CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 20-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8896 |
0.8957 |
0.0061 |
0.7% |
0.8800 |
| High |
0.8960 |
0.8967 |
0.0007 |
0.1% |
0.8960 |
| Low |
0.8890 |
0.8936 |
0.0047 |
0.5% |
0.8762 |
| Close |
0.8952 |
0.8959 |
0.0007 |
0.1% |
0.8952 |
| Range |
0.0071 |
0.0031 |
-0.0040 |
-56.7% |
0.0198 |
| ATR |
|
|
|
|
|
| Volume |
18 |
14 |
-4 |
-22.2% |
311 |
|
| Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9045 |
0.9033 |
0.8976 |
|
| R3 |
0.9015 |
0.9002 |
0.8967 |
|
| R2 |
0.8984 |
0.8984 |
0.8965 |
|
| R1 |
0.8972 |
0.8972 |
0.8962 |
0.8978 |
| PP |
0.8954 |
0.8954 |
0.8954 |
0.8957 |
| S1 |
0.8941 |
0.8941 |
0.8956 |
0.8948 |
| S2 |
0.8923 |
0.8923 |
0.8953 |
|
| S3 |
0.8893 |
0.8911 |
0.8951 |
|
| S4 |
0.8862 |
0.8880 |
0.8942 |
|
|
| 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 |
0.9096 |
|
2.618 |
0.9046 |
|
1.618 |
0.9016 |
|
1.000 |
0.8997 |
|
0.618 |
0.8985 |
|
HIGH |
0.8967 |
|
0.618 |
0.8955 |
|
0.500 |
0.8951 |
|
0.382 |
0.8948 |
|
LOW |
0.8936 |
|
0.618 |
0.8917 |
|
1.000 |
0.8906 |
|
1.618 |
0.8887 |
|
2.618 |
0.8856 |
|
4.250 |
0.8806 |
|
|
| Fisher Pivots for day following 20-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8956 |
0.8948 |
| PP |
0.8954 |
0.8937 |
| S1 |
0.8951 |
0.8926 |
|