CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 31-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2021 |
31-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9110 |
0.9105 |
-0.0005 |
-0.1% |
0.9113 |
| High |
0.9123 |
0.9133 |
0.0010 |
0.1% |
0.9147 |
| Low |
0.9102 |
0.9092 |
-0.0010 |
-0.1% |
0.9077 |
| Close |
0.9108 |
0.9099 |
-0.0010 |
-0.1% |
0.9113 |
| Range |
0.0022 |
0.0041 |
0.0019 |
88.4% |
0.0070 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
0.0% |
0.0000 |
| Volume |
556 |
1,906 |
1,350 |
242.8% |
1,277 |
|
| Daily Pivots for day following 31-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9229 |
0.9204 |
0.9121 |
|
| R3 |
0.9189 |
0.9164 |
0.9110 |
|
| R2 |
0.9148 |
0.9148 |
0.9106 |
|
| R1 |
0.9123 |
0.9123 |
0.9102 |
0.9116 |
| PP |
0.9108 |
0.9108 |
0.9108 |
0.9104 |
| S1 |
0.9083 |
0.9083 |
0.9095 |
0.9075 |
| S2 |
0.9067 |
0.9067 |
0.9091 |
|
| S3 |
0.9027 |
0.9042 |
0.9087 |
|
| S4 |
0.8986 |
0.9002 |
0.9076 |
|
|
| 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 |
0.9133 |
0.9077 |
0.0056 |
0.6% |
0.0033 |
0.4% |
39% |
True |
False |
678 |
| 10 |
0.9147 |
0.9077 |
0.0070 |
0.8% |
0.0038 |
0.4% |
31% |
False |
False |
422 |
| 20 |
0.9206 |
0.9034 |
0.0172 |
1.9% |
0.0041 |
0.4% |
38% |
False |
False |
282 |
| 40 |
0.9206 |
0.9034 |
0.0172 |
1.9% |
0.0043 |
0.5% |
38% |
False |
False |
175 |
| 60 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0042 |
0.5% |
55% |
False |
False |
124 |
| 80 |
0.9246 |
0.8969 |
0.0277 |
3.0% |
0.0040 |
0.4% |
47% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9305 |
|
2.618 |
0.9239 |
|
1.618 |
0.9198 |
|
1.000 |
0.9173 |
|
0.618 |
0.9158 |
|
HIGH |
0.9133 |
|
0.618 |
0.9117 |
|
0.500 |
0.9112 |
|
0.382 |
0.9107 |
|
LOW |
0.9092 |
|
0.618 |
0.9067 |
|
1.000 |
0.9052 |
|
1.618 |
0.9026 |
|
2.618 |
0.8986 |
|
4.250 |
0.8920 |
|
|
| Fisher Pivots for day following 31-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9112 |
0.9105 |
| PP |
0.9108 |
0.9103 |
| S1 |
0.9103 |
0.9101 |
|