CME Japanese Yen Future December 2021


Trading Metrics calculated at close of trading on 05-Aug-2021
Day Change Summary
Previous Current
04-Aug-2021 05-Aug-2021 Change Change % Previous Week
Open 0.9181 0.9139 -0.0043 -0.5% 0.9080
High 0.9206 0.9149 -0.0058 -0.6% 0.9154
Low 0.9128 0.9117 -0.0011 -0.1% 0.9054
Close 0.9144 0.9121 -0.0024 -0.3% 0.9120
Range 0.0079 0.0032 -0.0047 -59.9% 0.0100
ATR 0.0048 0.0047 -0.0001 -2.4% 0.0000
Volume 228 66 -162 -71.1% 295
Daily Pivots for day following 05-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.9223 0.9203 0.9138
R3 0.9192 0.9172 0.9129
R2 0.9160 0.9160 0.9126
R1 0.9140 0.9140 0.9123 0.9135
PP 0.9129 0.9129 0.9129 0.9126
S1 0.9109 0.9109 0.9118 0.9103
S2 0.9097 0.9097 0.9115
S3 0.9066 0.9077 0.9112
S4 0.9034 0.9046 0.9103
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 0.9206 0.9115 0.0091 1.0% 0.0047 0.5% 6% False False 102
10 0.9206 0.9054 0.0152 1.7% 0.0046 0.5% 44% False False 77
20 0.9206 0.9046 0.0160 1.8% 0.0045 0.5% 47% False False 73
40 0.9206 0.8969 0.0238 2.6% 0.0045 0.5% 64% False False 52
60 0.9226 0.8969 0.0257 2.8% 0.0040 0.4% 59% False False 36
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9282
2.618 0.9231
1.618 0.9199
1.000 0.9180
0.618 0.9168
HIGH 0.9149
0.618 0.9136
0.500 0.9133
0.382 0.9129
LOW 0.9117
0.618 0.9098
1.000 0.9086
1.618 0.9066
2.618 0.9035
4.250 0.8983
Fisher Pivots for day following 05-Aug-2021
Pivot 1 day 3 day
R1 0.9133 0.9162
PP 0.9129 0.9148
S1 0.9125 0.9134

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

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