CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 30-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2021 |
30-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9093 |
0.9110 |
0.0017 |
0.2% |
0.9113 |
| High |
0.9117 |
0.9123 |
0.0006 |
0.1% |
0.9147 |
| Low |
0.9077 |
0.9102 |
0.0025 |
0.3% |
0.9077 |
| Close |
0.9113 |
0.9108 |
-0.0005 |
-0.1% |
0.9113 |
| Range |
0.0040 |
0.0022 |
-0.0019 |
-46.3% |
0.0070 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-3.5% |
0.0000 |
| Volume |
494 |
556 |
62 |
12.6% |
1,277 |
|
| Daily Pivots for day following 30-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9175 |
0.9163 |
0.9120 |
|
| R3 |
0.9154 |
0.9142 |
0.9114 |
|
| R2 |
0.9132 |
0.9132 |
0.9112 |
|
| R1 |
0.9120 |
0.9120 |
0.9110 |
0.9116 |
| PP |
0.9111 |
0.9111 |
0.9111 |
0.9109 |
| S1 |
0.9099 |
0.9099 |
0.9106 |
0.9094 |
| S2 |
0.9089 |
0.9089 |
0.9104 |
|
| S3 |
0.9068 |
0.9077 |
0.9102 |
|
| S4 |
0.9046 |
0.9056 |
0.9096 |
|
|
| 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% |
0.0032 |
0.4% |
44% |
False |
False |
339 |
| 10 |
0.9173 |
0.9077 |
0.0096 |
1.0% |
0.0038 |
0.4% |
32% |
False |
False |
269 |
| 20 |
0.9206 |
0.9034 |
0.0172 |
1.9% |
0.0041 |
0.4% |
43% |
False |
False |
188 |
| 40 |
0.9206 |
0.9027 |
0.0179 |
2.0% |
0.0043 |
0.5% |
45% |
False |
False |
129 |
| 60 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0042 |
0.5% |
59% |
False |
False |
93 |
| 80 |
0.9246 |
0.8969 |
0.0277 |
3.0% |
0.0041 |
0.4% |
50% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9214 |
|
2.618 |
0.9179 |
|
1.618 |
0.9158 |
|
1.000 |
0.9145 |
|
0.618 |
0.9136 |
|
HIGH |
0.9123 |
|
0.618 |
0.9115 |
|
0.500 |
0.9112 |
|
0.382 |
0.9110 |
|
LOW |
0.9102 |
|
0.618 |
0.9088 |
|
1.000 |
0.9080 |
|
1.618 |
0.9067 |
|
2.618 |
0.9045 |
|
4.250 |
0.9010 |
|
|
| Fisher Pivots for day following 30-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9112 |
0.9105 |
| PP |
0.9111 |
0.9103 |
| S1 |
0.9109 |
0.9100 |
|