CME Japanese Yen Future September 2021
| Trading Metrics calculated at close of trading on 09-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2021 |
09-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9069 |
0.9069 |
0.0000 |
0.0% |
0.9105 |
| High |
0.9079 |
0.9123 |
0.0044 |
0.5% |
0.9130 |
| Low |
0.9054 |
0.9069 |
0.0015 |
0.2% |
0.9057 |
| Close |
0.9073 |
0.9117 |
0.0044 |
0.5% |
0.9122 |
| Range |
0.0025 |
0.0055 |
0.0030 |
118.0% |
0.0074 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
2.4% |
0.0000 |
| Volume |
173,515 |
174,045 |
530 |
0.3% |
466,182 |
|
| Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9266 |
0.9246 |
0.9146 |
|
| R3 |
0.9212 |
0.9191 |
0.9131 |
|
| R2 |
0.9157 |
0.9157 |
0.9126 |
|
| R1 |
0.9137 |
0.9137 |
0.9121 |
0.9147 |
| PP |
0.9103 |
0.9103 |
0.9103 |
0.9108 |
| S1 |
0.9082 |
0.9082 |
0.9112 |
0.9093 |
| S2 |
0.9048 |
0.9048 |
0.9107 |
|
| S3 |
0.8994 |
0.9028 |
0.9102 |
|
| S4 |
0.8939 |
0.8973 |
0.9087 |
|
|
| 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 |
0.9054 |
0.0076 |
0.8% |
0.0039 |
0.4% |
82% |
False |
False |
142,974 |
| 10 |
0.9130 |
0.9054 |
0.0076 |
0.8% |
0.0037 |
0.4% |
82% |
False |
False |
116,847 |
| 20 |
0.9167 |
0.9048 |
0.0119 |
1.3% |
0.0041 |
0.5% |
58% |
False |
False |
101,679 |
| 40 |
0.9200 |
0.9027 |
0.0173 |
1.9% |
0.0044 |
0.5% |
52% |
False |
False |
97,517 |
| 60 |
0.9200 |
0.8961 |
0.0240 |
2.6% |
0.0046 |
0.5% |
65% |
False |
False |
97,546 |
| 80 |
0.9220 |
0.8961 |
0.0259 |
2.8% |
0.0045 |
0.5% |
60% |
False |
False |
79,392 |
| 100 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0046 |
0.5% |
44% |
False |
False |
63,536 |
| 120 |
0.9317 |
0.8961 |
0.0356 |
3.9% |
0.0046 |
0.5% |
44% |
False |
False |
52,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9355 |
|
2.618 |
0.9266 |
|
1.618 |
0.9211 |
|
1.000 |
0.9178 |
|
0.618 |
0.9157 |
|
HIGH |
0.9123 |
|
0.618 |
0.9102 |
|
0.500 |
0.9096 |
|
0.382 |
0.9089 |
|
LOW |
0.9069 |
|
0.618 |
0.9035 |
|
1.000 |
0.9014 |
|
1.618 |
0.8980 |
|
2.618 |
0.8926 |
|
4.250 |
0.8837 |
|
|
| Fisher Pivots for day following 09-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9110 |
0.9107 |
| PP |
0.9103 |
0.9098 |
| S1 |
0.9096 |
0.9089 |
|