CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 01-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2021 |
01-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9099 |
0.9094 |
-0.0005 |
-0.1% |
0.9111 |
| High |
0.9127 |
0.9102 |
-0.0025 |
-0.3% |
0.9141 |
| Low |
0.9085 |
0.9057 |
-0.0029 |
-0.3% |
0.9066 |
| Close |
0.9092 |
0.9097 |
0.0005 |
0.1% |
0.9106 |
| Range |
0.0042 |
0.0046 |
0.0004 |
9.6% |
0.0076 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
0.6% |
0.0000 |
| Volume |
113,469 |
115,909 |
2,440 |
2.2% |
413,809 |
|
| Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9222 |
0.9205 |
0.9122 |
|
| R3 |
0.9176 |
0.9159 |
0.9110 |
|
| R2 |
0.9131 |
0.9131 |
0.9105 |
|
| R1 |
0.9114 |
0.9114 |
0.9101 |
0.9122 |
| PP |
0.9085 |
0.9085 |
0.9085 |
0.9089 |
| S1 |
0.9068 |
0.9068 |
0.9093 |
0.9077 |
| S2 |
0.9040 |
0.9040 |
0.9089 |
|
| S3 |
0.8994 |
0.9023 |
0.9084 |
|
| S4 |
0.8949 |
0.8977 |
0.9072 |
|
|
| 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 |
0.9057 |
0.0070 |
0.8% |
0.0036 |
0.4% |
58% |
False |
True |
90,720 |
| 10 |
0.9141 |
0.9057 |
0.0085 |
0.9% |
0.0039 |
0.4% |
48% |
False |
True |
87,316 |
| 20 |
0.9167 |
0.9027 |
0.0140 |
1.5% |
0.0041 |
0.4% |
50% |
False |
False |
86,901 |
| 40 |
0.9200 |
0.9027 |
0.0173 |
1.9% |
0.0046 |
0.5% |
40% |
False |
False |
91,831 |
| 60 |
0.9200 |
0.8961 |
0.0240 |
2.6% |
0.0045 |
0.5% |
57% |
False |
False |
92,475 |
| 80 |
0.9239 |
0.8961 |
0.0278 |
3.1% |
0.0046 |
0.5% |
49% |
False |
False |
70,461 |
| 100 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0046 |
0.5% |
38% |
False |
False |
56,391 |
| 120 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0046 |
0.5% |
38% |
False |
False |
46,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9295 |
|
2.618 |
0.9221 |
|
1.618 |
0.9176 |
|
1.000 |
0.9148 |
|
0.618 |
0.9130 |
|
HIGH |
0.9102 |
|
0.618 |
0.9085 |
|
0.500 |
0.9079 |
|
0.382 |
0.9074 |
|
LOW |
0.9057 |
|
0.618 |
0.9028 |
|
1.000 |
0.9011 |
|
1.618 |
0.8983 |
|
2.618 |
0.8937 |
|
4.250 |
0.8863 |
|
|
| Fisher Pivots for day following 01-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9091 |
0.9095 |
| PP |
0.9085 |
0.9093 |
| S1 |
0.9079 |
0.9092 |
|