CME Japanese Yen Future March 2017
Trading Metrics calculated at close of trading on 10-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
0.9565 |
0.9508 |
-0.0058 |
-0.6% |
0.9590 |
High |
0.9937 |
0.9576 |
-0.0361 |
-3.6% |
0.9804 |
Low |
0.9494 |
0.9400 |
-0.0094 |
-1.0% |
0.9556 |
Close |
0.9499 |
0.9412 |
-0.0087 |
-0.9% |
0.9750 |
Range |
0.0444 |
0.0176 |
-0.0267 |
-60.2% |
0.0248 |
ATR |
0.0111 |
0.0116 |
0.0005 |
4.2% |
0.0000 |
Volume |
2,003 |
786 |
-1,217 |
-60.8% |
4,015 |
|
Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9992 |
0.9879 |
0.9509 |
|
R3 |
0.9816 |
0.9702 |
0.9461 |
|
R2 |
0.9639 |
0.9639 |
0.9444 |
|
R1 |
0.9526 |
0.9526 |
0.9428 |
0.9494 |
PP |
0.9463 |
0.9463 |
0.9463 |
0.9447 |
S1 |
0.9349 |
0.9349 |
0.9396 |
0.9318 |
S2 |
0.9286 |
0.9286 |
0.9380 |
|
S3 |
0.9110 |
0.9173 |
0.9363 |
|
S4 |
0.8933 |
0.8996 |
0.9315 |
|
|
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 |
1.0327 |
2.618 |
1.0039 |
1.618 |
0.9862 |
1.000 |
0.9753 |
0.618 |
0.9686 |
HIGH |
0.9576 |
0.618 |
0.9509 |
0.500 |
0.9488 |
0.382 |
0.9467 |
LOW |
0.9400 |
0.618 |
0.9291 |
1.000 |
0.9224 |
1.618 |
0.9114 |
2.618 |
0.8938 |
4.250 |
0.8650 |
|
|
Fisher Pivots for day following 10-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
0.9488 |
0.9669 |
PP |
0.9463 |
0.9583 |
S1 |
0.9437 |
0.9498 |
|