CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 16-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2017 |
16-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8985 |
0.9005 |
0.0020 |
0.2% |
0.8964 |
| High |
0.9023 |
0.9026 |
0.0003 |
0.0% |
0.9023 |
| Low |
0.8982 |
0.8980 |
-0.0002 |
0.0% |
0.8950 |
| Close |
0.9011 |
0.8985 |
-0.0026 |
-0.3% |
0.9011 |
| Range |
0.0041 |
0.0046 |
0.0005 |
11.0% |
0.0073 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
35 |
55 |
20 |
57.1% |
526 |
|
| Daily Pivots for day following 16-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9133 |
0.9104 |
0.9010 |
|
| R3 |
0.9088 |
0.9059 |
0.8997 |
|
| R2 |
0.9042 |
0.9042 |
0.8993 |
|
| R1 |
0.9013 |
0.9013 |
0.8989 |
0.9005 |
| PP |
0.8997 |
0.8997 |
0.8997 |
0.8993 |
| S1 |
0.8968 |
0.8968 |
0.8980 |
0.8960 |
| S2 |
0.8951 |
0.8951 |
0.8976 |
|
| S3 |
0.8906 |
0.8922 |
0.8972 |
|
| S4 |
0.8860 |
0.8877 |
0.8959 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9214 |
0.9185 |
0.9051 |
|
| R3 |
0.9141 |
0.9112 |
0.9031 |
|
| R2 |
0.9068 |
0.9068 |
0.9024 |
|
| R1 |
0.9039 |
0.9039 |
0.9017 |
0.9053 |
| PP |
0.8995 |
0.8995 |
0.8995 |
0.9002 |
| S1 |
0.8966 |
0.8966 |
0.9004 |
0.8980 |
| S2 |
0.8922 |
0.8922 |
0.8997 |
|
| S3 |
0.8849 |
0.8893 |
0.8990 |
|
| S4 |
0.8776 |
0.8820 |
0.8970 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9219 |
|
2.618 |
0.9145 |
|
1.618 |
0.9099 |
|
1.000 |
0.9071 |
|
0.618 |
0.9054 |
|
HIGH |
0.9026 |
|
0.618 |
0.9008 |
|
0.500 |
0.9003 |
|
0.382 |
0.8997 |
|
LOW |
0.8980 |
|
0.618 |
0.8952 |
|
1.000 |
0.8935 |
|
1.618 |
0.8906 |
|
2.618 |
0.8861 |
|
4.250 |
0.8787 |
|
|
| Fisher Pivots for day following 16-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9003 |
0.8995 |
| PP |
0.8997 |
0.8991 |
| S1 |
0.8991 |
0.8988 |
|