CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 19-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8550 |
0.8573 |
0.0023 |
0.3% |
0.8731 |
| High |
0.8584 |
0.8653 |
0.0070 |
0.8% |
0.8794 |
| Low |
0.8525 |
0.8573 |
0.0049 |
0.6% |
0.8510 |
| Close |
0.8547 |
0.8603 |
0.0056 |
0.6% |
0.8547 |
| Range |
0.0059 |
0.0080 |
0.0021 |
35.6% |
0.0285 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
1.0% |
0.0000 |
| Volume |
26 |
65 |
39 |
150.0% |
146 |
|
| Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8850 |
0.8806 |
0.8647 |
|
| R3 |
0.8770 |
0.8726 |
0.8625 |
|
| R2 |
0.8690 |
0.8690 |
0.8617 |
|
| R1 |
0.8646 |
0.8646 |
0.8610 |
0.8668 |
| PP |
0.8610 |
0.8610 |
0.8610 |
0.8620 |
| S1 |
0.8566 |
0.8566 |
0.8595 |
0.8588 |
| S2 |
0.8530 |
0.8530 |
0.8588 |
|
| S3 |
0.8450 |
0.8486 |
0.8581 |
|
| S4 |
0.8370 |
0.8406 |
0.8559 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9470 |
0.9293 |
0.8703 |
|
| R3 |
0.9186 |
0.9009 |
0.8625 |
|
| R2 |
0.8901 |
0.8901 |
0.8599 |
|
| R1 |
0.8724 |
0.8724 |
0.8573 |
0.8671 |
| PP |
0.8617 |
0.8617 |
0.8617 |
0.8590 |
| S1 |
0.8440 |
0.8440 |
0.8521 |
0.8386 |
| S2 |
0.8332 |
0.8332 |
0.8495 |
|
| S3 |
0.8048 |
0.8155 |
0.8469 |
|
| S4 |
0.7763 |
0.7871 |
0.8391 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8993 |
|
2.618 |
0.8862 |
|
1.618 |
0.8782 |
|
1.000 |
0.8733 |
|
0.618 |
0.8702 |
|
HIGH |
0.8653 |
|
0.618 |
0.8622 |
|
0.500 |
0.8613 |
|
0.382 |
0.8604 |
|
LOW |
0.8573 |
|
0.618 |
0.8524 |
|
1.000 |
0.8493 |
|
1.618 |
0.8444 |
|
2.618 |
0.8364 |
|
4.250 |
0.8233 |
|
|
| Fisher Pivots for day following 19-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8613 |
0.8595 |
| PP |
0.8610 |
0.8588 |
| S1 |
0.8606 |
0.8581 |
|