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 |
|
|
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 |
|