CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 26-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0004 |
0.9998 |
-0.0006 |
-0.1% |
0.9891 |
| High |
1.0008 |
1.0050 |
0.0043 |
0.4% |
1.0066 |
| Low |
0.9955 |
0.9969 |
0.0015 |
0.1% |
0.9808 |
| Close |
0.9969 |
1.0040 |
0.0071 |
0.7% |
0.9969 |
| Range |
0.0053 |
0.0081 |
0.0028 |
52.8% |
0.0258 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
101 |
34 |
-67 |
-66.3% |
395 |
|
| Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0263 |
1.0232 |
1.0084 |
|
| R3 |
1.0182 |
1.0151 |
1.0062 |
|
| R2 |
1.0101 |
1.0101 |
1.0054 |
|
| R1 |
1.0070 |
1.0070 |
1.0047 |
1.0085 |
| PP |
1.0020 |
1.0020 |
1.0020 |
1.0027 |
| S1 |
0.9989 |
0.9989 |
1.0032 |
1.0004 |
| S2 |
0.9939 |
0.9939 |
1.0025 |
|
| S3 |
0.9858 |
0.9908 |
1.0017 |
|
| S4 |
0.9777 |
0.9827 |
0.9995 |
|
|
| 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 |
1.0394 |
|
2.618 |
1.0262 |
|
1.618 |
1.0181 |
|
1.000 |
1.0131 |
|
0.618 |
1.0100 |
|
HIGH |
1.0050 |
|
0.618 |
1.0019 |
|
0.500 |
1.0010 |
|
0.382 |
1.0000 |
|
LOW |
0.9969 |
|
0.618 |
0.9919 |
|
1.000 |
0.9888 |
|
1.618 |
0.9838 |
|
2.618 |
0.9757 |
|
4.250 |
0.9625 |
|
|
| Fisher Pivots for day following 26-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0030 |
1.0030 |
| PP |
1.0020 |
1.0020 |
| S1 |
1.0010 |
1.0010 |
|