CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 19-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9701 |
0.9705 |
0.0005 |
0.0% |
0.9765 |
| High |
0.9703 |
0.9748 |
0.0045 |
0.5% |
0.9791 |
| Low |
0.9655 |
0.9678 |
0.0023 |
0.2% |
0.9619 |
| Close |
0.9685 |
0.9726 |
0.0042 |
0.4% |
0.9661 |
| Range |
0.0048 |
0.0070 |
0.0022 |
45.8% |
0.0172 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
518 |
282 |
-236 |
-45.6% |
1,579 |
|
| Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9927 |
0.9897 |
0.9765 |
|
| R3 |
0.9857 |
0.9827 |
0.9745 |
|
| R2 |
0.9787 |
0.9787 |
0.9739 |
|
| R1 |
0.9757 |
0.9757 |
0.9732 |
0.9772 |
| PP |
0.9717 |
0.9717 |
0.9717 |
0.9725 |
| S1 |
0.9687 |
0.9687 |
0.9720 |
0.9702 |
| S2 |
0.9647 |
0.9647 |
0.9713 |
|
| S3 |
0.9577 |
0.9617 |
0.9707 |
|
| S4 |
0.9507 |
0.9547 |
0.9688 |
|
|
| 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 |
1.0046 |
|
2.618 |
0.9931 |
|
1.618 |
0.9861 |
|
1.000 |
0.9818 |
|
0.618 |
0.9791 |
|
HIGH |
0.9748 |
|
0.618 |
0.9721 |
|
0.500 |
0.9713 |
|
0.382 |
0.9705 |
|
LOW |
0.9678 |
|
0.618 |
0.9635 |
|
1.000 |
0.9608 |
|
1.618 |
0.9565 |
|
2.618 |
0.9495 |
|
4.250 |
0.9381 |
|
|
| Fisher Pivots for day following 19-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9722 |
0.9716 |
| PP |
0.9717 |
0.9706 |
| S1 |
0.9713 |
0.9695 |
|