CME Japanese Yen Future December 2021
Trading Metrics calculated at close of trading on 27-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
0.9080 |
0.9090 |
0.0010 |
0.1% |
0.9099 |
High |
0.9092 |
0.9136 |
0.0044 |
0.5% |
0.9179 |
Low |
0.9054 |
0.9070 |
0.0016 |
0.2% |
0.9055 |
Close |
0.9070 |
0.9125 |
0.0055 |
0.6% |
0.9055 |
Range |
0.0038 |
0.0066 |
0.0029 |
76.0% |
0.0124 |
ATR |
0.0045 |
0.0047 |
0.0001 |
3.3% |
0.0000 |
Volume |
49 |
35 |
-14 |
-28.6% |
321 |
|
Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9308 |
0.9282 |
0.9161 |
|
R3 |
0.9242 |
0.9216 |
0.9143 |
|
R2 |
0.9176 |
0.9176 |
0.9137 |
|
R1 |
0.9150 |
0.9150 |
0.9131 |
0.9163 |
PP |
0.9110 |
0.9110 |
0.9110 |
0.9116 |
S1 |
0.9084 |
0.9084 |
0.9118 |
0.9097 |
S2 |
0.9044 |
0.9044 |
0.9112 |
|
S3 |
0.8978 |
0.9018 |
0.9106 |
|
S4 |
0.8912 |
0.8952 |
0.9088 |
|
|
Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9468 |
0.9386 |
0.9123 |
|
R3 |
0.9344 |
0.9262 |
0.9089 |
|
R2 |
0.9220 |
0.9220 |
0.9078 |
|
R1 |
0.9138 |
0.9138 |
0.9066 |
0.9117 |
PP |
0.9096 |
0.9096 |
0.9096 |
0.9086 |
S1 |
0.9014 |
0.9014 |
0.9044 |
0.8993 |
S2 |
0.8972 |
0.8972 |
0.9032 |
|
S3 |
0.8848 |
0.8890 |
0.9021 |
|
S4 |
0.8724 |
0.8766 |
0.8987 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9136 |
0.9054 |
0.0082 |
0.9% |
0.0043 |
0.5% |
87% |
True |
False |
27 |
10 |
0.9179 |
0.9046 |
0.0133 |
1.5% |
0.0049 |
0.5% |
59% |
False |
False |
48 |
20 |
0.9179 |
0.8969 |
0.0210 |
2.3% |
0.0047 |
0.5% |
74% |
False |
False |
56 |
40 |
0.9179 |
0.8969 |
0.0210 |
2.3% |
0.0042 |
0.5% |
74% |
False |
False |
37 |
60 |
0.9246 |
0.8969 |
0.0277 |
3.0% |
0.0040 |
0.4% |
56% |
False |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9416 |
2.618 |
0.9308 |
1.618 |
0.9242 |
1.000 |
0.9202 |
0.618 |
0.9176 |
HIGH |
0.9136 |
0.618 |
0.9110 |
0.500 |
0.9103 |
0.382 |
0.9095 |
LOW |
0.9070 |
0.618 |
0.9029 |
1.000 |
0.9004 |
1.618 |
0.8963 |
2.618 |
0.8897 |
4.250 |
0.8789 |
|
|
Fisher Pivots for day following 27-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
0.9117 |
0.9115 |
PP |
0.9110 |
0.9105 |
S1 |
0.9103 |
0.9095 |
|