CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 03-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2016 |
03-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9961 |
0.9930 |
-0.0031 |
-0.3% |
0.9998 |
| High |
0.9997 |
0.9950 |
-0.0048 |
-0.5% |
1.0066 |
| Low |
0.9893 |
0.9907 |
0.0014 |
0.1% |
0.9890 |
| Close |
0.9931 |
0.9915 |
-0.0017 |
-0.2% |
0.9931 |
| Range |
0.0104 |
0.0043 |
-0.0061 |
-58.7% |
0.0176 |
| ATR |
0.0092 |
0.0089 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
154 |
70 |
-84 |
-54.5% |
628 |
|
| Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0053 |
1.0027 |
0.9938 |
|
| R3 |
1.0010 |
0.9984 |
0.9926 |
|
| R2 |
0.9967 |
0.9967 |
0.9922 |
|
| R1 |
0.9941 |
0.9941 |
0.9918 |
0.9932 |
| PP |
0.9924 |
0.9924 |
0.9924 |
0.9919 |
| S1 |
0.9898 |
0.9898 |
0.9911 |
0.9889 |
| S2 |
0.9881 |
0.9881 |
0.9907 |
|
| S3 |
0.9838 |
0.9855 |
0.9903 |
|
| S4 |
0.9795 |
0.9812 |
0.9891 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0490 |
1.0387 |
1.0028 |
|
| R3 |
1.0314 |
1.0211 |
0.9979 |
|
| R2 |
1.0138 |
1.0138 |
0.9963 |
|
| R1 |
1.0035 |
1.0035 |
0.9947 |
0.9999 |
| PP |
0.9962 |
0.9962 |
0.9962 |
0.9944 |
| S1 |
0.9859 |
0.9859 |
0.9915 |
0.9823 |
| S2 |
0.9786 |
0.9786 |
0.9899 |
|
| S3 |
0.9610 |
0.9683 |
0.9883 |
|
| S4 |
0.9434 |
0.9507 |
0.9834 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0132 |
|
2.618 |
1.0062 |
|
1.618 |
1.0019 |
|
1.000 |
0.9993 |
|
0.618 |
0.9976 |
|
HIGH |
0.9950 |
|
0.618 |
0.9933 |
|
0.500 |
0.9928 |
|
0.382 |
0.9923 |
|
LOW |
0.9907 |
|
0.618 |
0.9880 |
|
1.000 |
0.9864 |
|
1.618 |
0.9837 |
|
2.618 |
0.9794 |
|
4.250 |
0.9724 |
|
|
| Fisher Pivots for day following 03-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9928 |
0.9946 |
| PP |
0.9924 |
0.9935 |
| S1 |
0.9919 |
0.9925 |
|