CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 02-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2021 |
02-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9094 |
0.9091 |
-0.0003 |
0.0% |
0.9111 |
| High |
0.9102 |
0.9099 |
-0.0004 |
0.0% |
0.9141 |
| Low |
0.9057 |
0.9082 |
0.0025 |
0.3% |
0.9066 |
| Close |
0.9097 |
0.9094 |
-0.0003 |
0.0% |
0.9106 |
| Range |
0.0046 |
0.0017 |
-0.0029 |
-62.6% |
0.0076 |
| ATR |
0.0042 |
0.0040 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
115,909 |
64,509 |
-51,400 |
-44.3% |
413,809 |
|
| Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9142 |
0.9135 |
0.9103 |
|
| R3 |
0.9125 |
0.9118 |
0.9099 |
|
| R2 |
0.9108 |
0.9108 |
0.9097 |
|
| R1 |
0.9101 |
0.9101 |
0.9096 |
0.9105 |
| PP |
0.9091 |
0.9091 |
0.9091 |
0.9093 |
| S1 |
0.9084 |
0.9084 |
0.9092 |
0.9088 |
| S2 |
0.9074 |
0.9074 |
0.9091 |
|
| S3 |
0.9057 |
0.9067 |
0.9089 |
|
| S4 |
0.9040 |
0.9050 |
0.9085 |
|
|
| 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% |
0.0034 |
0.4% |
54% |
False |
False |
87,267 |
| 10 |
0.9141 |
0.9057 |
0.0085 |
0.9% |
0.0034 |
0.4% |
44% |
False |
False |
82,922 |
| 20 |
0.9167 |
0.9027 |
0.0140 |
1.5% |
0.0040 |
0.4% |
48% |
False |
False |
86,284 |
| 40 |
0.9200 |
0.9027 |
0.0173 |
1.9% |
0.0044 |
0.5% |
39% |
False |
False |
89,702 |
| 60 |
0.9200 |
0.8961 |
0.0240 |
2.6% |
0.0045 |
0.5% |
56% |
False |
False |
92,131 |
| 80 |
0.9220 |
0.8961 |
0.0259 |
2.8% |
0.0045 |
0.5% |
52% |
False |
False |
71,266 |
| 100 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0046 |
0.5% |
38% |
False |
False |
57,035 |
| 120 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0046 |
0.5% |
38% |
False |
False |
47,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9171 |
|
2.618 |
0.9143 |
|
1.618 |
0.9126 |
|
1.000 |
0.9116 |
|
0.618 |
0.9109 |
|
HIGH |
0.9099 |
|
0.618 |
0.9092 |
|
0.500 |
0.9090 |
|
0.382 |
0.9088 |
|
LOW |
0.9082 |
|
0.618 |
0.9071 |
|
1.000 |
0.9065 |
|
1.618 |
0.9054 |
|
2.618 |
0.9037 |
|
4.250 |
0.9009 |
|
|
| Fisher Pivots for day following 02-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9093 |
0.9093 |
| PP |
0.9091 |
0.9092 |
| S1 |
0.9090 |
0.9092 |
|