CME Japanese Yen Future March 2017
Trading Metrics calculated at close of trading on 03-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
0.9666 |
0.9722 |
0.0056 |
0.6% |
0.9676 |
High |
0.9759 |
0.9804 |
0.0046 |
0.5% |
0.9694 |
Low |
0.9652 |
0.9721 |
0.0069 |
0.7% |
0.9529 |
Close |
0.9730 |
0.9762 |
0.0032 |
0.3% |
0.9600 |
Range |
0.0107 |
0.0084 |
-0.0023 |
-21.6% |
0.0165 |
ATR |
0.0084 |
0.0084 |
0.0000 |
-0.1% |
0.0000 |
Volume |
790 |
700 |
-90 |
-11.4% |
1,307 |
|
Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0013 |
0.9971 |
0.9808 |
|
R3 |
0.9929 |
0.9887 |
0.9785 |
|
R2 |
0.9846 |
0.9846 |
0.9777 |
|
R1 |
0.9804 |
0.9804 |
0.9770 |
0.9825 |
PP |
0.9762 |
0.9762 |
0.9762 |
0.9773 |
S1 |
0.9720 |
0.9720 |
0.9754 |
0.9741 |
S2 |
0.9679 |
0.9679 |
0.9747 |
|
S3 |
0.9595 |
0.9637 |
0.9739 |
|
S4 |
0.9512 |
0.9553 |
0.9716 |
|
|
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 |
1.0159 |
2.618 |
1.0023 |
1.618 |
0.9939 |
1.000 |
0.9888 |
0.618 |
0.9856 |
HIGH |
0.9804 |
0.618 |
0.9772 |
0.500 |
0.9762 |
0.382 |
0.9752 |
LOW |
0.9721 |
0.618 |
0.9669 |
1.000 |
0.9637 |
1.618 |
0.9585 |
2.618 |
0.9502 |
4.250 |
0.9366 |
|
|
Fisher Pivots for day following 03-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
0.9762 |
0.9736 |
PP |
0.9762 |
0.9710 |
S1 |
0.9762 |
0.9685 |
|