CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 06-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8634 |
0.8745 |
0.0112 |
1.3% |
0.8594 |
| High |
0.8744 |
0.8754 |
0.0010 |
0.1% |
0.8754 |
| Low |
0.8621 |
0.8598 |
-0.0023 |
-0.3% |
0.8497 |
| Close |
0.8716 |
0.8610 |
-0.0106 |
-1.2% |
0.8610 |
| Range |
0.0123 |
0.0156 |
0.0033 |
26.9% |
0.0257 |
| ATR |
0.0089 |
0.0094 |
0.0005 |
5.3% |
0.0000 |
| Volume |
5,147 |
791 |
-4,356 |
-84.6% |
7,088 |
|
| Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9120 |
0.9021 |
0.8696 |
|
| R3 |
0.8965 |
0.8865 |
0.8653 |
|
| R2 |
0.8809 |
0.8809 |
0.8639 |
|
| R1 |
0.8710 |
0.8710 |
0.8624 |
0.8682 |
| PP |
0.8654 |
0.8654 |
0.8654 |
0.8640 |
| S1 |
0.8554 |
0.8554 |
0.8596 |
0.8526 |
| S2 |
0.8498 |
0.8498 |
0.8581 |
|
| S3 |
0.8343 |
0.8399 |
0.8567 |
|
| S4 |
0.8187 |
0.8243 |
0.8524 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9391 |
0.9258 |
0.8751 |
|
| R3 |
0.9134 |
0.9001 |
0.8681 |
|
| R2 |
0.8877 |
0.8877 |
0.8657 |
|
| R1 |
0.8744 |
0.8744 |
0.8634 |
0.8810 |
| PP |
0.8620 |
0.8620 |
0.8620 |
0.8653 |
| S1 |
0.8487 |
0.8487 |
0.8586 |
0.8553 |
| S2 |
0.8363 |
0.8363 |
0.8563 |
|
| S3 |
0.8106 |
0.8230 |
0.8539 |
|
| S4 |
0.7849 |
0.7973 |
0.8469 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9414 |
|
2.618 |
0.9161 |
|
1.618 |
0.9005 |
|
1.000 |
0.8909 |
|
0.618 |
0.8850 |
|
HIGH |
0.8754 |
|
0.618 |
0.8694 |
|
0.500 |
0.8676 |
|
0.382 |
0.8657 |
|
LOW |
0.8598 |
|
0.618 |
0.8502 |
|
1.000 |
0.8443 |
|
1.618 |
0.8346 |
|
2.618 |
0.8191 |
|
4.250 |
0.7937 |
|
|
| Fisher Pivots for day following 06-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8676 |
0.8640 |
| PP |
0.8654 |
0.8630 |
| S1 |
0.8632 |
0.8620 |
|