CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 29-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0027 |
0.9998 |
-0.0029 |
-0.3% |
0.9891 |
| High |
1.0049 |
1.0002 |
-0.0048 |
-0.5% |
1.0066 |
| Low |
0.9996 |
0.9890 |
-0.0106 |
-1.1% |
0.9808 |
| Close |
1.0001 |
0.9966 |
-0.0035 |
-0.3% |
0.9969 |
| Range |
0.0054 |
0.0112 |
0.0058 |
108.4% |
0.0258 |
| ATR |
0.0090 |
0.0091 |
0.0002 |
1.7% |
0.0000 |
| Volume |
123 |
234 |
111 |
90.2% |
395 |
|
| Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0287 |
1.0238 |
1.0027 |
|
| R3 |
1.0176 |
1.0127 |
0.9997 |
|
| R2 |
1.0064 |
1.0064 |
0.9986 |
|
| R1 |
1.0015 |
1.0015 |
0.9976 |
0.9984 |
| PP |
0.9953 |
0.9953 |
0.9953 |
0.9937 |
| S1 |
0.9904 |
0.9904 |
0.9956 |
0.9872 |
| S2 |
0.9841 |
0.9841 |
0.9946 |
|
| S3 |
0.9730 |
0.9792 |
0.9935 |
|
| S4 |
0.9618 |
0.9681 |
0.9905 |
|
|
| 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 |
1.0475 |
|
2.618 |
1.0293 |
|
1.618 |
1.0182 |
|
1.000 |
1.0113 |
|
0.618 |
1.0070 |
|
HIGH |
1.0002 |
|
0.618 |
0.9959 |
|
0.500 |
0.9946 |
|
0.382 |
0.9933 |
|
LOW |
0.9890 |
|
0.618 |
0.9821 |
|
1.000 |
0.9779 |
|
1.618 |
0.9710 |
|
2.618 |
0.9598 |
|
4.250 |
0.9416 |
|
|
| Fisher Pivots for day following 29-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9959 |
0.9978 |
| PP |
0.9953 |
0.9974 |
| S1 |
0.9946 |
0.9970 |
|