CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 28-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9079 |
0.9109 |
0.0031 |
0.3% |
0.8957 |
| High |
0.9149 |
0.9143 |
-0.0006 |
-0.1% |
0.9108 |
| Low |
0.9079 |
0.9062 |
-0.0017 |
-0.2% |
0.8936 |
| Close |
0.9112 |
0.9071 |
-0.0042 |
-0.5% |
0.9096 |
| Range |
0.0070 |
0.0081 |
0.0011 |
15.7% |
0.0172 |
| ATR |
0.0062 |
0.0064 |
0.0001 |
2.1% |
0.0000 |
| Volume |
82 |
52 |
-30 |
-36.6% |
887 |
|
| Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9335 |
0.9284 |
0.9115 |
|
| R3 |
0.9254 |
0.9203 |
0.9093 |
|
| R2 |
0.9173 |
0.9173 |
0.9085 |
|
| R1 |
0.9122 |
0.9122 |
0.9078 |
0.9107 |
| PP |
0.9092 |
0.9092 |
0.9092 |
0.9084 |
| S1 |
0.9041 |
0.9041 |
0.9063 |
0.9026 |
| S2 |
0.9011 |
0.9011 |
0.9056 |
|
| S3 |
0.8930 |
0.8960 |
0.9048 |
|
| S4 |
0.8849 |
0.8879 |
0.9026 |
|
|
| 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 |
0.9487 |
|
2.618 |
0.9355 |
|
1.618 |
0.9274 |
|
1.000 |
0.9224 |
|
0.618 |
0.9193 |
|
HIGH |
0.9143 |
|
0.618 |
0.9112 |
|
0.500 |
0.9103 |
|
0.382 |
0.9093 |
|
LOW |
0.9062 |
|
0.618 |
0.9012 |
|
1.000 |
0.8981 |
|
1.618 |
0.8931 |
|
2.618 |
0.8850 |
|
4.250 |
0.8718 |
|
|
| Fisher Pivots for day following 28-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9103 |
0.9094 |
| PP |
0.9092 |
0.9086 |
| S1 |
0.9081 |
0.9078 |
|