CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 20-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9705 |
0.9709 |
0.0004 |
0.0% |
0.9765 |
| High |
0.9748 |
0.9729 |
-0.0020 |
-0.2% |
0.9791 |
| Low |
0.9678 |
0.9661 |
-0.0017 |
-0.2% |
0.9619 |
| Close |
0.9726 |
0.9673 |
-0.0053 |
-0.5% |
0.9661 |
| Range |
0.0070 |
0.0068 |
-0.0003 |
-3.6% |
0.0172 |
| ATR |
0.0087 |
0.0085 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
282 |
430 |
148 |
52.5% |
1,579 |
|
| Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9890 |
0.9849 |
0.9711 |
|
| R3 |
0.9823 |
0.9782 |
0.9692 |
|
| R2 |
0.9755 |
0.9755 |
0.9686 |
|
| R1 |
0.9714 |
0.9714 |
0.9680 |
0.9701 |
| PP |
0.9688 |
0.9688 |
0.9688 |
0.9681 |
| S1 |
0.9647 |
0.9647 |
0.9667 |
0.9633 |
| S2 |
0.9620 |
0.9620 |
0.9661 |
|
| S3 |
0.9553 |
0.9579 |
0.9655 |
|
| S4 |
0.9485 |
0.9512 |
0.9636 |
|
|
| 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 |
1.0015 |
|
2.618 |
0.9905 |
|
1.618 |
0.9838 |
|
1.000 |
0.9796 |
|
0.618 |
0.9770 |
|
HIGH |
0.9729 |
|
0.618 |
0.9703 |
|
0.500 |
0.9695 |
|
0.382 |
0.9687 |
|
LOW |
0.9661 |
|
0.618 |
0.9619 |
|
1.000 |
0.9594 |
|
1.618 |
0.9552 |
|
2.618 |
0.9484 |
|
4.250 |
0.9374 |
|
|
| Fisher Pivots for day following 20-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9695 |
0.9702 |
| PP |
0.9688 |
0.9692 |
| S1 |
0.9681 |
0.9683 |
|