CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 22-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2017 |
22-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8962 |
0.9028 |
0.0066 |
0.7% |
0.8800 |
| High |
0.9039 |
0.9104 |
0.0065 |
0.7% |
0.8960 |
| Low |
0.8937 |
0.9026 |
0.0089 |
1.0% |
0.8762 |
| Close |
0.9010 |
0.9089 |
0.0080 |
0.9% |
0.8952 |
| Range |
0.0102 |
0.0078 |
-0.0024 |
-23.5% |
0.0198 |
| ATR |
0.0000 |
0.0061 |
0.0061 |
|
0.0000 |
| Volume |
105 |
614 |
509 |
484.8% |
311 |
|
| Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9307 |
0.9276 |
0.9132 |
|
| R3 |
0.9229 |
0.9198 |
0.9110 |
|
| R2 |
0.9151 |
0.9151 |
0.9103 |
|
| R1 |
0.9120 |
0.9120 |
0.9096 |
0.9136 |
| PP |
0.9073 |
0.9073 |
0.9073 |
0.9081 |
| S1 |
0.9042 |
0.9042 |
0.9082 |
0.9058 |
| S2 |
0.8995 |
0.8995 |
0.9075 |
|
| S3 |
0.8917 |
0.8964 |
0.9068 |
|
| S4 |
0.8839 |
0.8886 |
0.9046 |
|
|
| 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 |
0.9436 |
|
2.618 |
0.9308 |
|
1.618 |
0.9230 |
|
1.000 |
0.9182 |
|
0.618 |
0.9152 |
|
HIGH |
0.9104 |
|
0.618 |
0.9074 |
|
0.500 |
0.9065 |
|
0.382 |
0.9056 |
|
LOW |
0.9026 |
|
0.618 |
0.8978 |
|
1.000 |
0.8948 |
|
1.618 |
0.8900 |
|
2.618 |
0.8822 |
|
4.250 |
0.8695 |
|
|
| Fisher Pivots for day following 22-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9081 |
0.9066 |
| PP |
0.9073 |
0.9043 |
| S1 |
0.9065 |
0.9020 |
|