CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 04-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2016 |
04-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9930 |
0.9908 |
-0.0022 |
-0.2% |
0.9998 |
| High |
0.9950 |
0.9908 |
-0.0042 |
-0.4% |
1.0066 |
| Low |
0.9907 |
0.9779 |
-0.0128 |
-1.3% |
0.9890 |
| Close |
0.9915 |
0.9795 |
-0.0120 |
-1.2% |
0.9931 |
| Range |
0.0043 |
0.0129 |
0.0086 |
200.0% |
0.0176 |
| ATR |
0.0089 |
0.0092 |
0.0003 |
3.8% |
0.0000 |
| Volume |
70 |
185 |
115 |
164.3% |
628 |
|
| Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0214 |
1.0133 |
0.9865 |
|
| R3 |
1.0085 |
1.0004 |
0.9830 |
|
| R2 |
0.9956 |
0.9956 |
0.9818 |
|
| R1 |
0.9875 |
0.9875 |
0.9806 |
0.9851 |
| PP |
0.9827 |
0.9827 |
0.9827 |
0.9815 |
| S1 |
0.9746 |
0.9746 |
0.9783 |
0.9722 |
| S2 |
0.9698 |
0.9698 |
0.9771 |
|
| S3 |
0.9569 |
0.9617 |
0.9759 |
|
| S4 |
0.9440 |
0.9488 |
0.9724 |
|
|
| 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 |
1.0456 |
|
2.618 |
1.0246 |
|
1.618 |
1.0117 |
|
1.000 |
1.0037 |
|
0.618 |
0.9988 |
|
HIGH |
0.9908 |
|
0.618 |
0.9859 |
|
0.500 |
0.9844 |
|
0.382 |
0.9828 |
|
LOW |
0.9779 |
|
0.618 |
0.9699 |
|
1.000 |
0.9650 |
|
1.618 |
0.9570 |
|
2.618 |
0.9441 |
|
4.250 |
0.9231 |
|
|
| Fisher Pivots for day following 04-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9844 |
0.9888 |
| PP |
0.9827 |
0.9857 |
| S1 |
0.9811 |
0.9826 |
|