CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 11-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8696 |
0.8678 |
-0.0018 |
-0.2% |
0.8594 |
| High |
0.8743 |
0.8815 |
0.0072 |
0.8% |
0.8754 |
| Low |
0.8658 |
0.8619 |
-0.0040 |
-0.5% |
0.8497 |
| Close |
0.8702 |
0.8727 |
0.0025 |
0.3% |
0.8610 |
| Range |
0.0085 |
0.0197 |
0.0112 |
131.2% |
0.0257 |
| ATR |
0.0094 |
0.0102 |
0.0007 |
7.7% |
0.0000 |
| Volume |
2,738 |
358 |
-2,380 |
-86.9% |
7,088 |
|
| Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9310 |
0.9215 |
0.8835 |
|
| R3 |
0.9113 |
0.9018 |
0.8781 |
|
| R2 |
0.8917 |
0.8917 |
0.8763 |
|
| R1 |
0.8822 |
0.8822 |
0.8745 |
0.8869 |
| PP |
0.8720 |
0.8720 |
0.8720 |
0.8744 |
| S1 |
0.8625 |
0.8625 |
0.8708 |
0.8673 |
| S2 |
0.8524 |
0.8524 |
0.8690 |
|
| S3 |
0.8327 |
0.8429 |
0.8672 |
|
| S4 |
0.8131 |
0.8232 |
0.8618 |
|
|
| 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 |
0.9650 |
|
2.618 |
0.9329 |
|
1.618 |
0.9133 |
|
1.000 |
0.9012 |
|
0.618 |
0.8936 |
|
HIGH |
0.8815 |
|
0.618 |
0.8740 |
|
0.500 |
0.8717 |
|
0.382 |
0.8694 |
|
LOW |
0.8619 |
|
0.618 |
0.8497 |
|
1.000 |
0.8422 |
|
1.618 |
0.8301 |
|
2.618 |
0.8104 |
|
4.250 |
0.7783 |
|
|
| Fisher Pivots for day following 11-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8723 |
0.8716 |
| PP |
0.8720 |
0.8705 |
| S1 |
0.8717 |
0.8694 |
|