CME Japanese Yen Future September 2021
Trading Metrics calculated at close of trading on 07-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2021 |
07-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
0.9096 |
0.9109 |
0.0013 |
0.1% |
0.9105 |
High |
0.9130 |
0.9118 |
-0.0013 |
-0.1% |
0.9130 |
Low |
0.9086 |
0.9065 |
-0.0021 |
-0.2% |
0.9057 |
Close |
0.9122 |
0.9068 |
-0.0055 |
-0.6% |
0.9122 |
Range |
0.0045 |
0.0053 |
0.0009 |
19.1% |
0.0074 |
ATR |
0.0041 |
0.0042 |
0.0001 |
2.9% |
0.0000 |
Volume |
124,350 |
178,452 |
54,102 |
43.5% |
466,182 |
|
Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9242 |
0.9208 |
0.9097 |
|
R3 |
0.9189 |
0.9155 |
0.9082 |
|
R2 |
0.9136 |
0.9136 |
0.9077 |
|
R1 |
0.9102 |
0.9102 |
0.9072 |
0.9093 |
PP |
0.9083 |
0.9083 |
0.9083 |
0.9079 |
S1 |
0.9049 |
0.9049 |
0.9063 |
0.9040 |
S2 |
0.9030 |
0.9030 |
0.9058 |
|
S3 |
0.8977 |
0.8996 |
0.9053 |
|
S4 |
0.8924 |
0.8943 |
0.9038 |
|
|
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% |
0.0040 |
0.4% |
15% |
False |
False |
119,337 |
10 |
0.9141 |
0.9057 |
0.0085 |
0.9% |
0.0037 |
0.4% |
13% |
False |
False |
98,257 |
20 |
0.9167 |
0.9027 |
0.0140 |
1.5% |
0.0041 |
0.4% |
29% |
False |
False |
92,692 |
40 |
0.9200 |
0.9027 |
0.0173 |
1.9% |
0.0044 |
0.5% |
23% |
False |
False |
92,901 |
60 |
0.9200 |
0.8961 |
0.0240 |
2.6% |
0.0045 |
0.5% |
45% |
False |
False |
94,164 |
80 |
0.9220 |
0.8961 |
0.0259 |
2.9% |
0.0045 |
0.5% |
41% |
False |
False |
75,049 |
100 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0046 |
0.5% |
30% |
False |
False |
60,062 |
120 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0046 |
0.5% |
30% |
False |
False |
50,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9343 |
2.618 |
0.9256 |
1.618 |
0.9203 |
1.000 |
0.9171 |
0.618 |
0.9150 |
HIGH |
0.9118 |
0.618 |
0.9097 |
0.500 |
0.9091 |
0.382 |
0.9085 |
LOW |
0.9065 |
0.618 |
0.9032 |
1.000 |
0.9012 |
1.618 |
0.8979 |
2.618 |
0.8926 |
4.250 |
0.8839 |
|
|
Fisher Pivots for day following 07-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
0.9091 |
0.9097 |
PP |
0.9083 |
0.9087 |
S1 |
0.9075 |
0.9077 |
|