CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 02-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9596 |
0.9666 |
0.0071 |
0.7% |
0.9676 |
| High |
0.9686 |
0.9759 |
0.0073 |
0.7% |
0.9694 |
| Low |
0.9565 |
0.9652 |
0.0087 |
0.9% |
0.9529 |
| Close |
0.9671 |
0.9730 |
0.0060 |
0.6% |
0.9600 |
| Range |
0.0121 |
0.0107 |
-0.0014 |
-12.0% |
0.0165 |
| ATR |
0.0083 |
0.0084 |
0.0002 |
2.0% |
0.0000 |
| Volume |
708 |
790 |
82 |
11.6% |
1,307 |
|
| Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0033 |
0.9988 |
0.9789 |
|
| R3 |
0.9927 |
0.9882 |
0.9759 |
|
| R2 |
0.9820 |
0.9820 |
0.9750 |
|
| R1 |
0.9775 |
0.9775 |
0.9740 |
0.9798 |
| PP |
0.9713 |
0.9713 |
0.9713 |
0.9725 |
| S1 |
0.9668 |
0.9668 |
0.9720 |
0.9691 |
| S2 |
0.9607 |
0.9607 |
0.9710 |
|
| S3 |
0.9500 |
0.9562 |
0.9701 |
|
| S4 |
0.9394 |
0.9455 |
0.9671 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0102 |
1.0016 |
0.9690 |
|
| R3 |
0.9937 |
0.9851 |
0.9645 |
|
| R2 |
0.9772 |
0.9772 |
0.9630 |
|
| R1 |
0.9686 |
0.9686 |
0.9615 |
0.9647 |
| PP |
0.9607 |
0.9607 |
0.9607 |
0.9588 |
| S1 |
0.9521 |
0.9521 |
0.9584 |
0.9482 |
| S2 |
0.9442 |
0.9442 |
0.9569 |
|
| S3 |
0.9277 |
0.9356 |
0.9554 |
|
| S4 |
0.9112 |
0.9191 |
0.9509 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0211 |
|
2.618 |
1.0037 |
|
1.618 |
0.9931 |
|
1.000 |
0.9865 |
|
0.618 |
0.9824 |
|
HIGH |
0.9759 |
|
0.618 |
0.9718 |
|
0.500 |
0.9705 |
|
0.382 |
0.9693 |
|
LOW |
0.9652 |
|
0.618 |
0.9586 |
|
1.000 |
0.9545 |
|
1.618 |
0.9480 |
|
2.618 |
0.9373 |
|
4.250 |
0.9199 |
|
|
| Fisher Pivots for day following 02-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9722 |
0.9706 |
| PP |
0.9713 |
0.9682 |
| S1 |
0.9705 |
0.9657 |
|