CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 20-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9891 |
0.9895 |
0.0004 |
0.0% |
0.9863 |
| High |
0.9918 |
0.9927 |
0.0009 |
0.1% |
0.9933 |
| Low |
0.9891 |
0.9879 |
-0.0013 |
-0.1% |
0.9766 |
| Close |
0.9903 |
0.9898 |
-0.0006 |
-0.1% |
0.9842 |
| Range |
0.0027 |
0.0049 |
0.0022 |
79.6% |
0.0168 |
| ATR |
0.0090 |
0.0087 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
14 |
96 |
82 |
585.7% |
79 |
|
| Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0047 |
1.0021 |
0.9924 |
|
| R3 |
0.9998 |
0.9972 |
0.9911 |
|
| R2 |
0.9950 |
0.9950 |
0.9906 |
|
| R1 |
0.9924 |
0.9924 |
0.9902 |
0.9937 |
| PP |
0.9901 |
0.9901 |
0.9901 |
0.9908 |
| S1 |
0.9875 |
0.9875 |
0.9893 |
0.9888 |
| S2 |
0.9853 |
0.9853 |
0.9889 |
|
| S3 |
0.9804 |
0.9827 |
0.9884 |
|
| S4 |
0.9756 |
0.9778 |
0.9871 |
|
|
| 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 |
1.0133 |
|
2.618 |
1.0054 |
|
1.618 |
1.0005 |
|
1.000 |
0.9976 |
|
0.618 |
0.9957 |
|
HIGH |
0.9927 |
|
0.618 |
0.9908 |
|
0.500 |
0.9903 |
|
0.382 |
0.9897 |
|
LOW |
0.9879 |
|
0.618 |
0.9849 |
|
1.000 |
0.9830 |
|
1.618 |
0.9800 |
|
2.618 |
0.9752 |
|
4.250 |
0.9672 |
|
|
| Fisher Pivots for day following 20-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9903 |
0.9892 |
| PP |
0.9901 |
0.9887 |
| S1 |
0.9899 |
0.9882 |
|