CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 12-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2016 |
12-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9696 |
0.9732 |
0.0036 |
0.4% |
0.9930 |
| High |
0.9756 |
0.9745 |
-0.0011 |
-0.1% |
0.9950 |
| Low |
0.9673 |
0.9632 |
-0.0042 |
-0.4% |
0.9664 |
| Close |
0.9730 |
0.9650 |
-0.0081 |
-0.8% |
0.9768 |
| Range |
0.0082 |
0.0113 |
0.0031 |
37.8% |
0.0286 |
| ATR |
0.0092 |
0.0094 |
0.0001 |
1.6% |
0.0000 |
| Volume |
326 |
267 |
-59 |
-18.1% |
1,250 |
|
| Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0014 |
0.9945 |
0.9712 |
|
| R3 |
0.9901 |
0.9832 |
0.9681 |
|
| R2 |
0.9788 |
0.9788 |
0.9670 |
|
| R1 |
0.9719 |
0.9719 |
0.9660 |
0.9697 |
| PP |
0.9675 |
0.9675 |
0.9675 |
0.9664 |
| S1 |
0.9606 |
0.9606 |
0.9639 |
0.9584 |
| S2 |
0.9562 |
0.9562 |
0.9629 |
|
| S3 |
0.9449 |
0.9493 |
0.9618 |
|
| S4 |
0.9336 |
0.9380 |
0.9587 |
|
|
| 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 |
1.0225 |
|
2.618 |
1.0040 |
|
1.618 |
0.9927 |
|
1.000 |
0.9858 |
|
0.618 |
0.9814 |
|
HIGH |
0.9745 |
|
0.618 |
0.9701 |
|
0.500 |
0.9688 |
|
0.382 |
0.9675 |
|
LOW |
0.9632 |
|
0.618 |
0.9562 |
|
1.000 |
0.9519 |
|
1.618 |
0.9449 |
|
2.618 |
0.9336 |
|
4.250 |
0.9151 |
|
|
| Fisher Pivots for day following 12-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9688 |
0.9711 |
| PP |
0.9675 |
0.9691 |
| S1 |
0.9662 |
0.9670 |
|