CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 30-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2021 |
30-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9087 |
0.9105 |
0.0019 |
0.2% |
0.9111 |
| High |
0.9111 |
0.9117 |
0.0006 |
0.1% |
0.9141 |
| Low |
0.9066 |
0.9095 |
0.0030 |
0.3% |
0.9066 |
| Close |
0.9106 |
0.9101 |
-0.0005 |
-0.1% |
0.9106 |
| Range |
0.0046 |
0.0022 |
-0.0024 |
-52.7% |
0.0076 |
| ATR |
0.0044 |
0.0042 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
94,504 |
47,945 |
-46,559 |
-49.3% |
413,809 |
|
| Daily Pivots for day following 30-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9169 |
0.9156 |
0.9113 |
|
| R3 |
0.9147 |
0.9135 |
0.9107 |
|
| R2 |
0.9126 |
0.9126 |
0.9105 |
|
| R1 |
0.9113 |
0.9113 |
0.9103 |
0.9109 |
| PP |
0.9104 |
0.9104 |
0.9104 |
0.9102 |
| S1 |
0.9092 |
0.9092 |
0.9099 |
0.9087 |
| S2 |
0.9083 |
0.9083 |
0.9097 |
|
| S3 |
0.9061 |
0.9070 |
0.9095 |
|
| S4 |
0.9040 |
0.9049 |
0.9089 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9331 |
0.9294 |
0.9148 |
|
| R3 |
0.9255 |
0.9218 |
0.9127 |
|
| R2 |
0.9180 |
0.9180 |
0.9120 |
|
| R1 |
0.9143 |
0.9143 |
0.9113 |
0.9124 |
| PP |
0.9104 |
0.9104 |
0.9104 |
0.9095 |
| S1 |
0.9067 |
0.9067 |
0.9099 |
0.9048 |
| S2 |
0.9029 |
0.9029 |
0.9092 |
|
| S3 |
0.8953 |
0.8992 |
0.9085 |
|
| S4 |
0.8878 |
0.8916 |
0.9064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9141 |
0.9066 |
0.0076 |
0.8% |
0.0034 |
0.4% |
47% |
False |
False |
77,177 |
| 10 |
0.9166 |
0.9066 |
0.0101 |
1.1% |
0.0039 |
0.4% |
35% |
False |
False |
83,547 |
| 20 |
0.9200 |
0.9027 |
0.0173 |
1.9% |
0.0042 |
0.5% |
43% |
False |
False |
86,700 |
| 40 |
0.9200 |
0.8999 |
0.0201 |
2.2% |
0.0046 |
0.5% |
51% |
False |
False |
91,482 |
| 60 |
0.9200 |
0.8961 |
0.0240 |
2.6% |
0.0045 |
0.5% |
59% |
False |
False |
89,759 |
| 80 |
0.9239 |
0.8961 |
0.0278 |
3.1% |
0.0046 |
0.5% |
50% |
False |
False |
67,596 |
| 100 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0046 |
0.5% |
39% |
False |
False |
54,097 |
| 120 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0046 |
0.5% |
39% |
False |
False |
45,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9208 |
|
2.618 |
0.9173 |
|
1.618 |
0.9151 |
|
1.000 |
0.9138 |
|
0.618 |
0.9130 |
|
HIGH |
0.9117 |
|
0.618 |
0.9108 |
|
0.500 |
0.9106 |
|
0.382 |
0.9103 |
|
LOW |
0.9095 |
|
0.618 |
0.9082 |
|
1.000 |
0.9074 |
|
1.618 |
0.9060 |
|
2.618 |
0.9039 |
|
4.250 |
0.9004 |
|
|
| Fisher Pivots for day following 30-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9106 |
0.9098 |
| PP |
0.9104 |
0.9094 |
| S1 |
0.9103 |
0.9091 |
|