CME Japanese Yen Future December 2021
| Trading Metrics calculated at close of trading on 10-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2021 |
10-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.9074 |
0.9119 |
0.0045 |
0.5% |
0.9118 |
| High |
0.9129 |
0.9123 |
-0.0007 |
-0.1% |
0.9129 |
| Low |
0.9074 |
0.9098 |
0.0024 |
0.3% |
0.9061 |
| Close |
0.9123 |
0.9105 |
-0.0018 |
-0.2% |
0.9105 |
| Range |
0.0055 |
0.0025 |
-0.0031 |
-55.5% |
0.0069 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
145,113 |
95,269 |
-49,844 |
-34.3% |
424,644 |
|
| Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9182 |
0.9168 |
0.9118 |
|
| R3 |
0.9157 |
0.9143 |
0.9111 |
|
| R2 |
0.9133 |
0.9133 |
0.9109 |
|
| R1 |
0.9119 |
0.9119 |
0.9107 |
0.9114 |
| PP |
0.9108 |
0.9108 |
0.9108 |
0.9106 |
| S1 |
0.9094 |
0.9094 |
0.9102 |
0.9089 |
| S2 |
0.9084 |
0.9084 |
0.9100 |
|
| S3 |
0.9059 |
0.9070 |
0.9098 |
|
| S4 |
0.9035 |
0.9045 |
0.9091 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9304 |
0.9273 |
0.9142 |
|
| R3 |
0.9235 |
0.9204 |
0.9123 |
|
| R2 |
0.9167 |
0.9167 |
0.9117 |
|
| R1 |
0.9136 |
0.9136 |
0.9111 |
0.9117 |
| PP |
0.9098 |
0.9098 |
0.9098 |
0.9089 |
| S1 |
0.9067 |
0.9067 |
0.9098 |
0.9048 |
| S2 |
0.9030 |
0.9030 |
0.9092 |
|
| S3 |
0.8961 |
0.8999 |
0.9086 |
|
| S4 |
0.8893 |
0.8930 |
0.9067 |
|
|
| 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% |
0.0039 |
0.4% |
62% |
False |
False |
87,347 |
| 10 |
0.9133 |
0.9061 |
0.0072 |
0.8% |
0.0036 |
0.4% |
61% |
False |
False |
44,221 |
| 20 |
0.9173 |
0.9061 |
0.0113 |
1.2% |
0.0040 |
0.4% |
39% |
False |
False |
22,213 |
| 40 |
0.9206 |
0.9034 |
0.0172 |
1.9% |
0.0042 |
0.5% |
41% |
False |
False |
11,143 |
| 60 |
0.9206 |
0.8969 |
0.0238 |
2.6% |
0.0042 |
0.5% |
57% |
False |
False |
7,445 |
| 80 |
0.9226 |
0.8969 |
0.0257 |
2.8% |
0.0041 |
0.4% |
53% |
False |
False |
5,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9227 |
|
2.618 |
0.9187 |
|
1.618 |
0.9162 |
|
1.000 |
0.9147 |
|
0.618 |
0.9138 |
|
HIGH |
0.9123 |
|
0.618 |
0.9113 |
|
0.500 |
0.9110 |
|
0.382 |
0.9107 |
|
LOW |
0.9098 |
|
0.618 |
0.9083 |
|
1.000 |
0.9074 |
|
1.618 |
0.9058 |
|
2.618 |
0.9034 |
|
4.250 |
0.8994 |
|
|
| Fisher Pivots for day following 10-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.9110 |
0.9101 |
| PP |
0.9108 |
0.9098 |
| S1 |
0.9106 |
0.9095 |
|