CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 05-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2016 |
05-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9908 |
0.9789 |
-0.0119 |
-1.2% |
0.9998 |
| High |
0.9908 |
0.9805 |
-0.0103 |
-1.0% |
1.0066 |
| Low |
0.9779 |
0.9711 |
-0.0068 |
-0.7% |
0.9890 |
| Close |
0.9795 |
0.9715 |
-0.0080 |
-0.8% |
0.9931 |
| Range |
0.0129 |
0.0094 |
-0.0035 |
-27.1% |
0.0176 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
0.2% |
0.0000 |
| Volume |
185 |
478 |
293 |
158.4% |
628 |
|
| Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0026 |
0.9964 |
0.9766 |
|
| R3 |
0.9932 |
0.9870 |
0.9740 |
|
| R2 |
0.9838 |
0.9838 |
0.9732 |
|
| R1 |
0.9776 |
0.9776 |
0.9723 |
0.9760 |
| PP |
0.9744 |
0.9744 |
0.9744 |
0.9735 |
| S1 |
0.9682 |
0.9682 |
0.9706 |
0.9666 |
| S2 |
0.9650 |
0.9650 |
0.9697 |
|
| S3 |
0.9556 |
0.9588 |
0.9689 |
|
| S4 |
0.9462 |
0.9494 |
0.9663 |
|
|
| 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 |
1.0205 |
|
2.618 |
1.0051 |
|
1.618 |
0.9957 |
|
1.000 |
0.9899 |
|
0.618 |
0.9863 |
|
HIGH |
0.9805 |
|
0.618 |
0.9769 |
|
0.500 |
0.9758 |
|
0.382 |
0.9747 |
|
LOW |
0.9711 |
|
0.618 |
0.9653 |
|
1.000 |
0.9617 |
|
1.618 |
0.9559 |
|
2.618 |
0.9465 |
|
4.250 |
0.9312 |
|
|
| Fisher Pivots for day following 05-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9758 |
0.9830 |
| PP |
0.9744 |
0.9792 |
| S1 |
0.9729 |
0.9753 |
|