CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 04-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2017 |
04-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8942 |
0.8959 |
0.0017 |
0.2% |
0.8995 |
| High |
0.8948 |
0.8976 |
0.0029 |
0.3% |
0.9051 |
| Low |
0.8914 |
0.8935 |
0.0022 |
0.2% |
0.8912 |
| Close |
0.8931 |
0.8944 |
0.0013 |
0.2% |
0.8967 |
| Range |
0.0034 |
0.0041 |
0.0007 |
20.6% |
0.0139 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
50 |
116 |
66 |
132.0% |
344 |
|
| Daily Pivots for day following 04-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9075 |
0.9051 |
0.8967 |
|
| R3 |
0.9034 |
0.9010 |
0.8956 |
|
| R2 |
0.8993 |
0.8993 |
0.8952 |
|
| R1 |
0.8969 |
0.8969 |
0.8948 |
0.8960 |
| PP |
0.8952 |
0.8952 |
0.8952 |
0.8948 |
| S1 |
0.8928 |
0.8928 |
0.8941 |
0.8919 |
| S2 |
0.8911 |
0.8911 |
0.8937 |
|
| S3 |
0.8870 |
0.8887 |
0.8933 |
|
| S4 |
0.8829 |
0.8846 |
0.8922 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9392 |
0.9318 |
0.9043 |
|
| R3 |
0.9253 |
0.9179 |
0.9005 |
|
| R2 |
0.9115 |
0.9115 |
0.8992 |
|
| R1 |
0.9041 |
0.9041 |
0.8979 |
0.9009 |
| PP |
0.8976 |
0.8976 |
0.8976 |
0.8960 |
| S1 |
0.8902 |
0.8902 |
0.8954 |
0.8870 |
| S2 |
0.8838 |
0.8838 |
0.8941 |
|
| S3 |
0.8699 |
0.8764 |
0.8928 |
|
| S4 |
0.8561 |
0.8625 |
0.8890 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9150 |
|
2.618 |
0.9083 |
|
1.618 |
0.9042 |
|
1.000 |
0.9017 |
|
0.618 |
0.9001 |
|
HIGH |
0.8976 |
|
0.618 |
0.8960 |
|
0.500 |
0.8956 |
|
0.382 |
0.8951 |
|
LOW |
0.8935 |
|
0.618 |
0.8910 |
|
1.000 |
0.8894 |
|
1.618 |
0.8869 |
|
2.618 |
0.8828 |
|
4.250 |
0.8761 |
|
|
| Fisher Pivots for day following 04-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8956 |
0.8945 |
| PP |
0.8952 |
0.8945 |
| S1 |
0.8948 |
0.8945 |
|