CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 22-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9920 |
1.0040 |
0.0120 |
1.2% |
0.9863 |
| High |
1.0047 |
1.0066 |
0.0019 |
0.2% |
0.9933 |
| Low |
0.9808 |
0.9986 |
0.0178 |
1.8% |
0.9766 |
| Close |
1.0025 |
0.9987 |
-0.0038 |
-0.4% |
0.9842 |
| Range |
0.0239 |
0.0081 |
-0.0159 |
-66.3% |
0.0168 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
115 |
69 |
-46 |
-40.0% |
79 |
|
| Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0254 |
1.0201 |
1.0031 |
|
| R3 |
1.0174 |
1.0121 |
1.0009 |
|
| R2 |
1.0093 |
1.0093 |
1.0002 |
|
| R1 |
1.0040 |
1.0040 |
0.9994 |
1.0027 |
| PP |
1.0013 |
1.0013 |
1.0013 |
1.0006 |
| S1 |
0.9960 |
0.9960 |
0.9980 |
0.9946 |
| S2 |
0.9932 |
0.9932 |
0.9972 |
|
| S3 |
0.9852 |
0.9879 |
0.9965 |
|
| S4 |
0.9771 |
0.9799 |
0.9943 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0349 |
1.0263 |
0.9935 |
|
| R3 |
1.0182 |
1.0096 |
0.9889 |
|
| R2 |
1.0014 |
1.0014 |
0.9873 |
|
| R1 |
0.9928 |
0.9928 |
0.9858 |
0.9888 |
| PP |
0.9847 |
0.9847 |
0.9847 |
0.9827 |
| S1 |
0.9761 |
0.9761 |
0.9827 |
0.9720 |
| S2 |
0.9679 |
0.9679 |
0.9812 |
|
| S3 |
0.9512 |
0.9593 |
0.9796 |
|
| S4 |
0.9344 |
0.9426 |
0.9750 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0408 |
|
2.618 |
1.0277 |
|
1.618 |
1.0196 |
|
1.000 |
1.0147 |
|
0.618 |
1.0116 |
|
HIGH |
1.0066 |
|
0.618 |
1.0035 |
|
0.500 |
1.0026 |
|
0.382 |
1.0016 |
|
LOW |
0.9986 |
|
0.618 |
0.9936 |
|
1.000 |
0.9905 |
|
1.618 |
0.9855 |
|
2.618 |
0.9775 |
|
4.250 |
0.9643 |
|
|
| Fisher Pivots for day following 22-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0026 |
0.9970 |
| PP |
1.0013 |
0.9954 |
| S1 |
1.0000 |
0.9937 |
|