CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 18-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9652 |
0.9701 |
0.0049 |
0.5% |
0.9765 |
| High |
0.9693 |
0.9703 |
0.0010 |
0.1% |
0.9791 |
| Low |
0.9643 |
0.9655 |
0.0013 |
0.1% |
0.9619 |
| Close |
0.9688 |
0.9685 |
-0.0003 |
0.0% |
0.9661 |
| Range |
0.0051 |
0.0048 |
-0.0003 |
-5.0% |
0.0172 |
| ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
340 |
518 |
178 |
52.4% |
1,579 |
|
| Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9825 |
0.9803 |
0.9711 |
|
| R3 |
0.9777 |
0.9755 |
0.9698 |
|
| R2 |
0.9729 |
0.9729 |
0.9693 |
|
| R1 |
0.9707 |
0.9707 |
0.9689 |
0.9694 |
| PP |
0.9681 |
0.9681 |
0.9681 |
0.9674 |
| S1 |
0.9659 |
0.9659 |
0.9680 |
0.9646 |
| S2 |
0.9633 |
0.9633 |
0.9676 |
|
| S3 |
0.9585 |
0.9611 |
0.9671 |
|
| S4 |
0.9537 |
0.9563 |
0.9658 |
|
|
| 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 |
0.9907 |
|
2.618 |
0.9829 |
|
1.618 |
0.9781 |
|
1.000 |
0.9751 |
|
0.618 |
0.9733 |
|
HIGH |
0.9703 |
|
0.618 |
0.9685 |
|
0.500 |
0.9679 |
|
0.382 |
0.9673 |
|
LOW |
0.9655 |
|
0.618 |
0.9625 |
|
1.000 |
0.9607 |
|
1.618 |
0.9577 |
|
2.618 |
0.9529 |
|
4.250 |
0.9451 |
|
|
| Fisher Pivots for day following 18-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9683 |
0.9680 |
| PP |
0.9681 |
0.9675 |
| S1 |
0.9679 |
0.9670 |
|