CME Japanese Yen Future June 2017
Trading Metrics calculated at close of trading on 03-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
0.8676 |
0.8594 |
-0.0083 |
-1.0% |
0.8605 |
High |
0.8685 |
0.8599 |
-0.0086 |
-1.0% |
0.8685 |
Low |
0.8603 |
0.8497 |
-0.0106 |
-1.2% |
0.8562 |
Close |
0.8639 |
0.8567 |
-0.0073 |
-0.8% |
0.8639 |
Range |
0.0083 |
0.0103 |
0.0020 |
24.2% |
0.0123 |
ATR |
0.0078 |
0.0083 |
0.0005 |
5.9% |
0.0000 |
Volume |
153 |
557 |
404 |
264.1% |
607 |
|
Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8862 |
0.8817 |
0.8623 |
|
R3 |
0.8759 |
0.8714 |
0.8595 |
|
R2 |
0.8657 |
0.8657 |
0.8585 |
|
R1 |
0.8612 |
0.8612 |
0.8576 |
0.8583 |
PP |
0.8554 |
0.8554 |
0.8554 |
0.8540 |
S1 |
0.8509 |
0.8509 |
0.8557 |
0.8480 |
S2 |
0.8452 |
0.8452 |
0.8548 |
|
S3 |
0.8349 |
0.8407 |
0.8538 |
|
S4 |
0.8247 |
0.8304 |
0.8510 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8998 |
0.8941 |
0.8707 |
|
R3 |
0.8875 |
0.8818 |
0.8673 |
|
R2 |
0.8752 |
0.8752 |
0.8662 |
|
R1 |
0.8695 |
0.8695 |
0.8650 |
0.8724 |
PP |
0.8629 |
0.8629 |
0.8629 |
0.8643 |
S1 |
0.8572 |
0.8572 |
0.8628 |
0.8601 |
S2 |
0.8506 |
0.8506 |
0.8616 |
|
S3 |
0.8383 |
0.8449 |
0.8605 |
|
S4 |
0.8260 |
0.8326 |
0.8571 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9035 |
2.618 |
0.8867 |
1.618 |
0.8765 |
1.000 |
0.8702 |
0.618 |
0.8662 |
HIGH |
0.8599 |
0.618 |
0.8560 |
0.500 |
0.8548 |
0.382 |
0.8536 |
LOW |
0.8497 |
0.618 |
0.8433 |
1.000 |
0.8394 |
1.618 |
0.8331 |
2.618 |
0.8228 |
4.250 |
0.8061 |
|
|
Fisher Pivots for day following 03-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8560 |
0.8591 |
PP |
0.8554 |
0.8583 |
S1 |
0.8548 |
0.8575 |
|