CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 26-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8995 |
0.9041 |
0.0046 |
0.5% |
0.9070 |
| High |
0.9051 |
0.9049 |
-0.0002 |
0.0% |
0.9074 |
| Low |
0.8969 |
0.8976 |
0.0007 |
0.1% |
0.8953 |
| Close |
0.9043 |
0.8997 |
-0.0046 |
-0.5% |
0.9005 |
| Range |
0.0082 |
0.0073 |
-0.0009 |
-10.4% |
0.0121 |
| ATR |
0.0080 |
0.0079 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
176 |
34 |
-142 |
-80.7% |
432 |
|
| Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9226 |
0.9185 |
0.9037 |
|
| R3 |
0.9153 |
0.9112 |
0.9017 |
|
| R2 |
0.9080 |
0.9080 |
0.9010 |
|
| R1 |
0.9039 |
0.9039 |
0.9004 |
0.9023 |
| PP |
0.9007 |
0.9007 |
0.9007 |
0.8999 |
| S1 |
0.8966 |
0.8966 |
0.8990 |
0.8950 |
| S2 |
0.8934 |
0.8934 |
0.8984 |
|
| S3 |
0.8861 |
0.8893 |
0.8977 |
|
| S4 |
0.8788 |
0.8820 |
0.8957 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9373 |
0.9310 |
0.9071 |
|
| R3 |
0.9252 |
0.9189 |
0.9038 |
|
| R2 |
0.9131 |
0.9131 |
0.9027 |
|
| R1 |
0.9068 |
0.9068 |
0.9016 |
0.9039 |
| PP |
0.9010 |
0.9010 |
0.9010 |
0.8996 |
| S1 |
0.8947 |
0.8947 |
0.8993 |
0.8918 |
| S2 |
0.8889 |
0.8889 |
0.8982 |
|
| S3 |
0.8768 |
0.8826 |
0.8971 |
|
| S4 |
0.8647 |
0.8705 |
0.8938 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9359 |
|
2.618 |
0.9240 |
|
1.618 |
0.9167 |
|
1.000 |
0.9122 |
|
0.618 |
0.9094 |
|
HIGH |
0.9049 |
|
0.618 |
0.9021 |
|
0.500 |
0.9012 |
|
0.382 |
0.9003 |
|
LOW |
0.8976 |
|
0.618 |
0.8930 |
|
1.000 |
0.8903 |
|
1.618 |
0.8857 |
|
2.618 |
0.8784 |
|
4.250 |
0.8665 |
|
|
| Fisher Pivots for day following 26-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9012 |
0.9010 |
| PP |
0.9007 |
0.9006 |
| S1 |
0.9002 |
0.9001 |
|