CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 27-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2016 |
27-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9998 |
1.0056 |
0.0058 |
0.6% |
0.9891 |
| High |
1.0050 |
1.0066 |
0.0016 |
0.2% |
1.0066 |
| Low |
0.9969 |
0.9978 |
0.0009 |
0.1% |
0.9808 |
| Close |
1.0040 |
1.0048 |
0.0008 |
0.1% |
0.9969 |
| Range |
0.0081 |
0.0089 |
0.0008 |
9.3% |
0.0258 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
34 |
83 |
49 |
144.1% |
395 |
|
| Daily Pivots for day following 27-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0296 |
1.0260 |
1.0096 |
|
| R3 |
1.0207 |
1.0172 |
1.0072 |
|
| R2 |
1.0119 |
1.0119 |
1.0064 |
|
| R1 |
1.0083 |
1.0083 |
1.0056 |
1.0057 |
| PP |
1.0030 |
1.0030 |
1.0030 |
1.0017 |
| S1 |
0.9995 |
0.9995 |
1.0039 |
0.9968 |
| S2 |
0.9942 |
0.9942 |
1.0031 |
|
| S3 |
0.9853 |
0.9906 |
1.0023 |
|
| S4 |
0.9765 |
0.9818 |
0.9999 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0722 |
1.0603 |
1.0110 |
|
| R3 |
1.0464 |
1.0345 |
1.0039 |
|
| R2 |
1.0206 |
1.0206 |
1.0016 |
|
| R1 |
1.0087 |
1.0087 |
0.9992 |
1.0146 |
| PP |
0.9948 |
0.9948 |
0.9948 |
0.9977 |
| S1 |
0.9829 |
0.9829 |
0.9945 |
0.9888 |
| S2 |
0.9690 |
0.9690 |
0.9921 |
|
| S3 |
0.9432 |
0.9571 |
0.9898 |
|
| S4 |
0.9174 |
0.9313 |
0.9827 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0442 |
|
2.618 |
1.0298 |
|
1.618 |
1.0209 |
|
1.000 |
1.0155 |
|
0.618 |
1.0121 |
|
HIGH |
1.0066 |
|
0.618 |
1.0032 |
|
0.500 |
1.0022 |
|
0.382 |
1.0011 |
|
LOW |
0.9978 |
|
0.618 |
0.9923 |
|
1.000 |
0.9889 |
|
1.618 |
0.9834 |
|
2.618 |
0.9746 |
|
4.250 |
0.9601 |
|
|
| Fisher Pivots for day following 27-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0039 |
1.0035 |
| PP |
1.0030 |
1.0023 |
| S1 |
1.0022 |
1.0010 |
|