CME Japanese Yen Future March 2017
Trading Metrics calculated at close of trading on 14-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
0.9903 |
0.9838 |
-0.0066 |
-0.7% |
0.9706 |
High |
0.9933 |
0.9853 |
-0.0081 |
-0.8% |
0.9958 |
Low |
0.9817 |
0.9766 |
-0.0052 |
-0.5% |
0.9695 |
Close |
0.9817 |
0.9847 |
0.0030 |
0.3% |
0.9821 |
Range |
0.0116 |
0.0087 |
-0.0029 |
-25.0% |
0.0264 |
ATR |
|
|
|
|
|
Volume |
8 |
9 |
1 |
12.5% |
18 |
|
Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0083 |
1.0052 |
0.9895 |
|
R3 |
0.9996 |
0.9965 |
0.9871 |
|
R2 |
0.9909 |
0.9909 |
0.9863 |
|
R1 |
0.9878 |
0.9878 |
0.9855 |
0.9893 |
PP |
0.9822 |
0.9822 |
0.9822 |
0.9829 |
S1 |
0.9791 |
0.9791 |
0.9839 |
0.9806 |
S2 |
0.9735 |
0.9735 |
0.9831 |
|
S3 |
0.9648 |
0.9704 |
0.9823 |
|
S4 |
0.9561 |
0.9617 |
0.9799 |
|
|
Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0615 |
1.0481 |
0.9965 |
|
R3 |
1.0351 |
1.0218 |
0.9893 |
|
R2 |
1.0088 |
1.0088 |
0.9869 |
|
R1 |
0.9954 |
0.9954 |
0.9845 |
1.0021 |
PP |
0.9824 |
0.9824 |
0.9824 |
0.9858 |
S1 |
0.9691 |
0.9691 |
0.9796 |
0.9758 |
S2 |
0.9561 |
0.9561 |
0.9772 |
|
S3 |
0.9297 |
0.9427 |
0.9748 |
|
S4 |
0.9034 |
0.9164 |
0.9676 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0222 |
2.618 |
1.0080 |
1.618 |
0.9993 |
1.000 |
0.9940 |
0.618 |
0.9906 |
HIGH |
0.9853 |
0.618 |
0.9819 |
0.500 |
0.9809 |
0.382 |
0.9799 |
LOW |
0.9766 |
0.618 |
0.9712 |
1.000 |
0.9679 |
1.618 |
0.9625 |
2.618 |
0.9538 |
4.250 |
0.9396 |
|
|
Fisher Pivots for day following 14-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
0.9834 |
0.9849 |
PP |
0.9822 |
0.9849 |
S1 |
0.9809 |
0.9848 |
|