CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 22-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2021 |
22-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9108 |
0.9083 |
-0.0026 |
-0.3% |
0.9084 |
| High |
0.9117 |
0.9099 |
-0.0019 |
-0.2% |
0.9125 |
| Low |
0.9072 |
0.9073 |
0.0001 |
0.0% |
0.9046 |
| Close |
0.9080 |
0.9089 |
0.0010 |
0.1% |
0.9096 |
| Range |
0.0046 |
0.0026 |
-0.0020 |
-42.9% |
0.0079 |
| ATR |
0.0048 |
0.0046 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
36 |
8 |
-28 |
-77.8% |
299 |
|
| Daily Pivots for day following 22-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9165 |
0.9153 |
0.9103 |
|
| R3 |
0.9139 |
0.9127 |
0.9096 |
|
| R2 |
0.9113 |
0.9113 |
0.9094 |
|
| R1 |
0.9101 |
0.9101 |
0.9091 |
0.9107 |
| PP |
0.9087 |
0.9087 |
0.9087 |
0.9090 |
| S1 |
0.9075 |
0.9075 |
0.9087 |
0.9081 |
| S2 |
0.9061 |
0.9061 |
0.9084 |
|
| S3 |
0.9035 |
0.9049 |
0.9082 |
|
| S4 |
0.9009 |
0.9023 |
0.9075 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9326 |
0.9290 |
0.9139 |
|
| R3 |
0.9247 |
0.9211 |
0.9118 |
|
| R2 |
0.9168 |
0.9168 |
0.9110 |
|
| R1 |
0.9132 |
0.9132 |
0.9103 |
0.9150 |
| PP |
0.9089 |
0.9089 |
0.9089 |
0.9098 |
| S1 |
0.9053 |
0.9053 |
0.9089 |
0.9071 |
| S2 |
0.9010 |
0.9010 |
0.9082 |
|
| S3 |
0.8931 |
0.8974 |
0.9074 |
|
| S4 |
0.8852 |
0.8895 |
0.9053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9179 |
0.9072 |
0.0107 |
1.2% |
0.0051 |
0.6% |
16% |
False |
False |
74 |
| 10 |
0.9179 |
0.9046 |
0.0133 |
1.5% |
0.0045 |
0.5% |
32% |
False |
False |
68 |
| 20 |
0.9179 |
0.8969 |
0.0210 |
2.3% |
0.0045 |
0.5% |
57% |
False |
False |
55 |
| 40 |
0.9184 |
0.8969 |
0.0216 |
2.4% |
0.0041 |
0.5% |
56% |
False |
False |
35 |
| 60 |
0.9246 |
0.8969 |
0.0277 |
3.0% |
0.0040 |
0.4% |
44% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9209 |
|
2.618 |
0.9167 |
|
1.618 |
0.9141 |
|
1.000 |
0.9125 |
|
0.618 |
0.9115 |
|
HIGH |
0.9099 |
|
0.618 |
0.9089 |
|
0.500 |
0.9086 |
|
0.382 |
0.9082 |
|
LOW |
0.9073 |
|
0.618 |
0.9056 |
|
1.000 |
0.9047 |
|
1.618 |
0.9030 |
|
2.618 |
0.9004 |
|
4.250 |
0.8962 |
|
|
| Fisher Pivots for day following 22-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9088 |
0.9114 |
| PP |
0.9087 |
0.9106 |
| S1 |
0.9086 |
0.9097 |
|