CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 07-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2021 |
07-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9103 |
0.9118 |
0.0015 |
0.2% |
0.9110 |
| High |
0.9132 |
0.9124 |
-0.0008 |
-0.1% |
0.9133 |
| Low |
0.9092 |
0.9071 |
-0.0021 |
-0.2% |
0.9064 |
| Close |
0.9129 |
0.9074 |
-0.0055 |
-0.6% |
0.9129 |
| Range |
0.0040 |
0.0053 |
0.0014 |
34.2% |
0.0069 |
| ATR |
0.0039 |
0.0040 |
0.0001 |
3.4% |
0.0000 |
| Volume |
12,093 |
66,663 |
54,570 |
451.3% |
17,072 |
|
| Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9249 |
0.9214 |
0.9103 |
|
| R3 |
0.9196 |
0.9161 |
0.9088 |
|
| R2 |
0.9143 |
0.9143 |
0.9083 |
|
| R1 |
0.9108 |
0.9108 |
0.9078 |
0.9099 |
| PP |
0.9090 |
0.9090 |
0.9090 |
0.9085 |
| S1 |
0.9055 |
0.9055 |
0.9069 |
0.9046 |
| S2 |
0.9037 |
0.9037 |
0.9064 |
|
| S3 |
0.8984 |
0.9002 |
0.9059 |
|
| S4 |
0.8931 |
0.8949 |
0.9044 |
|
|
| 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% |
0.0039 |
0.4% |
14% |
False |
False |
16,635 |
| 10 |
0.9147 |
0.9064 |
0.0084 |
0.9% |
0.0035 |
0.4% |
12% |
False |
False |
8,487 |
| 20 |
0.9173 |
0.9034 |
0.0139 |
1.5% |
0.0039 |
0.4% |
28% |
False |
False |
4,326 |
| 40 |
0.9206 |
0.9034 |
0.0172 |
1.9% |
0.0042 |
0.5% |
23% |
False |
False |
2,197 |
| 60 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0043 |
0.5% |
44% |
False |
False |
1,478 |
| 80 |
0.9226 |
0.8969 |
0.0257 |
2.8% |
0.0041 |
0.4% |
41% |
False |
False |
1,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9349 |
|
2.618 |
0.9263 |
|
1.618 |
0.9210 |
|
1.000 |
0.9177 |
|
0.618 |
0.9157 |
|
HIGH |
0.9124 |
|
0.618 |
0.9104 |
|
0.500 |
0.9098 |
|
0.382 |
0.9091 |
|
LOW |
0.9071 |
|
0.618 |
0.9038 |
|
1.000 |
0.9018 |
|
1.618 |
0.8985 |
|
2.618 |
0.8932 |
|
4.250 |
0.8846 |
|
|
| Fisher Pivots for day following 07-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9098 |
0.9101 |
| PP |
0.9090 |
0.9092 |
| S1 |
0.9082 |
0.9083 |
|