CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 27-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9040 |
0.9079 |
0.0039 |
0.4% |
0.8957 |
| High |
0.9108 |
0.9149 |
0.0041 |
0.5% |
0.9108 |
| Low |
0.9040 |
0.9079 |
0.0039 |
0.4% |
0.8936 |
| Close |
0.9096 |
0.9112 |
0.0016 |
0.2% |
0.9096 |
| Range |
0.0068 |
0.0070 |
0.0003 |
3.7% |
0.0172 |
| ATR |
0.0062 |
0.0062 |
0.0001 |
0.9% |
0.0000 |
| Volume |
44 |
82 |
38 |
86.4% |
887 |
|
| Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9323 |
0.9288 |
0.9151 |
|
| R3 |
0.9253 |
0.9218 |
0.9131 |
|
| R2 |
0.9183 |
0.9183 |
0.9125 |
|
| R1 |
0.9148 |
0.9148 |
0.9118 |
0.9165 |
| PP |
0.9113 |
0.9113 |
0.9113 |
0.9122 |
| S1 |
0.9078 |
0.9078 |
0.9106 |
0.9095 |
| S2 |
0.9043 |
0.9043 |
0.9099 |
|
| S3 |
0.8973 |
0.9008 |
0.9093 |
|
| S4 |
0.8903 |
0.8938 |
0.9074 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9561 |
0.9500 |
0.9190 |
|
| R3 |
0.9390 |
0.9329 |
0.9143 |
|
| R2 |
0.9218 |
0.9218 |
0.9127 |
|
| R1 |
0.9157 |
0.9157 |
0.9112 |
0.9188 |
| PP |
0.9047 |
0.9047 |
0.9047 |
0.9062 |
| S1 |
0.8986 |
0.8986 |
0.9080 |
0.9016 |
| S2 |
0.8875 |
0.8875 |
0.9065 |
|
| S3 |
0.8704 |
0.8814 |
0.9049 |
|
| S4 |
0.8532 |
0.8643 |
0.9002 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9446 |
|
2.618 |
0.9332 |
|
1.618 |
0.9262 |
|
1.000 |
0.9219 |
|
0.618 |
0.9192 |
|
HIGH |
0.9149 |
|
0.618 |
0.9122 |
|
0.500 |
0.9114 |
|
0.382 |
0.9105 |
|
LOW |
0.9079 |
|
0.618 |
0.9035 |
|
1.000 |
0.9009 |
|
1.618 |
0.8965 |
|
2.618 |
0.8895 |
|
4.250 |
0.8781 |
|
|
| Fisher Pivots for day following 27-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9114 |
0.9106 |
| PP |
0.9113 |
0.9099 |
| S1 |
0.9113 |
0.9093 |
|