CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 23-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2017 |
23-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9028 |
0.9062 |
0.0034 |
0.4% |
0.8800 |
| High |
0.9104 |
0.9108 |
0.0004 |
0.0% |
0.8960 |
| Low |
0.9026 |
0.9037 |
0.0011 |
0.1% |
0.8762 |
| Close |
0.9089 |
0.9072 |
-0.0017 |
-0.2% |
0.8952 |
| Range |
0.0078 |
0.0071 |
-0.0008 |
-9.6% |
0.0198 |
| ATR |
0.0061 |
0.0061 |
0.0001 |
1.1% |
0.0000 |
| Volume |
614 |
110 |
-504 |
-82.1% |
311 |
|
| Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9284 |
0.9248 |
0.9111 |
|
| R3 |
0.9213 |
0.9178 |
0.9091 |
|
| R2 |
0.9143 |
0.9143 |
0.9085 |
|
| R1 |
0.9107 |
0.9107 |
0.9078 |
0.9125 |
| PP |
0.9072 |
0.9072 |
0.9072 |
0.9081 |
| S1 |
0.9037 |
0.9037 |
0.9066 |
0.9055 |
| S2 |
0.9002 |
0.9002 |
0.9059 |
|
| S3 |
0.8931 |
0.8966 |
0.9053 |
|
| S4 |
0.8861 |
0.8896 |
0.9033 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9485 |
0.9417 |
0.9061 |
|
| R3 |
0.9287 |
0.9219 |
0.9006 |
|
| R2 |
0.9089 |
0.9089 |
0.8988 |
|
| R1 |
0.9021 |
0.9021 |
0.8970 |
0.9055 |
| PP |
0.8891 |
0.8891 |
0.8891 |
0.8909 |
| S1 |
0.8823 |
0.8823 |
0.8934 |
0.8857 |
| S2 |
0.8693 |
0.8693 |
0.8916 |
|
| S3 |
0.8495 |
0.8625 |
0.8898 |
|
| S4 |
0.8297 |
0.8427 |
0.8843 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9407 |
|
2.618 |
0.9292 |
|
1.618 |
0.9222 |
|
1.000 |
0.9178 |
|
0.618 |
0.9151 |
|
HIGH |
0.9108 |
|
0.618 |
0.9081 |
|
0.500 |
0.9072 |
|
0.382 |
0.9064 |
|
LOW |
0.9037 |
|
0.618 |
0.8993 |
|
1.000 |
0.8967 |
|
1.618 |
0.8923 |
|
2.618 |
0.8852 |
|
4.250 |
0.8737 |
|
|
| Fisher Pivots for day following 23-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9072 |
0.9055 |
| PP |
0.9072 |
0.9039 |
| S1 |
0.9072 |
0.9022 |
|