CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 19-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9908 |
0.9891 |
-0.0017 |
-0.2% |
0.9863 |
| High |
0.9908 |
0.9918 |
0.0010 |
0.1% |
0.9933 |
| Low |
0.9837 |
0.9891 |
0.0055 |
0.6% |
0.9766 |
| Close |
0.9842 |
0.9903 |
0.0061 |
0.6% |
0.9842 |
| Range |
0.0072 |
0.0027 |
-0.0045 |
-62.2% |
0.0168 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
47 |
14 |
-33 |
-70.2% |
79 |
|
| Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9985 |
0.9971 |
0.9918 |
|
| R3 |
0.9958 |
0.9944 |
0.9910 |
|
| R2 |
0.9931 |
0.9931 |
0.9908 |
|
| R1 |
0.9917 |
0.9917 |
0.9905 |
0.9924 |
| PP |
0.9904 |
0.9904 |
0.9904 |
0.9908 |
| S1 |
0.9890 |
0.9890 |
0.9901 |
0.9897 |
| S2 |
0.9877 |
0.9877 |
0.9898 |
|
| S3 |
0.9850 |
0.9863 |
0.9896 |
|
| S4 |
0.9823 |
0.9836 |
0.9888 |
|
|
| 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 |
1.0033 |
|
2.618 |
0.9989 |
|
1.618 |
0.9962 |
|
1.000 |
0.9945 |
|
0.618 |
0.9935 |
|
HIGH |
0.9918 |
|
0.618 |
0.9908 |
|
0.500 |
0.9905 |
|
0.382 |
0.9901 |
|
LOW |
0.9891 |
|
0.618 |
0.9874 |
|
1.000 |
0.9864 |
|
1.618 |
0.9847 |
|
2.618 |
0.9820 |
|
4.250 |
0.9776 |
|
|
| Fisher Pivots for day following 19-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9905 |
0.9892 |
| PP |
0.9904 |
0.9881 |
| S1 |
0.9904 |
0.9870 |
|