CME Japanese Yen Future March 2017
Trading Metrics calculated at close of trading on 04-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
0.9722 |
0.9770 |
0.0048 |
0.5% |
0.9590 |
High |
0.9804 |
0.9776 |
-0.0028 |
-0.3% |
0.9804 |
Low |
0.9721 |
0.9729 |
0.0009 |
0.1% |
0.9556 |
Close |
0.9762 |
0.9750 |
-0.0013 |
-0.1% |
0.9750 |
Range |
0.0084 |
0.0047 |
-0.0037 |
-43.7% |
0.0248 |
ATR |
0.0084 |
0.0082 |
-0.0003 |
-3.2% |
0.0000 |
Volume |
700 |
1,649 |
949 |
135.6% |
4,015 |
|
Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9893 |
0.9868 |
0.9775 |
|
R3 |
0.9846 |
0.9821 |
0.9762 |
|
R2 |
0.9799 |
0.9799 |
0.9758 |
|
R1 |
0.9774 |
0.9774 |
0.9754 |
0.9763 |
PP |
0.9752 |
0.9752 |
0.9752 |
0.9746 |
S1 |
0.9727 |
0.9727 |
0.9745 |
0.9716 |
S2 |
0.9705 |
0.9705 |
0.9741 |
|
S3 |
0.9658 |
0.9680 |
0.9737 |
|
S4 |
0.9611 |
0.9633 |
0.9724 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0447 |
1.0346 |
0.9886 |
|
R3 |
1.0199 |
1.0098 |
0.9818 |
|
R2 |
0.9951 |
0.9951 |
0.9795 |
|
R1 |
0.9850 |
0.9850 |
0.9772 |
0.9901 |
PP |
0.9703 |
0.9703 |
0.9703 |
0.9728 |
S1 |
0.9602 |
0.9602 |
0.9727 |
0.9653 |
S2 |
0.9455 |
0.9455 |
0.9704 |
|
S3 |
0.9207 |
0.9354 |
0.9681 |
|
S4 |
0.8959 |
0.9106 |
0.9613 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9976 |
2.618 |
0.9899 |
1.618 |
0.9852 |
1.000 |
0.9823 |
0.618 |
0.9805 |
HIGH |
0.9776 |
0.618 |
0.9758 |
0.500 |
0.9753 |
0.382 |
0.9747 |
LOW |
0.9729 |
0.618 |
0.9700 |
1.000 |
0.9682 |
1.618 |
0.9653 |
2.618 |
0.9606 |
4.250 |
0.9529 |
|
|
Fisher Pivots for day following 04-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
0.9753 |
0.9742 |
PP |
0.9752 |
0.9735 |
S1 |
0.9751 |
0.9728 |
|