CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 24-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2021 |
24-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9113 |
0.9125 |
0.0012 |
0.1% |
0.9131 |
| High |
0.9128 |
0.9147 |
0.0020 |
0.2% |
0.9173 |
| Low |
0.9087 |
0.9109 |
0.0022 |
0.2% |
0.9081 |
| Close |
0.9126 |
0.9125 |
-0.0001 |
0.0% |
0.9116 |
| Range |
0.0041 |
0.0038 |
-0.0003 |
-6.2% |
0.0092 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
137 |
211 |
74 |
54.0% |
1,118 |
|
| Daily Pivots for day following 24-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9241 |
0.9221 |
0.9145 |
|
| R3 |
0.9203 |
0.9183 |
0.9135 |
|
| R2 |
0.9165 |
0.9165 |
0.9131 |
|
| R1 |
0.9145 |
0.9145 |
0.9128 |
0.9136 |
| PP |
0.9127 |
0.9127 |
0.9127 |
0.9122 |
| S1 |
0.9107 |
0.9107 |
0.9121 |
0.9098 |
| S2 |
0.9089 |
0.9089 |
0.9118 |
|
| S3 |
0.9051 |
0.9069 |
0.9114 |
|
| S4 |
0.9013 |
0.9031 |
0.9104 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9399 |
0.9349 |
0.9166 |
|
| R3 |
0.9307 |
0.9257 |
0.9141 |
|
| R2 |
0.9215 |
0.9215 |
0.9132 |
|
| R1 |
0.9165 |
0.9165 |
0.9124 |
0.9144 |
| PP |
0.9123 |
0.9123 |
0.9123 |
0.9113 |
| S1 |
0.9073 |
0.9073 |
0.9107 |
0.9052 |
| S2 |
0.9031 |
0.9031 |
0.9099 |
|
| S3 |
0.8939 |
0.8981 |
0.9090 |
|
| S4 |
0.8847 |
0.8889 |
0.9065 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9147 |
0.9081 |
0.0066 |
0.7% |
0.0043 |
0.5% |
66% |
True |
False |
166 |
| 10 |
0.9173 |
0.9034 |
0.0139 |
1.5% |
0.0044 |
0.5% |
65% |
False |
False |
177 |
| 20 |
0.9206 |
0.9034 |
0.0172 |
1.9% |
0.0043 |
0.5% |
53% |
False |
False |
132 |
| 40 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0045 |
0.5% |
66% |
False |
False |
94 |
| 60 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0042 |
0.5% |
66% |
False |
False |
68 |
| 80 |
0.9246 |
0.8969 |
0.0277 |
3.0% |
0.0041 |
0.4% |
56% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9309 |
|
2.618 |
0.9246 |
|
1.618 |
0.9208 |
|
1.000 |
0.9185 |
|
0.618 |
0.9170 |
|
HIGH |
0.9147 |
|
0.618 |
0.9132 |
|
0.500 |
0.9128 |
|
0.382 |
0.9124 |
|
LOW |
0.9109 |
|
0.618 |
0.9086 |
|
1.000 |
0.9071 |
|
1.618 |
0.9048 |
|
2.618 |
0.9010 |
|
4.250 |
0.8948 |
|
|
| Fisher Pivots for day following 24-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9128 |
0.9122 |
| PP |
0.9127 |
0.9120 |
| S1 |
0.9126 |
0.9117 |
|