CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 17-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9690 |
0.9652 |
-0.0039 |
-0.4% |
0.9765 |
| High |
0.9709 |
0.9693 |
-0.0016 |
-0.2% |
0.9791 |
| Low |
0.9632 |
0.9643 |
0.0011 |
0.1% |
0.9619 |
| Close |
0.9661 |
0.9688 |
0.0027 |
0.3% |
0.9661 |
| Range |
0.0077 |
0.0051 |
-0.0026 |
-34.0% |
0.0172 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
200 |
340 |
140 |
70.0% |
1,579 |
|
| Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9826 |
0.9807 |
0.9716 |
|
| R3 |
0.9775 |
0.9757 |
0.9702 |
|
| R2 |
0.9725 |
0.9725 |
0.9697 |
|
| R1 |
0.9706 |
0.9706 |
0.9693 |
0.9716 |
| PP |
0.9674 |
0.9674 |
0.9674 |
0.9679 |
| S1 |
0.9656 |
0.9656 |
0.9683 |
0.9665 |
| S2 |
0.9624 |
0.9624 |
0.9679 |
|
| S3 |
0.9573 |
0.9605 |
0.9674 |
|
| S4 |
0.9523 |
0.9555 |
0.9660 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0206 |
1.0106 |
0.9756 |
|
| R3 |
1.0034 |
0.9934 |
0.9708 |
|
| R2 |
0.9862 |
0.9862 |
0.9693 |
|
| R1 |
0.9762 |
0.9762 |
0.9677 |
0.9726 |
| PP |
0.9690 |
0.9690 |
0.9690 |
0.9672 |
| S1 |
0.9590 |
0.9590 |
0.9645 |
0.9554 |
| S2 |
0.9518 |
0.9518 |
0.9629 |
|
| S3 |
0.9346 |
0.9418 |
0.9614 |
|
| S4 |
0.9174 |
0.9246 |
0.9566 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9908 |
|
2.618 |
0.9825 |
|
1.618 |
0.9775 |
|
1.000 |
0.9744 |
|
0.618 |
0.9724 |
|
HIGH |
0.9693 |
|
0.618 |
0.9674 |
|
0.500 |
0.9668 |
|
0.382 |
0.9662 |
|
LOW |
0.9643 |
|
0.618 |
0.9611 |
|
1.000 |
0.9592 |
|
1.618 |
0.9561 |
|
2.618 |
0.9510 |
|
4.250 |
0.9428 |
|
|
| Fisher Pivots for day following 17-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9681 |
0.9684 |
| PP |
0.9674 |
0.9681 |
| S1 |
0.9668 |
0.9678 |
|