CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 20-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8573 |
0.8554 |
-0.0020 |
-0.2% |
0.8731 |
| High |
0.8653 |
0.8620 |
-0.0033 |
-0.4% |
0.8794 |
| Low |
0.8573 |
0.8532 |
-0.0041 |
-0.5% |
0.8510 |
| Close |
0.8603 |
0.8562 |
-0.0041 |
-0.5% |
0.8547 |
| Range |
0.0080 |
0.0088 |
0.0008 |
10.0% |
0.0285 |
| ATR |
0.0094 |
0.0093 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
65 |
29 |
-36 |
-55.4% |
146 |
|
| Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8835 |
0.8787 |
0.8610 |
|
| R3 |
0.8747 |
0.8699 |
0.8586 |
|
| R2 |
0.8659 |
0.8659 |
0.8578 |
|
| R1 |
0.8611 |
0.8611 |
0.8570 |
0.8635 |
| PP |
0.8571 |
0.8571 |
0.8571 |
0.8584 |
| S1 |
0.8523 |
0.8523 |
0.8554 |
0.8547 |
| S2 |
0.8483 |
0.8483 |
0.8546 |
|
| S3 |
0.8395 |
0.8435 |
0.8538 |
|
| S4 |
0.8307 |
0.8347 |
0.8514 |
|
|
| 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 |
0.8994 |
|
2.618 |
0.8850 |
|
1.618 |
0.8762 |
|
1.000 |
0.8708 |
|
0.618 |
0.8674 |
|
HIGH |
0.8620 |
|
0.618 |
0.8586 |
|
0.500 |
0.8576 |
|
0.382 |
0.8566 |
|
LOW |
0.8532 |
|
0.618 |
0.8478 |
|
1.000 |
0.8444 |
|
1.618 |
0.8390 |
|
2.618 |
0.8302 |
|
4.250 |
0.8158 |
|
|
| Fisher Pivots for day following 20-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8576 |
0.8589 |
| PP |
0.8571 |
0.8580 |
| S1 |
0.8567 |
0.8571 |
|