CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 14-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9651 |
0.9690 |
0.0040 |
0.4% |
0.9765 |
| High |
0.9737 |
0.9709 |
-0.0028 |
-0.3% |
0.9791 |
| Low |
0.9619 |
0.9632 |
0.0014 |
0.1% |
0.9619 |
| Close |
0.9713 |
0.9661 |
-0.0052 |
-0.5% |
0.9661 |
| Range |
0.0118 |
0.0077 |
-0.0042 |
-35.2% |
0.0172 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
385 |
200 |
-185 |
-48.1% |
1,579 |
|
| Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9897 |
0.9855 |
0.9703 |
|
| R3 |
0.9820 |
0.9779 |
0.9682 |
|
| R2 |
0.9744 |
0.9744 |
0.9675 |
|
| R1 |
0.9702 |
0.9702 |
0.9668 |
0.9685 |
| PP |
0.9667 |
0.9667 |
0.9667 |
0.9658 |
| S1 |
0.9626 |
0.9626 |
0.9654 |
0.9608 |
| S2 |
0.9591 |
0.9591 |
0.9647 |
|
| S3 |
0.9514 |
0.9549 |
0.9640 |
|
| S4 |
0.9438 |
0.9473 |
0.9619 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0206 |
1.0106 |
0.9756 |
|
| R3 |
1.0034 |
0.9934 |
0.9708 |
|
| R2 |
0.9862 |
0.9862 |
0.9693 |
|
| R1 |
0.9762 |
0.9762 |
0.9677 |
0.9726 |
| PP |
0.9690 |
0.9690 |
0.9690 |
0.9672 |
| S1 |
0.9590 |
0.9590 |
0.9645 |
0.9554 |
| S2 |
0.9518 |
0.9518 |
0.9629 |
|
| S3 |
0.9346 |
0.9418 |
0.9614 |
|
| S4 |
0.9174 |
0.9246 |
0.9566 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0034 |
|
2.618 |
0.9909 |
|
1.618 |
0.9832 |
|
1.000 |
0.9785 |
|
0.618 |
0.9756 |
|
HIGH |
0.9709 |
|
0.618 |
0.9679 |
|
0.500 |
0.9670 |
|
0.382 |
0.9661 |
|
LOW |
0.9632 |
|
0.618 |
0.9585 |
|
1.000 |
0.9556 |
|
1.618 |
0.9508 |
|
2.618 |
0.9432 |
|
4.250 |
0.9307 |
|
|
| Fisher Pivots for day following 14-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9670 |
0.9682 |
| PP |
0.9667 |
0.9675 |
| S1 |
0.9664 |
0.9668 |
|