CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9863 |
0.9903 |
0.0041 |
0.4% |
0.9706 |
| High |
0.9920 |
0.9933 |
0.0014 |
0.1% |
0.9958 |
| Low |
0.9830 |
0.9817 |
-0.0013 |
-0.1% |
0.9695 |
| Close |
0.9903 |
0.9817 |
-0.0086 |
-0.9% |
0.9821 |
| Range |
0.0090 |
0.0116 |
0.0027 |
29.6% |
0.0264 |
| ATR |
|
|
|
|
|
| Volume |
9 |
8 |
-1 |
-11.1% |
18 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0204 |
1.0126 |
0.9881 |
|
| R3 |
1.0088 |
1.0010 |
0.9849 |
|
| R2 |
0.9972 |
0.9972 |
0.9838 |
|
| R1 |
0.9894 |
0.9894 |
0.9828 |
0.9875 |
| PP |
0.9856 |
0.9856 |
0.9856 |
0.9846 |
| S1 |
0.9778 |
0.9778 |
0.9806 |
0.9759 |
| S2 |
0.9740 |
0.9740 |
0.9796 |
|
| S3 |
0.9624 |
0.9662 |
0.9785 |
|
| S4 |
0.9508 |
0.9546 |
0.9753 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0615 |
1.0481 |
0.9965 |
|
| R3 |
1.0351 |
1.0218 |
0.9893 |
|
| R2 |
1.0088 |
1.0088 |
0.9869 |
|
| R1 |
0.9954 |
0.9954 |
0.9845 |
1.0021 |
| PP |
0.9824 |
0.9824 |
0.9824 |
0.9858 |
| S1 |
0.9691 |
0.9691 |
0.9796 |
0.9758 |
| S2 |
0.9561 |
0.9561 |
0.9772 |
|
| S3 |
0.9297 |
0.9427 |
0.9748 |
|
| S4 |
0.9034 |
0.9164 |
0.9676 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0426 |
|
2.618 |
1.0237 |
|
1.618 |
1.0121 |
|
1.000 |
1.0049 |
|
0.618 |
1.0005 |
|
HIGH |
0.9933 |
|
0.618 |
0.9889 |
|
0.500 |
0.9875 |
|
0.382 |
0.9861 |
|
LOW |
0.9817 |
|
0.618 |
0.9745 |
|
1.000 |
0.9701 |
|
1.618 |
0.9629 |
|
2.618 |
0.9513 |
|
4.250 |
0.9324 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9875 |
0.9862 |
| PP |
0.9856 |
0.9847 |
| S1 |
0.9836 |
0.9832 |
|