CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 24-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9062 |
0.9040 |
-0.0022 |
-0.2% |
0.8957 |
| High |
0.9108 |
0.9108 |
0.0000 |
0.0% |
0.9108 |
| Low |
0.9037 |
0.9040 |
0.0003 |
0.0% |
0.8936 |
| Close |
0.9072 |
0.9096 |
0.0024 |
0.3% |
0.9096 |
| Range |
0.0071 |
0.0068 |
-0.0003 |
-4.3% |
0.0172 |
| ATR |
0.0061 |
0.0062 |
0.0000 |
0.7% |
0.0000 |
| Volume |
110 |
44 |
-66 |
-60.0% |
887 |
|
| Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9284 |
0.9257 |
0.9133 |
|
| R3 |
0.9216 |
0.9190 |
0.9115 |
|
| R2 |
0.9149 |
0.9149 |
0.9108 |
|
| R1 |
0.9122 |
0.9122 |
0.9102 |
0.9136 |
| PP |
0.9081 |
0.9081 |
0.9081 |
0.9088 |
| S1 |
0.9055 |
0.9055 |
0.9090 |
0.9068 |
| S2 |
0.9014 |
0.9014 |
0.9084 |
|
| S3 |
0.8946 |
0.8987 |
0.9077 |
|
| S4 |
0.8879 |
0.8920 |
0.9059 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9561 |
0.9500 |
0.9190 |
|
| R3 |
0.9390 |
0.9329 |
0.9143 |
|
| R2 |
0.9218 |
0.9218 |
0.9127 |
|
| R1 |
0.9157 |
0.9157 |
0.9112 |
0.9188 |
| PP |
0.9047 |
0.9047 |
0.9047 |
0.9062 |
| S1 |
0.8986 |
0.8986 |
0.9080 |
0.9016 |
| S2 |
0.8875 |
0.8875 |
0.9065 |
|
| S3 |
0.8704 |
0.8814 |
0.9049 |
|
| S4 |
0.8532 |
0.8643 |
0.9002 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9394 |
|
2.618 |
0.9284 |
|
1.618 |
0.9217 |
|
1.000 |
0.9175 |
|
0.618 |
0.9149 |
|
HIGH |
0.9108 |
|
0.618 |
0.9082 |
|
0.500 |
0.9074 |
|
0.382 |
0.9066 |
|
LOW |
0.9040 |
|
0.618 |
0.8998 |
|
1.000 |
0.8973 |
|
1.618 |
0.8931 |
|
2.618 |
0.8863 |
|
4.250 |
0.8753 |
|
|
| Fisher Pivots for day following 24-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9089 |
0.9086 |
| PP |
0.9081 |
0.9077 |
| S1 |
0.9074 |
0.9067 |
|