CME Japanese Yen Future March 2017
Trading Metrics calculated at close of trading on 21-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
0.9128 |
0.9052 |
-0.0076 |
-0.8% |
0.9400 |
High |
0.9154 |
0.9101 |
-0.0054 |
-0.6% |
0.9418 |
Low |
0.9061 |
0.9028 |
-0.0033 |
-0.4% |
0.9061 |
Close |
0.9087 |
0.9046 |
-0.0041 |
-0.4% |
0.9087 |
Range |
0.0094 |
0.0073 |
-0.0021 |
-21.9% |
0.0357 |
ATR |
0.0114 |
0.0111 |
-0.0003 |
-2.6% |
0.0000 |
Volume |
850 |
768 |
-82 |
-9.6% |
3,624 |
|
Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9277 |
0.9235 |
0.9086 |
|
R3 |
0.9204 |
0.9162 |
0.9066 |
|
R2 |
0.9131 |
0.9131 |
0.9059 |
|
R1 |
0.9089 |
0.9089 |
0.9053 |
0.9073 |
PP |
0.9058 |
0.9058 |
0.9058 |
0.9050 |
S1 |
0.9016 |
0.9016 |
0.9039 |
0.9000 |
S2 |
0.8985 |
0.8985 |
0.9033 |
|
S3 |
0.8912 |
0.8943 |
0.9026 |
|
S4 |
0.8839 |
0.8870 |
0.9006 |
|
|
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 |
0.9411 |
2.618 |
0.9292 |
1.618 |
0.9219 |
1.000 |
0.9174 |
0.618 |
0.9146 |
HIGH |
0.9101 |
0.618 |
0.9073 |
0.500 |
0.9064 |
0.382 |
0.9055 |
LOW |
0.9028 |
0.618 |
0.8982 |
1.000 |
0.8955 |
1.618 |
0.8909 |
2.618 |
0.8836 |
4.250 |
0.8717 |
|
|
Fisher Pivots for day following 21-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
0.9064 |
0.9144 |
PP |
0.9058 |
0.9111 |
S1 |
0.9052 |
0.9079 |
|