CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 03-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2021 |
03-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9096 |
0.9103 |
0.0007 |
0.1% |
0.9110 |
| High |
0.9105 |
0.9132 |
0.0027 |
0.3% |
0.9133 |
| Low |
0.9089 |
0.9092 |
0.0004 |
0.0% |
0.9064 |
| Close |
0.9101 |
0.9129 |
0.0028 |
0.3% |
0.9129 |
| Range |
0.0016 |
0.0040 |
0.0024 |
146.9% |
0.0069 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
0.1% |
0.0000 |
| Volume |
1,208 |
12,093 |
10,885 |
901.1% |
17,072 |
|
| Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9236 |
0.9222 |
0.9150 |
|
| R3 |
0.9196 |
0.9182 |
0.9139 |
|
| R2 |
0.9157 |
0.9157 |
0.9136 |
|
| R1 |
0.9143 |
0.9143 |
0.9132 |
0.9150 |
| PP |
0.9117 |
0.9117 |
0.9117 |
0.9121 |
| S1 |
0.9103 |
0.9103 |
0.9125 |
0.9110 |
| S2 |
0.9078 |
0.9078 |
0.9121 |
|
| S3 |
0.9038 |
0.9064 |
0.9118 |
|
| S4 |
0.8999 |
0.9024 |
0.9107 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9315 |
0.9291 |
0.9166 |
|
| R3 |
0.9246 |
0.9222 |
0.9147 |
|
| R2 |
0.9177 |
0.9177 |
0.9141 |
|
| R1 |
0.9153 |
0.9153 |
0.9135 |
0.9165 |
| PP |
0.9108 |
0.9108 |
0.9108 |
0.9114 |
| S1 |
0.9084 |
0.9084 |
0.9122 |
0.9096 |
| S2 |
0.9039 |
0.9039 |
0.9116 |
|
| S3 |
0.8970 |
0.9015 |
0.9110 |
|
| S4 |
0.8901 |
0.8946 |
0.9091 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9133 |
0.9064 |
0.0069 |
0.8% |
0.0032 |
0.4% |
94% |
False |
False |
3,414 |
| 10 |
0.9147 |
0.9064 |
0.0084 |
0.9% |
0.0034 |
0.4% |
78% |
False |
False |
1,834 |
| 20 |
0.9173 |
0.9034 |
0.0139 |
1.5% |
0.0038 |
0.4% |
68% |
False |
False |
994 |
| 40 |
0.9206 |
0.9034 |
0.0172 |
1.9% |
0.0042 |
0.5% |
55% |
False |
False |
533 |
| 60 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0042 |
0.5% |
67% |
False |
False |
368 |
| 80 |
0.9226 |
0.8969 |
0.0257 |
2.8% |
0.0040 |
0.4% |
62% |
False |
False |
276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9299 |
|
2.618 |
0.9235 |
|
1.618 |
0.9195 |
|
1.000 |
0.9171 |
|
0.618 |
0.9156 |
|
HIGH |
0.9132 |
|
0.618 |
0.9116 |
|
0.500 |
0.9112 |
|
0.382 |
0.9107 |
|
LOW |
0.9092 |
|
0.618 |
0.9068 |
|
1.000 |
0.9053 |
|
1.618 |
0.9028 |
|
2.618 |
0.8989 |
|
4.250 |
0.8924 |
|
|
| Fisher Pivots for day following 03-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9123 |
0.9118 |
| PP |
0.9117 |
0.9108 |
| S1 |
0.9112 |
0.9098 |
|