CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 28-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0056 |
1.0027 |
-0.0029 |
-0.3% |
0.9891 |
| High |
1.0066 |
1.0049 |
-0.0017 |
-0.2% |
1.0066 |
| Low |
0.9978 |
0.9996 |
0.0018 |
0.2% |
0.9808 |
| Close |
1.0048 |
1.0001 |
-0.0047 |
-0.5% |
0.9969 |
| Range |
0.0089 |
0.0054 |
-0.0035 |
-39.5% |
0.0258 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
83 |
123 |
40 |
48.2% |
395 |
|
| Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0176 |
1.0142 |
1.0030 |
|
| R3 |
1.0122 |
1.0088 |
1.0016 |
|
| R2 |
1.0069 |
1.0069 |
1.0011 |
|
| R1 |
1.0035 |
1.0035 |
1.0006 |
1.0025 |
| PP |
1.0015 |
1.0015 |
1.0015 |
1.0010 |
| S1 |
0.9981 |
0.9981 |
0.9996 |
0.9972 |
| S2 |
0.9962 |
0.9962 |
0.9991 |
|
| S3 |
0.9908 |
0.9928 |
0.9986 |
|
| S4 |
0.9855 |
0.9874 |
0.9972 |
|
|
| 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 |
1.0276 |
|
2.618 |
1.0189 |
|
1.618 |
1.0136 |
|
1.000 |
1.0103 |
|
0.618 |
1.0082 |
|
HIGH |
1.0049 |
|
0.618 |
1.0029 |
|
0.500 |
1.0022 |
|
0.382 |
1.0016 |
|
LOW |
0.9996 |
|
0.618 |
0.9962 |
|
1.000 |
0.9942 |
|
1.618 |
0.9909 |
|
2.618 |
0.9855 |
|
4.250 |
0.9768 |
|
|
| Fisher Pivots for day following 28-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0022 |
1.0018 |
| PP |
1.0015 |
1.0012 |
| S1 |
1.0008 |
1.0007 |
|