CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 07-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9709 |
0.9713 |
0.0004 |
0.0% |
0.9930 |
| High |
0.9738 |
0.9786 |
0.0048 |
0.5% |
0.9950 |
| Low |
0.9664 |
0.9681 |
0.0017 |
0.2% |
0.9664 |
| Close |
0.9666 |
0.9768 |
0.0102 |
1.1% |
0.9768 |
| Range |
0.0074 |
0.0105 |
0.0031 |
41.9% |
0.0286 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
2.3% |
0.0000 |
| Volume |
143 |
374 |
231 |
161.5% |
1,250 |
|
| Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0060 |
1.0019 |
0.9825 |
|
| R3 |
0.9955 |
0.9914 |
0.9796 |
|
| R2 |
0.9850 |
0.9850 |
0.9787 |
|
| R1 |
0.9809 |
0.9809 |
0.9777 |
0.9829 |
| PP |
0.9745 |
0.9745 |
0.9745 |
0.9755 |
| S1 |
0.9704 |
0.9704 |
0.9758 |
0.9724 |
| S2 |
0.9640 |
0.9640 |
0.9748 |
|
| S3 |
0.9535 |
0.9599 |
0.9739 |
|
| S4 |
0.9430 |
0.9494 |
0.9710 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0650 |
1.0494 |
0.9925 |
|
| R3 |
1.0365 |
1.0209 |
0.9846 |
|
| R2 |
1.0079 |
1.0079 |
0.9820 |
|
| R1 |
0.9923 |
0.9923 |
0.9794 |
0.9859 |
| PP |
0.9794 |
0.9794 |
0.9794 |
0.9761 |
| S1 |
0.9638 |
0.9638 |
0.9741 |
0.9573 |
| S2 |
0.9508 |
0.9508 |
0.9715 |
|
| S3 |
0.9223 |
0.9352 |
0.9689 |
|
| S4 |
0.8937 |
0.9067 |
0.9610 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0232 |
|
2.618 |
1.0060 |
|
1.618 |
0.9955 |
|
1.000 |
0.9891 |
|
0.618 |
0.9850 |
|
HIGH |
0.9786 |
|
0.618 |
0.9745 |
|
0.500 |
0.9733 |
|
0.382 |
0.9721 |
|
LOW |
0.9681 |
|
0.618 |
0.9616 |
|
1.000 |
0.9576 |
|
1.618 |
0.9511 |
|
2.618 |
0.9406 |
|
4.250 |
0.9234 |
|
|
| Fisher Pivots for day following 07-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9756 |
0.9757 |
| PP |
0.9745 |
0.9746 |
| S1 |
0.9733 |
0.9735 |
|