CME Japanese Yen Future March 2017
Trading Metrics calculated at close of trading on 26-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2016 |
26-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.9628 |
0.9651 |
0.0023 |
0.2% |
0.9652 |
High |
0.9659 |
0.9667 |
0.0009 |
0.1% |
0.9748 |
Low |
0.9589 |
0.9612 |
0.0023 |
0.2% |
0.9643 |
Close |
0.9648 |
0.9620 |
-0.0029 |
-0.3% |
0.9685 |
Range |
0.0070 |
0.0055 |
-0.0015 |
-21.6% |
0.0106 |
ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.3% |
0.0000 |
Volume |
354 |
102 |
-252 |
-71.2% |
1,778 |
|
Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9797 |
0.9763 |
0.9649 |
|
R3 |
0.9742 |
0.9708 |
0.9634 |
|
R2 |
0.9688 |
0.9688 |
0.9629 |
|
R1 |
0.9654 |
0.9654 |
0.9624 |
0.9643 |
PP |
0.9633 |
0.9633 |
0.9633 |
0.9628 |
S1 |
0.9599 |
0.9599 |
0.9615 |
0.9589 |
S2 |
0.9578 |
0.9578 |
0.9610 |
|
S3 |
0.9524 |
0.9544 |
0.9605 |
|
S4 |
0.9469 |
0.9490 |
0.9590 |
|
|
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 |
0.9899 |
2.618 |
0.9810 |
1.618 |
0.9755 |
1.000 |
0.9722 |
0.618 |
0.9701 |
HIGH |
0.9667 |
0.618 |
0.9646 |
0.500 |
0.9640 |
0.382 |
0.9633 |
LOW |
0.9612 |
0.618 |
0.9579 |
1.000 |
0.9558 |
1.618 |
0.9524 |
2.618 |
0.9470 |
4.250 |
0.9381 |
|
|
Fisher Pivots for day following 26-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.9640 |
0.9641 |
PP |
0.9633 |
0.9634 |
S1 |
0.9626 |
0.9627 |
|