CME Japanese Yen Future March 2018
| Trading Metrics calculated at close of trading on 13-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2017 |
13-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8964 |
0.8985 |
0.0021 |
0.2% |
0.8964 |
| High |
0.8985 |
0.9023 |
0.0039 |
0.4% |
0.9023 |
| Low |
0.8964 |
0.8982 |
0.0018 |
0.2% |
0.8950 |
| Close |
0.8984 |
0.9011 |
0.0027 |
0.3% |
0.9011 |
| Range |
0.0021 |
0.0041 |
0.0021 |
100.0% |
0.0073 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
50 |
35 |
-15 |
-30.0% |
526 |
|
| Daily Pivots for day following 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9128 |
0.9110 |
0.9033 |
|
| R3 |
0.9087 |
0.9069 |
0.9022 |
|
| R2 |
0.9046 |
0.9046 |
0.9018 |
|
| R1 |
0.9028 |
0.9028 |
0.9014 |
0.9037 |
| PP |
0.9005 |
0.9005 |
0.9005 |
0.9010 |
| S1 |
0.8987 |
0.8987 |
0.9007 |
0.8996 |
| S2 |
0.8964 |
0.8964 |
0.9003 |
|
| S3 |
0.8923 |
0.8946 |
0.8999 |
|
| S4 |
0.8882 |
0.8905 |
0.8988 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9214 |
0.9185 |
0.9051 |
|
| R3 |
0.9141 |
0.9112 |
0.9031 |
|
| R2 |
0.9068 |
0.9068 |
0.9024 |
|
| R1 |
0.9039 |
0.9039 |
0.9017 |
0.9053 |
| PP |
0.8995 |
0.8995 |
0.8995 |
0.9002 |
| S1 |
0.8966 |
0.8966 |
0.9004 |
0.8980 |
| S2 |
0.8922 |
0.8922 |
0.8997 |
|
| S3 |
0.8849 |
0.8893 |
0.8990 |
|
| S4 |
0.8776 |
0.8820 |
0.8970 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9197 |
|
2.618 |
0.9130 |
|
1.618 |
0.9089 |
|
1.000 |
0.9064 |
|
0.618 |
0.9048 |
|
HIGH |
0.9023 |
|
0.618 |
0.9007 |
|
0.500 |
0.9003 |
|
0.382 |
0.8998 |
|
LOW |
0.8982 |
|
0.618 |
0.8957 |
|
1.000 |
0.8941 |
|
1.618 |
0.8916 |
|
2.618 |
0.8875 |
|
4.250 |
0.8808 |
|
|
| Fisher Pivots for day following 13-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9008 |
0.9003 |
| PP |
0.9005 |
0.8996 |
| S1 |
0.9003 |
0.8989 |
|