CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9838 |
0.9880 |
0.0043 |
0.4% |
0.9706 |
| High |
0.9853 |
0.9882 |
0.0029 |
0.3% |
0.9958 |
| Low |
0.9766 |
0.9822 |
0.0056 |
0.6% |
0.9695 |
| Close |
0.9847 |
0.9867 |
0.0020 |
0.2% |
0.9821 |
| Range |
0.0087 |
0.0060 |
-0.0027 |
-30.5% |
0.0264 |
| ATR |
|
|
|
|
|
| Volume |
9 |
6 |
-3 |
-33.3% |
18 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0038 |
1.0013 |
0.9900 |
|
| R3 |
0.9978 |
0.9952 |
0.9883 |
|
| R2 |
0.9917 |
0.9917 |
0.9878 |
|
| R1 |
0.9892 |
0.9892 |
0.9872 |
0.9874 |
| PP |
0.9857 |
0.9857 |
0.9857 |
0.9848 |
| S1 |
0.9831 |
0.9831 |
0.9861 |
0.9814 |
| S2 |
0.9796 |
0.9796 |
0.9855 |
|
| S3 |
0.9736 |
0.9771 |
0.9850 |
|
| S4 |
0.9675 |
0.9710 |
0.9833 |
|
|
| 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 |
1.0139 |
|
2.618 |
1.0040 |
|
1.618 |
0.9980 |
|
1.000 |
0.9942 |
|
0.618 |
0.9919 |
|
HIGH |
0.9882 |
|
0.618 |
0.9859 |
|
0.500 |
0.9852 |
|
0.382 |
0.9845 |
|
LOW |
0.9822 |
|
0.618 |
0.9784 |
|
1.000 |
0.9761 |
|
1.618 |
0.9724 |
|
2.618 |
0.9663 |
|
4.250 |
0.9564 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9862 |
0.9861 |
| PP |
0.9857 |
0.9855 |
| S1 |
0.9852 |
0.9849 |
|