CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 27-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2016 |
27-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8584 |
0.8605 |
0.0021 |
0.2% |
0.8573 |
| High |
0.8605 |
0.8608 |
0.0003 |
0.0% |
0.8653 |
| Low |
0.8574 |
0.8574 |
0.0000 |
0.0% |
0.8532 |
| Close |
0.8604 |
0.8587 |
-0.0017 |
-0.2% |
0.8604 |
| Range |
0.0031 |
0.0034 |
0.0003 |
9.8% |
0.0121 |
| ATR |
0.0084 |
0.0080 |
-0.0004 |
-4.3% |
0.0000 |
| Volume |
14 |
53 |
39 |
278.6% |
222 |
|
| Daily Pivots for day following 27-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8690 |
0.8672 |
0.8605 |
|
| R3 |
0.8657 |
0.8639 |
0.8596 |
|
| R2 |
0.8623 |
0.8623 |
0.8593 |
|
| R1 |
0.8605 |
0.8605 |
0.8590 |
0.8597 |
| PP |
0.8590 |
0.8590 |
0.8590 |
0.8586 |
| S1 |
0.8572 |
0.8572 |
0.8584 |
0.8564 |
| S2 |
0.8556 |
0.8556 |
0.8581 |
|
| S3 |
0.8523 |
0.8538 |
0.8578 |
|
| S4 |
0.8489 |
0.8505 |
0.8569 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8959 |
0.8903 |
0.8671 |
|
| R3 |
0.8838 |
0.8782 |
0.8637 |
|
| R2 |
0.8717 |
0.8717 |
0.8626 |
|
| R1 |
0.8661 |
0.8661 |
0.8615 |
0.8689 |
| PP |
0.8596 |
0.8596 |
0.8596 |
0.8611 |
| S1 |
0.8540 |
0.8540 |
0.8593 |
0.8568 |
| S2 |
0.8475 |
0.8475 |
0.8582 |
|
| S3 |
0.8354 |
0.8419 |
0.8571 |
|
| S4 |
0.8233 |
0.8298 |
0.8537 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8750 |
|
2.618 |
0.8695 |
|
1.618 |
0.8662 |
|
1.000 |
0.8641 |
|
0.618 |
0.8628 |
|
HIGH |
0.8608 |
|
0.618 |
0.8595 |
|
0.500 |
0.8591 |
|
0.382 |
0.8587 |
|
LOW |
0.8574 |
|
0.618 |
0.8553 |
|
1.000 |
0.8541 |
|
1.618 |
0.8520 |
|
2.618 |
0.8486 |
|
4.250 |
0.8432 |
|
|
| Fisher Pivots for day following 27-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8591 |
0.8585 |
| PP |
0.8590 |
0.8583 |
| S1 |
0.8588 |
0.8581 |
|