CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 13-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2016 |
13-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9732 |
0.9651 |
-0.0081 |
-0.8% |
0.9930 |
| High |
0.9745 |
0.9737 |
-0.0008 |
-0.1% |
0.9950 |
| Low |
0.9632 |
0.9619 |
-0.0013 |
-0.1% |
0.9664 |
| Close |
0.9650 |
0.9713 |
0.0063 |
0.7% |
0.9768 |
| Range |
0.0113 |
0.0118 |
0.0005 |
4.4% |
0.0286 |
| ATR |
0.0094 |
0.0095 |
0.0002 |
1.9% |
0.0000 |
| Volume |
267 |
385 |
118 |
44.2% |
1,250 |
|
| Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0043 |
0.9996 |
0.9778 |
|
| R3 |
0.9925 |
0.9878 |
0.9745 |
|
| R2 |
0.9807 |
0.9807 |
0.9735 |
|
| R1 |
0.9760 |
0.9760 |
0.9724 |
0.9784 |
| PP |
0.9689 |
0.9689 |
0.9689 |
0.9701 |
| S1 |
0.9642 |
0.9642 |
0.9702 |
0.9666 |
| S2 |
0.9571 |
0.9571 |
0.9691 |
|
| S3 |
0.9453 |
0.9524 |
0.9681 |
|
| S4 |
0.9335 |
0.9406 |
0.9648 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0650 |
1.0494 |
0.9925 |
|
| R3 |
1.0365 |
1.0209 |
0.9846 |
|
| R2 |
1.0079 |
1.0079 |
0.9820 |
|
| R1 |
0.9923 |
0.9923 |
0.9794 |
0.9859 |
| PP |
0.9794 |
0.9794 |
0.9794 |
0.9761 |
| S1 |
0.9638 |
0.9638 |
0.9741 |
0.9573 |
| S2 |
0.9508 |
0.9508 |
0.9715 |
|
| S3 |
0.9223 |
0.9352 |
0.9689 |
|
| S4 |
0.8937 |
0.9067 |
0.9610 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0238 |
|
2.618 |
1.0045 |
|
1.618 |
0.9927 |
|
1.000 |
0.9855 |
|
0.618 |
0.9809 |
|
HIGH |
0.9737 |
|
0.618 |
0.9691 |
|
0.500 |
0.9678 |
|
0.382 |
0.9664 |
|
LOW |
0.9619 |
|
0.618 |
0.9546 |
|
1.000 |
0.9501 |
|
1.618 |
0.9428 |
|
2.618 |
0.9310 |
|
4.250 |
0.9117 |
|
|
| Fisher Pivots for day following 13-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9701 |
0.9704 |
| PP |
0.9689 |
0.9696 |
| S1 |
0.9678 |
0.9687 |
|