CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 06-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9789 |
0.9709 |
-0.0081 |
-0.8% |
0.9998 |
| High |
0.9805 |
0.9738 |
-0.0067 |
-0.7% |
1.0066 |
| Low |
0.9711 |
0.9664 |
-0.0047 |
-0.5% |
0.9890 |
| Close |
0.9715 |
0.9666 |
-0.0049 |
-0.5% |
0.9931 |
| Range |
0.0094 |
0.0074 |
-0.0020 |
-21.3% |
0.0176 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
478 |
143 |
-335 |
-70.1% |
628 |
|
| Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9911 |
0.9862 |
0.9706 |
|
| R3 |
0.9837 |
0.9788 |
0.9686 |
|
| R2 |
0.9763 |
0.9763 |
0.9679 |
|
| R1 |
0.9714 |
0.9714 |
0.9672 |
0.9702 |
| PP |
0.9689 |
0.9689 |
0.9689 |
0.9683 |
| S1 |
0.9640 |
0.9640 |
0.9659 |
0.9628 |
| S2 |
0.9615 |
0.9615 |
0.9652 |
|
| S3 |
0.9541 |
0.9566 |
0.9645 |
|
| S4 |
0.9467 |
0.9492 |
0.9625 |
|
|
| 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 |
1.0053 |
|
2.618 |
0.9932 |
|
1.618 |
0.9858 |
|
1.000 |
0.9812 |
|
0.618 |
0.9784 |
|
HIGH |
0.9738 |
|
0.618 |
0.9710 |
|
0.500 |
0.9701 |
|
0.382 |
0.9692 |
|
LOW |
0.9664 |
|
0.618 |
0.9618 |
|
1.000 |
0.9590 |
|
1.618 |
0.9544 |
|
2.618 |
0.9470 |
|
4.250 |
0.9350 |
|
|
| Fisher Pivots for day following 06-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9701 |
0.9786 |
| PP |
0.9689 |
0.9746 |
| S1 |
0.9677 |
0.9706 |
|