CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 23-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2016 |
23-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0040 |
1.0004 |
-0.0037 |
-0.4% |
0.9891 |
| High |
1.0066 |
1.0008 |
-0.0059 |
-0.6% |
1.0066 |
| Low |
0.9986 |
0.9955 |
-0.0031 |
-0.3% |
0.9808 |
| Close |
0.9987 |
0.9969 |
-0.0019 |
-0.2% |
0.9969 |
| Range |
0.0081 |
0.0053 |
-0.0028 |
-34.2% |
0.0258 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
69 |
101 |
32 |
46.4% |
395 |
|
| Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0136 |
1.0105 |
0.9998 |
|
| R3 |
1.0083 |
1.0052 |
0.9983 |
|
| R2 |
1.0030 |
1.0030 |
0.9978 |
|
| R1 |
0.9999 |
0.9999 |
0.9973 |
0.9988 |
| PP |
0.9977 |
0.9977 |
0.9977 |
0.9971 |
| S1 |
0.9946 |
0.9946 |
0.9964 |
0.9935 |
| S2 |
0.9924 |
0.9924 |
0.9959 |
|
| S3 |
0.9871 |
0.9893 |
0.9954 |
|
| S4 |
0.9818 |
0.9840 |
0.9939 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0722 |
1.0603 |
1.0110 |
|
| R3 |
1.0464 |
1.0345 |
1.0039 |
|
| R2 |
1.0206 |
1.0206 |
1.0016 |
|
| R1 |
1.0087 |
1.0087 |
0.9992 |
1.0146 |
| PP |
0.9948 |
0.9948 |
0.9948 |
0.9977 |
| S1 |
0.9829 |
0.9829 |
0.9945 |
0.9888 |
| S2 |
0.9690 |
0.9690 |
0.9921 |
|
| S3 |
0.9432 |
0.9571 |
0.9898 |
|
| S4 |
0.9174 |
0.9313 |
0.9827 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0233 |
|
2.618 |
1.0146 |
|
1.618 |
1.0093 |
|
1.000 |
1.0061 |
|
0.618 |
1.0040 |
|
HIGH |
1.0008 |
|
0.618 |
0.9987 |
|
0.500 |
0.9981 |
|
0.382 |
0.9975 |
|
LOW |
0.9955 |
|
0.618 |
0.9922 |
|
1.000 |
0.9902 |
|
1.618 |
0.9869 |
|
2.618 |
0.9816 |
|
4.250 |
0.9729 |
|
|
| Fisher Pivots for day following 23-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9981 |
0.9958 |
| PP |
0.9977 |
0.9948 |
| S1 |
0.9973 |
0.9937 |
|