CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 30-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9998 |
0.9961 |
-0.0038 |
-0.4% |
0.9998 |
| High |
1.0002 |
0.9997 |
-0.0005 |
0.0% |
1.0066 |
| Low |
0.9890 |
0.9893 |
0.0003 |
0.0% |
0.9890 |
| Close |
0.9966 |
0.9931 |
-0.0035 |
-0.4% |
0.9931 |
| Range |
0.0112 |
0.0104 |
-0.0008 |
-6.7% |
0.0176 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
1.0% |
0.0000 |
| Volume |
234 |
154 |
-80 |
-34.2% |
628 |
|
| Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0252 |
1.0196 |
0.9988 |
|
| R3 |
1.0148 |
1.0092 |
0.9960 |
|
| R2 |
1.0044 |
1.0044 |
0.9950 |
|
| R1 |
0.9988 |
0.9988 |
0.9941 |
0.9964 |
| PP |
0.9940 |
0.9940 |
0.9940 |
0.9929 |
| S1 |
0.9884 |
0.9884 |
0.9921 |
0.9860 |
| S2 |
0.9836 |
0.9836 |
0.9912 |
|
| S3 |
0.9732 |
0.9780 |
0.9902 |
|
| S4 |
0.9628 |
0.9676 |
0.9874 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0490 |
1.0387 |
1.0028 |
|
| R3 |
1.0314 |
1.0211 |
0.9979 |
|
| R2 |
1.0138 |
1.0138 |
0.9963 |
|
| R1 |
1.0035 |
1.0035 |
0.9947 |
0.9999 |
| PP |
0.9962 |
0.9962 |
0.9962 |
0.9944 |
| S1 |
0.9859 |
0.9859 |
0.9915 |
0.9823 |
| S2 |
0.9786 |
0.9786 |
0.9899 |
|
| S3 |
0.9610 |
0.9683 |
0.9883 |
|
| S4 |
0.9434 |
0.9507 |
0.9834 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0439 |
|
2.618 |
1.0269 |
|
1.618 |
1.0165 |
|
1.000 |
1.0101 |
|
0.618 |
1.0061 |
|
HIGH |
0.9997 |
|
0.618 |
0.9957 |
|
0.500 |
0.9945 |
|
0.382 |
0.9933 |
|
LOW |
0.9893 |
|
0.618 |
0.9829 |
|
1.000 |
0.9789 |
|
1.618 |
0.9725 |
|
2.618 |
0.9621 |
|
4.250 |
0.9451 |
|
|
| Fisher Pivots for day following 30-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9945 |
0.9970 |
| PP |
0.9940 |
0.9957 |
| S1 |
0.9936 |
0.9944 |
|