CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 17-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8906 |
0.8896 |
-0.0011 |
-0.1% |
0.8800 |
| High |
0.8931 |
0.8960 |
0.0030 |
0.3% |
0.8960 |
| Low |
0.8886 |
0.8890 |
0.0004 |
0.0% |
0.8762 |
| Close |
0.8907 |
0.8952 |
0.0046 |
0.5% |
0.8952 |
| Range |
0.0045 |
0.0071 |
0.0026 |
58.4% |
0.0198 |
| ATR |
|
|
|
|
|
| Volume |
130 |
18 |
-112 |
-86.2% |
311 |
|
| Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9145 |
0.9119 |
0.8991 |
|
| R3 |
0.9075 |
0.9049 |
0.8971 |
|
| R2 |
0.9004 |
0.9004 |
0.8965 |
|
| R1 |
0.8978 |
0.8978 |
0.8958 |
0.8991 |
| PP |
0.8934 |
0.8934 |
0.8934 |
0.8940 |
| S1 |
0.8908 |
0.8908 |
0.8946 |
0.8921 |
| S2 |
0.8863 |
0.8863 |
0.8939 |
|
| S3 |
0.8793 |
0.8837 |
0.8933 |
|
| S4 |
0.8722 |
0.8767 |
0.8913 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9485 |
0.9417 |
0.9061 |
|
| R3 |
0.9287 |
0.9219 |
0.9006 |
|
| R2 |
0.9089 |
0.9089 |
0.8988 |
|
| R1 |
0.9021 |
0.9021 |
0.8970 |
0.9055 |
| PP |
0.8891 |
0.8891 |
0.8891 |
0.8909 |
| S1 |
0.8823 |
0.8823 |
0.8934 |
0.8857 |
| S2 |
0.8693 |
0.8693 |
0.8916 |
|
| S3 |
0.8495 |
0.8625 |
0.8898 |
|
| S4 |
0.8297 |
0.8427 |
0.8843 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9260 |
|
2.618 |
0.9145 |
|
1.618 |
0.9074 |
|
1.000 |
0.9031 |
|
0.618 |
0.9004 |
|
HIGH |
0.8960 |
|
0.618 |
0.8933 |
|
0.500 |
0.8925 |
|
0.382 |
0.8916 |
|
LOW |
0.8890 |
|
0.618 |
0.8846 |
|
1.000 |
0.8819 |
|
1.618 |
0.8775 |
|
2.618 |
0.8705 |
|
4.250 |
0.8590 |
|
|
| Fisher Pivots for day following 17-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8943 |
0.8925 |
| PP |
0.8934 |
0.8899 |
| S1 |
0.8925 |
0.8872 |
|