CME Japanese Yen Future December 2021


Trading Metrics calculated at close of trading on 27-Aug-2021
Day Change Summary
Previous Current
26-Aug-2021 27-Aug-2021 Change Change % Previous Week
Open 0.9094 0.9093 -0.0001 0.0% 0.9113
High 0.9104 0.9117 0.0013 0.1% 0.9147
Low 0.9080 0.9077 -0.0003 0.0% 0.9077
Close 0.9097 0.9113 0.0016 0.2% 0.9113
Range 0.0024 0.0040 0.0016 66.7% 0.0070
ATR 0.0042 0.0042 0.0000 -0.4% 0.0000
Volume 194 494 300 154.6% 1,277
Daily Pivots for day following 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.9222 0.9208 0.9135
R3 0.9182 0.9168 0.9124
R2 0.9142 0.9142 0.9120
R1 0.9128 0.9128 0.9117 0.9135
PP 0.9102 0.9102 0.9102 0.9106
S1 0.9088 0.9088 0.9109 0.9095
S2 0.9062 0.9062 0.9106
S3 0.9022 0.9048 0.9102
S4 0.8982 0.9008 0.9091
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 0.9322 0.9288 0.9152
R3 0.9252 0.9218 0.9132
R2 0.9182 0.9182 0.9126
R1 0.9148 0.9148 0.9119 0.9148
PP 0.9112 0.9112 0.9112 0.9113
S1 0.9078 0.9078 0.9107 0.9078
S2 0.9042 0.9042 0.9100
S3 0.8972 0.9008 0.9094
S4 0.8902 0.8938 0.9075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9147 0.9077 0.0070 0.8% 0.0036 0.4% 51% False True 255
10 0.9173 0.9077 0.0096 1.1% 0.0041 0.5% 38% False True 239
20 0.9206 0.9034 0.0172 1.9% 0.0042 0.5% 46% False False 168
40 0.9206 0.8969 0.0238 2.6% 0.0044 0.5% 61% False False 116
60 0.9206 0.8969 0.0238 2.6% 0.0042 0.5% 61% False False 83
80 0.9246 0.8969 0.0277 3.0% 0.0041 0.4% 52% False False 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9287
2.618 0.9222
1.618 0.9182
1.000 0.9157
0.618 0.9142
HIGH 0.9117
0.618 0.9102
0.500 0.9097
0.382 0.9092
LOW 0.9077
0.618 0.9052
1.000 0.9037
1.618 0.9012
2.618 0.8972
4.250 0.8907
Fisher Pivots for day following 27-Aug-2021
Pivot 1 day 3 day
R1 0.9108 0.9109
PP 0.9102 0.9106
S1 0.9097 0.9102

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

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