CME Japanese Yen Future March 2017
Trading Metrics calculated at close of trading on 18-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
0.9231 |
0.9128 |
-0.0103 |
-1.1% |
0.9400 |
High |
0.9260 |
0.9154 |
-0.0106 |
-1.2% |
0.9418 |
Low |
0.9125 |
0.9061 |
-0.0064 |
-0.7% |
0.9061 |
Close |
0.9148 |
0.9087 |
-0.0061 |
-0.7% |
0.9087 |
Range |
0.0136 |
0.0094 |
-0.0042 |
-31.2% |
0.0357 |
ATR |
0.0116 |
0.0114 |
-0.0002 |
-1.4% |
0.0000 |
Volume |
730 |
850 |
120 |
16.4% |
3,624 |
|
Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9381 |
0.9327 |
0.9138 |
|
R3 |
0.9287 |
0.9234 |
0.9112 |
|
R2 |
0.9194 |
0.9194 |
0.9104 |
|
R1 |
0.9140 |
0.9140 |
0.9095 |
0.9120 |
PP |
0.9100 |
0.9100 |
0.9100 |
0.9090 |
S1 |
0.9047 |
0.9047 |
0.9078 |
0.9027 |
S2 |
0.9007 |
0.9007 |
0.9069 |
|
S3 |
0.8913 |
0.8953 |
0.9061 |
|
S4 |
0.8820 |
0.8860 |
0.9035 |
|
|
Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0259 |
1.0030 |
0.9283 |
|
R3 |
0.9902 |
0.9673 |
0.9185 |
|
R2 |
0.9545 |
0.9545 |
0.9152 |
|
R1 |
0.9316 |
0.9316 |
0.9119 |
0.9252 |
PP |
0.9188 |
0.9188 |
0.9188 |
0.9156 |
S1 |
0.8959 |
0.8959 |
0.9054 |
0.8895 |
S2 |
0.8831 |
0.8831 |
0.9021 |
|
S3 |
0.8474 |
0.8602 |
0.8988 |
|
S4 |
0.8117 |
0.8245 |
0.8890 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9551 |
2.618 |
0.9399 |
1.618 |
0.9305 |
1.000 |
0.9248 |
0.618 |
0.9212 |
HIGH |
0.9154 |
0.618 |
0.9118 |
0.500 |
0.9107 |
0.382 |
0.9096 |
LOW |
0.9061 |
0.618 |
0.9003 |
1.000 |
0.8967 |
1.618 |
0.8909 |
2.618 |
0.8816 |
4.250 |
0.8663 |
|
|
Fisher Pivots for day following 18-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
0.9107 |
0.9160 |
PP |
0.9100 |
0.9136 |
S1 |
0.9093 |
0.9111 |
|