CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 20-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9047 |
0.9041 |
-0.0006 |
-0.1% |
0.9311 |
| High |
0.9074 |
0.9071 |
-0.0003 |
0.0% |
0.9312 |
| Low |
0.9021 |
0.8969 |
-0.0052 |
-0.6% |
0.9070 |
| Close |
0.9052 |
0.8983 |
-0.0070 |
-0.8% |
0.9102 |
| Range |
0.0053 |
0.0102 |
0.0049 |
92.5% |
0.0242 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.8% |
0.0000 |
| Volume |
42 |
47 |
5 |
11.9% |
260 |
|
| Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9313 |
0.9250 |
0.9039 |
|
| R3 |
0.9211 |
0.9148 |
0.9011 |
|
| R2 |
0.9109 |
0.9109 |
0.9001 |
|
| R1 |
0.9046 |
0.9046 |
0.8992 |
0.9027 |
| PP |
0.9007 |
0.9007 |
0.9007 |
0.8998 |
| S1 |
0.8944 |
0.8944 |
0.8973 |
0.8925 |
| S2 |
0.8905 |
0.8905 |
0.8964 |
|
| S3 |
0.8803 |
0.8842 |
0.8954 |
|
| S4 |
0.8701 |
0.8740 |
0.8926 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9887 |
0.9736 |
0.9235 |
|
| R3 |
0.9645 |
0.9494 |
0.9168 |
|
| R2 |
0.9403 |
0.9403 |
0.9146 |
|
| R1 |
0.9252 |
0.9252 |
0.9124 |
0.9207 |
| PP |
0.9161 |
0.9161 |
0.9161 |
0.9138 |
| S1 |
0.9010 |
0.9010 |
0.9079 |
0.8965 |
| S2 |
0.8919 |
0.8919 |
0.9057 |
|
| S3 |
0.8677 |
0.8768 |
0.9035 |
|
| S4 |
0.8435 |
0.8526 |
0.8968 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9504 |
|
2.618 |
0.9338 |
|
1.618 |
0.9236 |
|
1.000 |
0.9173 |
|
0.618 |
0.9134 |
|
HIGH |
0.9071 |
|
0.618 |
0.9032 |
|
0.500 |
0.9020 |
|
0.382 |
0.9007 |
|
LOW |
0.8969 |
|
0.618 |
0.8905 |
|
1.000 |
0.8867 |
|
1.618 |
0.8803 |
|
2.618 |
0.8701 |
|
4.250 |
0.8535 |
|
|
| Fisher Pivots for day following 20-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9020 |
0.9021 |
| PP |
0.9007 |
0.9008 |
| S1 |
0.8995 |
0.8995 |
|