CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 21-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9895 |
0.9920 |
0.0025 |
0.3% |
0.9863 |
| High |
0.9927 |
1.0047 |
0.0120 |
1.2% |
0.9933 |
| Low |
0.9879 |
0.9808 |
-0.0071 |
-0.7% |
0.9766 |
| Close |
0.9898 |
1.0025 |
0.0128 |
1.3% |
0.9842 |
| Range |
0.0049 |
0.0239 |
0.0191 |
392.8% |
0.0168 |
| ATR |
0.0087 |
0.0098 |
0.0011 |
12.4% |
0.0000 |
| Volume |
96 |
115 |
19 |
19.8% |
79 |
|
| Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0677 |
1.0590 |
1.0156 |
|
| R3 |
1.0438 |
1.0351 |
1.0091 |
|
| R2 |
1.0199 |
1.0199 |
1.0069 |
|
| R1 |
1.0112 |
1.0112 |
1.0047 |
1.0156 |
| PP |
0.9960 |
0.9960 |
0.9960 |
0.9982 |
| S1 |
0.9873 |
0.9873 |
1.0003 |
0.9917 |
| S2 |
0.9721 |
0.9721 |
0.9981 |
|
| S3 |
0.9482 |
0.9634 |
0.9959 |
|
| S4 |
0.9243 |
0.9395 |
0.9894 |
|
|
| 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 |
1.1063 |
|
2.618 |
1.0673 |
|
1.618 |
1.0434 |
|
1.000 |
1.0286 |
|
0.618 |
1.0195 |
|
HIGH |
1.0047 |
|
0.618 |
0.9956 |
|
0.500 |
0.9928 |
|
0.382 |
0.9899 |
|
LOW |
0.9808 |
|
0.618 |
0.9660 |
|
1.000 |
0.9569 |
|
1.618 |
0.9421 |
|
2.618 |
0.9182 |
|
4.250 |
0.8792 |
|
|
| Fisher Pivots for day following 21-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9993 |
0.9993 |
| PP |
0.9960 |
0.9960 |
| S1 |
0.9928 |
0.9928 |
|