9108 |
-0.0020 |
-0.2% |
0.9070 |
| High |
0.9136 |
0.9135 |
-0.0001 |
0.0% |
0.9131 |
| Low |
0.9087 |
0.9074 |
-0.0013 |
-0.1% |
0.9027 |
| Close |
0.9102 |
0.9110 |
0.0008 |
0.1% |
0.9126 |
| Range |
0.0049 |
0.0062 |
0.0013 |
25.5% |
0.0104 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
2.3% |
0.0000 |
| Volume |
89,924 |
108,444 |
18,520 |
20.6% |
388,542 |
|
| Daily Pivots for day following 19-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9291 |
0.9262 |
0.9143 |
|
| R3 |
0.9229 |
0.9200 |
0.9126 |
|
| R2 |
0.9168 |
0.9168 |
0.9121 |
|
| R1 |
0.9139 |
0.9139 |
0.9115 |
0.9153 |
| PP |
0.9106 |
0.9106 |
0.9106 |
0.9113 |
| S1 |
0.9077 |
0.9077 |
0.9104 |
0.9092 |
| S2 |
0.9045 |
0.9045 |
0.9098 |
|
| S3 |
0.8983 |
0.9016 |
0.9093 |
|
| S4 |
0.8922 |
0.8954 |
0.9076 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9407 |
0.9370 |
0.9183 |
|
| R3 |
0.9303 |
0.9266 |
0.9155 |
|
| R2 |
0.9199 |
0.9199 |
0.9145 |
|
| R1 |
0.9162 |
0.9162 |
0.9136 |
0.9181 |
| PP |
0.9095 |
0.9095 |
0.9095 |
0.9104 |
| S1 |
0.9058 |
0.9058 |
0.9116 |
0.9077 |
| S2 |
0.8991 |
0.8991 |
0.9107 |
|
| S3 |
0.8887 |
0.8954 |
0.9097 |
|
| S4 |
0.8783 |
0.8850 |
0.9069 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9167 |
0.9056 |
0.0111 |
1.2% |
0.0057 |
0.6% |
49% |
False |
False |
98,542 |
| 10 |
0.9167 |
0.9027 |
0.0140 |
1.5% |
0.0045 |
0.5% |
59% |
False |
False |
89,645 |
| 20 |
0.9200 |
0.9027 |
0.0173 |
1.9% |
0.0046 |
0.5% |
48% |
False |
False |
91,250 |
| 40 |
0.9200 |
0.8961 |
0.0240 |
2.6% |
0.0048 |
0.5% |
62% |
False |
False |
92,953 |
| 60 |
0.9206 |
0.8961 |
0.0245 |
2.7% |
0.0047 |
0.5% |
61% |
False |
False |
81,178 |
| 80 |
0.9239 |
0.8961 |
0.0278 |
3.1% |
0.0047 |
0.5% |
54% |
False |
False |
60,920 |
| 100 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0048 |
0.5% |
42% |
False |
False |
48,746 |
| 120 |
0.9390 |
0.8961 |
0.0429 |
4.7% |
0.0046 |
0.5% |
35% |
False |
False |
40,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9396 |
|
2.618 |
0.9296 |
|
1.618 |
0.9235 |
|
1.000 |
0.9197 |
|
0.618 |
0.9173 |
|
HIGH |
0.9135 |
|
0.618 |
0.9112 |
|
0.500 |
0.9104 |
|
0.382 |
0.9097 |
|
LOW |
0.9074 |
|
0.618 |
0.9035 |
|
1.000 |
0.9012 |
|
1.618 |
0.8974 |
|
2.618 |
0.8912 |
|
4.250 |
0.8812 |
|
|
| Fisher Pivots for day following 19-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9108 |
0.9120 |
| PP |
0.9106 |
0.9116 |
| S1 |
0.9104 |
0.9113 |
|