CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 08-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2021 |
08-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9118 |
0.9075 |
-0.0043 |
-0.5% |
0.9110 |
| High |
0.9124 |
0.9086 |
-0.0039 |
-0.4% |
0.9133 |
| Low |
0.9071 |
0.9061 |
-0.0011 |
-0.1% |
0.9064 |
| Close |
0.9074 |
0.9079 |
0.0005 |
0.1% |
0.9129 |
| Range |
0.0053 |
0.0025 |
-0.0028 |
-52.8% |
0.0069 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
66,663 |
117,599 |
50,936 |
76.4% |
17,072 |
|
| Daily Pivots for day following 08-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9150 |
0.9139 |
0.9092 |
|
| R3 |
0.9125 |
0.9114 |
0.9085 |
|
| R2 |
0.9100 |
0.9100 |
0.9083 |
|
| R1 |
0.9089 |
0.9089 |
0.9081 |
0.9095 |
| PP |
0.9075 |
0.9075 |
0.9075 |
0.9078 |
| S1 |
0.9064 |
0.9064 |
0.9076 |
0.9070 |
| S2 |
0.9050 |
0.9050 |
0.9074 |
|
| S3 |
0.9025 |
0.9039 |
0.9072 |
|
| S4 |
0.9000 |
0.9014 |
0.9065 |
|
|
| 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 |
0.9132 |
0.9061 |
0.0071 |
0.8% |
0.0036 |
0.4% |
25% |
False |
True |
39,774 |
| 10 |
0.9133 |
0.9061 |
0.0072 |
0.8% |
0.0034 |
0.4% |
25% |
False |
True |
20,226 |
| 20 |
0.9173 |
0.9034 |
0.0139 |
1.5% |
0.0039 |
0.4% |
32% |
False |
False |
10,201 |
| 40 |
0.9206 |
0.9034 |
0.0172 |
1.9% |
0.0042 |
0.5% |
26% |
False |
False |
5,134 |
| 60 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0042 |
0.5% |
46% |
False |
False |
3,438 |
| 80 |
0.9226 |
0.8969 |
0.0257 |
2.8% |
0.0040 |
0.4% |
43% |
False |
False |
2,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9192 |
|
2.618 |
0.9151 |
|
1.618 |
0.9126 |
|
1.000 |
0.9111 |
|
0.618 |
0.9101 |
|
HIGH |
0.9086 |
|
0.618 |
0.9076 |
|
0.500 |
0.9073 |
|
0.382 |
0.9070 |
|
LOW |
0.9061 |
|
0.618 |
0.9045 |
|
1.000 |
0.9036 |
|
1.618 |
0.9020 |
|
2.618 |
0.8995 |
|
4.250 |
0.8954 |
|
|
| Fisher Pivots for day following 08-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9077 |
0.9096 |
| PP |
0.9075 |
0.9090 |
| S1 |
0.9073 |
0.9084 |
|