CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 03-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2021 |
03-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9091 |
0.9096 |
0.0006 |
0.1% |
0.9105 |
| High |
0.9099 |
0.9130 |
0.0032 |
0.3% |
0.9130 |
| Low |
0.9082 |
0.9086 |
0.0004 |
0.0% |
0.9057 |
| Close |
0.9094 |
0.9122 |
0.0028 |
0.3% |
0.9122 |
| Range |
0.0017 |
0.0045 |
0.0028 |
161.8% |
0.0074 |
| ATR |
0.0040 |
0.0041 |
0.0000 |
0.7% |
0.0000 |
| Volume |
64,509 |
124,350 |
59,841 |
92.8% |
466,182 |
|
| Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9246 |
0.9229 |
0.9146 |
|
| R3 |
0.9202 |
0.9184 |
0.9134 |
|
| R2 |
0.9157 |
0.9157 |
0.9130 |
|
| R1 |
0.9140 |
0.9140 |
0.9126 |
0.9148 |
| PP |
0.9113 |
0.9113 |
0.9113 |
0.9117 |
| S1 |
0.9095 |
0.9095 |
0.9118 |
0.9104 |
| S2 |
0.9068 |
0.9068 |
0.9114 |
|
| S3 |
0.9024 |
0.9051 |
0.9110 |
|
| S4 |
0.8979 |
0.9006 |
0.9098 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9323 |
0.9296 |
0.9162 |
|
| R3 |
0.9250 |
0.9223 |
0.9142 |
|
| R2 |
0.9176 |
0.9176 |
0.9135 |
|
| R1 |
0.9149 |
0.9149 |
0.9129 |
0.9163 |
| PP |
0.9103 |
0.9103 |
0.9103 |
0.9110 |
| S1 |
0.9076 |
0.9076 |
0.9115 |
0.9089 |
| S2 |
0.9029 |
0.9029 |
0.9109 |
|
| S3 |
0.8956 |
0.9002 |
0.9102 |
|
| S4 |
0.8882 |
0.8929 |
0.9082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9130 |
0.9057 |
0.0074 |
0.8% |
0.0034 |
0.4% |
89% |
True |
False |
93,236 |
| 10 |
0.9141 |
0.9057 |
0.0085 |
0.9% |
0.0036 |
0.4% |
78% |
False |
False |
87,999 |
| 20 |
0.9167 |
0.9027 |
0.0140 |
1.5% |
0.0039 |
0.4% |
68% |
False |
False |
87,074 |
| 40 |
0.9200 |
0.9027 |
0.0173 |
1.9% |
0.0044 |
0.5% |
55% |
False |
False |
90,189 |
| 60 |
0.9200 |
0.8961 |
0.0240 |
2.6% |
0.0045 |
0.5% |
67% |
False |
False |
92,881 |
| 80 |
0.9220 |
0.8961 |
0.0259 |
2.8% |
0.0045 |
0.5% |
62% |
False |
False |
72,819 |
| 100 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0046 |
0.5% |
45% |
False |
False |
58,279 |
| 120 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0046 |
0.5% |
45% |
False |
False |
48,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9319 |
|
2.618 |
0.9247 |
|
1.618 |
0.9202 |
|
1.000 |
0.9175 |
|
0.618 |
0.9158 |
|
HIGH |
0.9130 |
|
0.618 |
0.9113 |
|
0.500 |
0.9108 |
|
0.382 |
0.9102 |
|
LOW |
0.9086 |
|
0.618 |
0.9058 |
|
1.000 |
0.9041 |
|
1.618 |
0.9013 |
|
2.618 |
0.8969 |
|
4.250 |
0.8896 |
|
|
| Fisher Pivots for day following 03-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9117 |
0.9112 |
| PP |
0.9113 |
0.9103 |
| S1 |
0.9108 |
0.9093 |
|