CME Japanese Yen Future September 2021
Trading Metrics calculated at close of trading on 31-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2021 |
31-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
0.9105 |
0.9099 |
-0.0007 |
-0.1% |
0.9111 |
High |
0.9117 |
0.9127 |
0.0010 |
0.1% |
0.9141 |
Low |
0.9095 |
0.9085 |
-0.0010 |
-0.1% |
0.9066 |
Close |
0.9101 |
0.9092 |
-0.0009 |
-0.1% |
0.9106 |
Range |
0.0022 |
0.0042 |
0.0020 |
93.0% |
0.0076 |
ATR |
0.0042 |
0.0042 |
0.0000 |
-0.1% |
0.0000 |
Volume |
47,945 |
113,469 |
65,524 |
136.7% |
413,809 |
|
Daily Pivots for day following 31-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9226 |
0.9200 |
0.9115 |
|
R3 |
0.9184 |
0.9159 |
0.9103 |
|
R2 |
0.9143 |
0.9143 |
0.9100 |
|
R1 |
0.9117 |
0.9117 |
0.9096 |
0.9109 |
PP |
0.9101 |
0.9101 |
0.9101 |
0.9097 |
S1 |
0.9076 |
0.9076 |
0.9088 |
0.9068 |
S2 |
0.9060 |
0.9060 |
0.9084 |
|
S3 |
0.9018 |
0.9034 |
0.9081 |
|
S4 |
0.8977 |
0.8993 |
0.9069 |
|
|
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 |
0.9127 |
0.9066 |
0.0061 |
0.7% |
0.0035 |
0.4% |
43% |
True |
False |
84,419 |
10 |
0.9141 |
0.9066 |
0.0076 |
0.8% |
0.0039 |
0.4% |
35% |
False |
False |
84,717 |
20 |
0.9200 |
0.9027 |
0.0173 |
1.9% |
0.0042 |
0.5% |
38% |
False |
False |
88,007 |
40 |
0.9200 |
0.9027 |
0.0173 |
1.9% |
0.0045 |
0.5% |
38% |
False |
False |
91,151 |
60 |
0.9200 |
0.8961 |
0.0240 |
2.6% |
0.0045 |
0.5% |
55% |
False |
False |
91,312 |
80 |
0.9239 |
0.8961 |
0.0278 |
3.1% |
0.0046 |
0.5% |
47% |
False |
False |
69,013 |
100 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0046 |
0.5% |
37% |
False |
False |
55,232 |
120 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0046 |
0.5% |
37% |
False |
False |
46,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9303 |
2.618 |
0.9235 |
1.618 |
0.9194 |
1.000 |
0.9168 |
0.618 |
0.9152 |
HIGH |
0.9127 |
0.618 |
0.9111 |
0.500 |
0.9106 |
0.382 |
0.9101 |
LOW |
0.9085 |
0.618 |
0.9059 |
1.000 |
0.9044 |
1.618 |
0.9018 |
2.618 |
0.8976 |
4.250 |
0.8909 |
|
|
Fisher Pivots for day following 31-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
0.9106 |
0.9096 |
PP |
0.9101 |
0.9095 |
S1 |
0.9097 |
0.9093 |
|