CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 12-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8678 |
0.8739 |
0.0061 |
0.7% |
0.8594 |
| High |
0.8815 |
0.8853 |
0.0038 |
0.4% |
0.8754 |
| Low |
0.8619 |
0.8726 |
0.0108 |
1.2% |
0.8497 |
| Close |
0.8727 |
0.8782 |
0.0056 |
0.6% |
0.8610 |
| Range |
0.0197 |
0.0127 |
-0.0070 |
-35.4% |
0.0257 |
| ATR |
0.0102 |
0.0104 |
0.0002 |
1.8% |
0.0000 |
| Volume |
358 |
1,136 |
778 |
217.3% |
7,088 |
|
| Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9168 |
0.9102 |
0.8852 |
|
| R3 |
0.9041 |
0.8975 |
0.8817 |
|
| R2 |
0.8914 |
0.8914 |
0.8805 |
|
| R1 |
0.8848 |
0.8848 |
0.8794 |
0.8881 |
| PP |
0.8787 |
0.8787 |
0.8787 |
0.8804 |
| S1 |
0.8721 |
0.8721 |
0.8770 |
0.8754 |
| S2 |
0.8660 |
0.8660 |
0.8759 |
|
| S3 |
0.8533 |
0.8594 |
0.8747 |
|
| S4 |
0.8406 |
0.8467 |
0.8712 |
|
|
| 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 |
0.9393 |
|
2.618 |
0.9185 |
|
1.618 |
0.9058 |
|
1.000 |
0.8980 |
|
0.618 |
0.8931 |
|
HIGH |
0.8853 |
|
0.618 |
0.8804 |
|
0.500 |
0.8790 |
|
0.382 |
0.8775 |
|
LOW |
0.8726 |
|
0.618 |
0.8648 |
|
1.000 |
0.8599 |
|
1.618 |
0.8521 |
|
2.618 |
0.8394 |
|
4.250 |
0.8186 |
|
|
| Fisher Pivots for day following 12-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8790 |
0.8767 |
| PP |
0.8787 |
0.8751 |
| S1 |
0.8785 |
0.8736 |
|