CME Japanese Yen Future September 2017
| Trading Metrics calculated at close of trading on 30-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2017 |
30-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9057 |
0.9055 |
-0.0002 |
0.0% |
0.8957 |
| High |
0.9099 |
0.9078 |
-0.0021 |
-0.2% |
0.9108 |
| Low |
0.9054 |
0.8999 |
-0.0055 |
-0.6% |
0.8936 |
| Close |
0.9073 |
0.9026 |
-0.0047 |
-0.5% |
0.9096 |
| Range |
0.0046 |
0.0080 |
0.0034 |
74.7% |
0.0172 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.9% |
0.0000 |
| Volume |
44 |
56 |
12 |
27.3% |
887 |
|
| Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9273 |
0.9229 |
0.9070 |
|
| R3 |
0.9193 |
0.9149 |
0.9048 |
|
| R2 |
0.9114 |
0.9114 |
0.9041 |
|
| R1 |
0.9070 |
0.9070 |
0.9033 |
0.9052 |
| PP |
0.9034 |
0.9034 |
0.9034 |
0.9025 |
| S1 |
0.8990 |
0.8990 |
0.9019 |
0.8973 |
| S2 |
0.8955 |
0.8955 |
0.9011 |
|
| S3 |
0.8875 |
0.8911 |
0.9004 |
|
| S4 |
0.8796 |
0.8831 |
0.8982 |
|
|
| 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 |
0.9416 |
|
2.618 |
0.9286 |
|
1.618 |
0.9207 |
|
1.000 |
0.9158 |
|
0.618 |
0.9127 |
|
HIGH |
0.9078 |
|
0.618 |
0.9048 |
|
0.500 |
0.9038 |
|
0.382 |
0.9029 |
|
LOW |
0.8999 |
|
0.618 |
0.8949 |
|
1.000 |
0.8919 |
|
1.618 |
0.8870 |
|
2.618 |
0.8790 |
|
4.250 |
0.8661 |
|
|
| Fisher Pivots for day following 30-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9038 |
0.9071 |
| PP |
0.9034 |
0.9056 |
| S1 |
0.9030 |
0.9041 |
|