CME Japanese Yen Future March 2017
Trading Metrics calculated at close of trading on 27-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.9651 |
0.9616 |
-0.0035 |
-0.4% |
0.9652 |
High |
0.9667 |
0.9641 |
-0.0027 |
-0.3% |
0.9748 |
Low |
0.9612 |
0.9545 |
-0.0067 |
-0.7% |
0.9643 |
Close |
0.9620 |
0.9551 |
-0.0069 |
-0.7% |
0.9685 |
Range |
0.0055 |
0.0096 |
0.0041 |
75.2% |
0.0106 |
ATR |
0.0079 |
0.0080 |
0.0001 |
1.5% |
0.0000 |
Volume |
102 |
88 |
-14 |
-13.7% |
1,778 |
|
Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9865 |
0.9803 |
0.9603 |
|
R3 |
0.9770 |
0.9708 |
0.9577 |
|
R2 |
0.9674 |
0.9674 |
0.9568 |
|
R1 |
0.9612 |
0.9612 |
0.9559 |
0.9596 |
PP |
0.9579 |
0.9579 |
0.9579 |
0.9570 |
S1 |
0.9517 |
0.9517 |
0.9542 |
0.9500 |
S2 |
0.9483 |
0.9483 |
0.9533 |
|
S3 |
0.9388 |
0.9421 |
0.9524 |
|
S4 |
0.9292 |
0.9326 |
0.9498 |
|
|
Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0008 |
0.9952 |
0.9743 |
|
R3 |
0.9903 |
0.9846 |
0.9714 |
|
R2 |
0.9797 |
0.9797 |
0.9704 |
|
R1 |
0.9741 |
0.9741 |
0.9694 |
0.9769 |
PP |
0.9692 |
0.9692 |
0.9692 |
0.9706 |
S1 |
0.9635 |
0.9635 |
0.9675 |
0.9664 |
S2 |
0.9586 |
0.9586 |
0.9665 |
|
S3 |
0.9481 |
0.9530 |
0.9655 |
|
S4 |
0.9375 |
0.9424 |
0.9626 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0046 |
2.618 |
0.9891 |
1.618 |
0.9795 |
1.000 |
0.9736 |
0.618 |
0.9700 |
HIGH |
0.9641 |
0.618 |
0.9604 |
0.500 |
0.9593 |
0.382 |
0.9581 |
LOW |
0.9545 |
0.618 |
0.9486 |
1.000 |
0.9450 |
1.618 |
0.9390 |
2.618 |
0.9295 |
4.250 |
0.9139 |
|
|
Fisher Pivots for day following 27-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.9593 |
0.9606 |
PP |
0.9579 |
0.9588 |
S1 |
0.9565 |
0.9569 |
|