CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 05-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2017 |
05-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8565 |
0.8634 |
0.0069 |
0.8% |
0.8605 |
| High |
0.8607 |
0.8744 |
0.0137 |
1.6% |
0.8685 |
| Low |
0.8527 |
0.8621 |
0.0094 |
1.1% |
0.8562 |
| Close |
0.8569 |
0.8716 |
0.0148 |
1.7% |
0.8639 |
| Range |
0.0080 |
0.0123 |
0.0043 |
53.1% |
0.0123 |
| ATR |
0.0082 |
0.0089 |
0.0007 |
8.0% |
0.0000 |
| Volume |
593 |
5,147 |
4,554 |
768.0% |
607 |
|
| Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9061 |
0.9011 |
0.8783 |
|
| R3 |
0.8939 |
0.8889 |
0.8750 |
|
| R2 |
0.8816 |
0.8816 |
0.8738 |
|
| R1 |
0.8766 |
0.8766 |
0.8727 |
0.8791 |
| PP |
0.8694 |
0.8694 |
0.8694 |
0.8706 |
| S1 |
0.8644 |
0.8644 |
0.8705 |
0.8669 |
| S2 |
0.8571 |
0.8571 |
0.8694 |
|
| S3 |
0.8449 |
0.8521 |
0.8682 |
|
| S4 |
0.8326 |
0.8399 |
0.8649 |
|
|
| 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 |
0.9264 |
|
2.618 |
0.9064 |
|
1.618 |
0.8942 |
|
1.000 |
0.8866 |
|
0.618 |
0.8819 |
|
HIGH |
0.8744 |
|
0.618 |
0.8697 |
|
0.500 |
0.8682 |
|
0.382 |
0.8668 |
|
LOW |
0.8621 |
|
0.618 |
0.8545 |
|
1.000 |
0.8499 |
|
1.618 |
0.8423 |
|
2.618 |
0.8300 |
|
4.250 |
0.8100 |
|
|
| Fisher Pivots for day following 05-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8705 |
0.8684 |
| PP |
0.8694 |
0.8652 |
| S1 |
0.8682 |
0.8620 |
|