CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 19-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2021 |
19-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9136 |
0.9103 |
-0.0034 |
-0.4% |
0.9082 |
| High |
0.9143 |
0.9142 |
-0.0001 |
0.0% |
0.9137 |
| Low |
0.9095 |
0.9081 |
-0.0014 |
-0.1% |
0.9034 |
| Close |
0.9109 |
0.9117 |
0.0008 |
0.1% |
0.9133 |
| Range |
0.0048 |
0.0061 |
0.0013 |
27.1% |
0.0103 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
2.5% |
0.0000 |
| Volume |
205 |
66 |
-139 |
-67.8% |
425 |
|
| Daily Pivots for day following 19-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9296 |
0.9267 |
0.9150 |
|
| R3 |
0.9235 |
0.9206 |
0.9133 |
|
| R2 |
0.9174 |
0.9174 |
0.9128 |
|
| R1 |
0.9145 |
0.9145 |
0.9122 |
0.9160 |
| PP |
0.9113 |
0.9113 |
0.9113 |
0.9120 |
| S1 |
0.9084 |
0.9084 |
0.9111 |
0.9099 |
| S2 |
0.9052 |
0.9052 |
0.9105 |
|
| S3 |
0.8991 |
0.9023 |
0.9100 |
|
| S4 |
0.8930 |
0.8962 |
0.9083 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9409 |
0.9373 |
0.9189 |
|
| R3 |
0.9306 |
0.9271 |
0.9161 |
|
| R2 |
0.9204 |
0.9204 |
0.9151 |
|
| R1 |
0.9168 |
0.9168 |
0.9142 |
0.9186 |
| PP |
0.9101 |
0.9101 |
0.9101 |
0.9110 |
| S1 |
0.9066 |
0.9066 |
0.9123 |
0.9083 |
| S2 |
0.8999 |
0.8999 |
0.9114 |
|
| S3 |
0.8896 |
0.8963 |
0.9104 |
|
| S4 |
0.8794 |
0.8861 |
0.9076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9173 |
0.9062 |
0.0111 |
1.2% |
0.0056 |
0.6% |
49% |
False |
False |
213 |
| 10 |
0.9173 |
0.9034 |
0.0139 |
1.5% |
0.0044 |
0.5% |
59% |
False |
False |
140 |
| 20 |
0.9206 |
0.9034 |
0.0172 |
1.9% |
0.0045 |
0.5% |
48% |
False |
False |
108 |
| 40 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0045 |
0.5% |
62% |
False |
False |
82 |
| 60 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0042 |
0.5% |
62% |
False |
False |
59 |
| 80 |
0.9246 |
0.8969 |
0.0277 |
3.0% |
0.0041 |
0.5% |
53% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9401 |
|
2.618 |
0.9302 |
|
1.618 |
0.9241 |
|
1.000 |
0.9203 |
|
0.618 |
0.9180 |
|
HIGH |
0.9142 |
|
0.618 |
0.9119 |
|
0.500 |
0.9112 |
|
0.382 |
0.9104 |
|
LOW |
0.9081 |
|
0.618 |
0.9043 |
|
1.000 |
0.9020 |
|
1.618 |
0.8982 |
|
2.618 |
0.8921 |
|
4.250 |
0.8822 |
|
|
| Fisher Pivots for day following 19-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9115 |
0.9127 |
| PP |
0.9113 |
0.9123 |
| S1 |
0.9112 |
0.9120 |
|