CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9880 |
0.9908 |
0.0028 |
0.3% |
0.9863 |
| High |
0.9882 |
0.9908 |
0.0026 |
0.3% |
0.9933 |
| Low |
0.9822 |
0.9837 |
0.0015 |
0.2% |
0.9766 |
| Close |
0.9867 |
0.9842 |
-0.0024 |
-0.2% |
0.9842 |
| Range |
0.0060 |
0.0072 |
0.0011 |
18.2% |
0.0168 |
| ATR |
0.0000 |
0.0091 |
0.0091 |
|
0.0000 |
| Volume |
6 |
47 |
41 |
683.3% |
79 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0077 |
1.0031 |
0.9882 |
|
| R3 |
1.0005 |
0.9960 |
0.9862 |
|
| R2 |
0.9934 |
0.9934 |
0.9856 |
|
| R1 |
0.9888 |
0.9888 |
0.9849 |
0.9875 |
| PP |
0.9862 |
0.9862 |
0.9862 |
0.9856 |
| S1 |
0.9817 |
0.9817 |
0.9836 |
0.9804 |
| S2 |
0.9791 |
0.9791 |
0.9829 |
|
| S3 |
0.9719 |
0.9745 |
0.9823 |
|
| S4 |
0.9648 |
0.9674 |
0.9803 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0349 |
1.0263 |
0.9935 |
|
| R3 |
1.0182 |
1.0096 |
0.9889 |
|
| R2 |
1.0014 |
1.0014 |
0.9873 |
|
| R1 |
0.9928 |
0.9928 |
0.9858 |
0.9888 |
| PP |
0.9847 |
0.9847 |
0.9847 |
0.9827 |
| S1 |
0.9761 |
0.9761 |
0.9827 |
0.9720 |
| S2 |
0.9679 |
0.9679 |
0.9812 |
|
| S3 |
0.9512 |
0.9593 |
0.9796 |
|
| S4 |
0.9344 |
0.9426 |
0.9750 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0212 |
|
2.618 |
1.0095 |
|
1.618 |
1.0024 |
|
1.000 |
0.9980 |
|
0.618 |
0.9952 |
|
HIGH |
0.9908 |
|
0.618 |
0.9881 |
|
0.500 |
0.9872 |
|
0.382 |
0.9864 |
|
LOW |
0.9837 |
|
0.618 |
0.9792 |
|
1.000 |
0.9765 |
|
1.618 |
0.9721 |
|
2.618 |
0.9649 |
|
4.250 |
0.9533 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9872 |
0.9841 |
| PP |
0.9862 |
0.9839 |
| S1 |
0.9852 |
0.9837 |
|