CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 24-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2016 |
24-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9670 |
0.9676 |
0.0006 |
0.1% |
0.9652 |
| High |
0.9713 |
0.9694 |
-0.0019 |
-0.2% |
0.9748 |
| Low |
0.9651 |
0.9639 |
-0.0012 |
-0.1% |
0.9643 |
| Close |
0.9685 |
0.9647 |
-0.0038 |
-0.4% |
0.9685 |
| Range |
0.0062 |
0.0055 |
-0.0008 |
-12.1% |
0.0106 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
208 |
166 |
-42 |
-20.2% |
1,778 |
|
| Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9823 |
0.9790 |
0.9677 |
|
| R3 |
0.9769 |
0.9735 |
0.9662 |
|
| R2 |
0.9714 |
0.9714 |
0.9657 |
|
| R1 |
0.9681 |
0.9681 |
0.9652 |
0.9670 |
| PP |
0.9660 |
0.9660 |
0.9660 |
0.9655 |
| S1 |
0.9626 |
0.9626 |
0.9642 |
0.9616 |
| S2 |
0.9605 |
0.9605 |
0.9637 |
|
| S3 |
0.9551 |
0.9572 |
0.9632 |
|
| S4 |
0.9496 |
0.9517 |
0.9617 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0008 |
0.9952 |
0.9743 |
|
| R3 |
0.9903 |
0.9846 |
0.9714 |
|
| R2 |
0.9797 |
0.9797 |
0.9704 |
|
| R1 |
0.9741 |
0.9741 |
0.9694 |
0.9769 |
| PP |
0.9692 |
0.9692 |
0.9692 |
0.9706 |
| S1 |
0.9635 |
0.9635 |
0.9675 |
0.9664 |
| S2 |
0.9586 |
0.9586 |
0.9665 |
|
| S3 |
0.9481 |
0.9530 |
0.9655 |
|
| S4 |
0.9375 |
0.9424 |
0.9626 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9925 |
|
2.618 |
0.9836 |
|
1.618 |
0.9782 |
|
1.000 |
0.9748 |
|
0.618 |
0.9727 |
|
HIGH |
0.9694 |
|
0.618 |
0.9673 |
|
0.500 |
0.9666 |
|
0.382 |
0.9660 |
|
LOW |
0.9639 |
|
0.618 |
0.9605 |
|
1.000 |
0.9585 |
|
1.618 |
0.9551 |
|
2.618 |
0.9496 |
|
4.250 |
0.9407 |
|
|
| Fisher Pivots for day following 24-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9666 |
0.9684 |
| PP |
0.9660 |
0.9672 |
| S1 |
0.9653 |
0.9659 |
|