CME Japanese Yen Future December 2021


Trading Metrics calculated at close of trading on 02-Aug-2021
Day Change Summary
Previous Current
30-Jul-2021 02-Aug-2021 Change Change % Previous Week
Open 0.9147 0.9124 -0.0023 -0.3% 0.9080
High 0.9154 0.9168 0.0015 0.2% 0.9154
Low 0.9115 0.9120 0.0005 0.1% 0.9054
Close 0.9120 0.9163 0.0043 0.5% 0.9120
Range 0.0039 0.0048 0.0010 24.7% 0.0100
ATR 0.0046 0.0046 0.0000 0.3% 0.0000
Volume 44 142 98 222.7% 295
Daily Pivots for day following 02-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.9294 0.9277 0.9189
R3 0.9246 0.9229 0.9176
R2 0.9198 0.9198 0.9172
R1 0.9181 0.9181 0.9167 0.9190
PP 0.9150 0.9150 0.9150 0.9155
S1 0.9133 0.9133 0.9159 0.9142
S2 0.9102 0.9102 0.9154
S3 0.9054 0.9085 0.9150
S4 0.9006 0.9037 0.9137
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 0.9408 0.9363 0.9175
R3 0.9308 0.9264 0.9147
R2 0.9209 0.9209 0.9138
R1 0.9164 0.9164 0.9129 0.9187
PP 0.9109 0.9109 0.9109 0.9120
S1 0.9065 0.9065 0.9111 0.9087
S2 0.9010 0.9010 0.9102
S3 0.8910 0.8965 0.9093
S4 0.8811 0.8866 0.9065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9168 0.9070 0.0099 1.1% 0.0046 0.5% 95% True False 77
10 0.9168 0.9054 0.0114 1.2% 0.0043 0.5% 96% True False 69
20 0.9179 0.9027 0.0152 1.7% 0.0046 0.5% 90% False False 69
40 0.9179 0.8969 0.0210 2.3% 0.0043 0.5% 93% False False 45
60 0.9246 0.8969 0.0277 3.0% 0.0041 0.4% 70% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9372
2.618 0.9294
1.618 0.9246
1.000 0.9216
0.618 0.9198
HIGH 0.9168
0.618 0.9150
0.500 0.9144
0.382 0.9138
LOW 0.9120
0.618 0.9090
1.000 0.9072
1.618 0.9042
2.618 0.8994
4.250 0.8916
Fisher Pivots for day following 02-Aug-2021
Pivot 1 day 3 day
R1 0.9157 0.9156
PP 0.9150 0.9148
S1 0.9144 0.9141

These figures are updated between 7pm and 10pm EST after a trading day.

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