CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 17-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2017 |
17-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8768 |
0.8805 |
0.0037 |
0.4% |
0.8595 |
| High |
0.8813 |
0.8941 |
0.0128 |
1.5% |
0.8853 |
| Low |
0.8724 |
0.8800 |
0.0076 |
0.9% |
0.8573 |
| Close |
0.8797 |
0.8937 |
0.0140 |
1.6% |
0.8797 |
| Range |
0.0089 |
0.0142 |
0.0053 |
59.0% |
0.0281 |
| ATR |
0.0103 |
0.0105 |
0.0003 |
2.9% |
0.0000 |
| Volume |
596 |
664 |
68 |
11.4% |
5,009 |
|
| Daily Pivots for day following 17-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9317 |
0.9269 |
0.9015 |
|
| R3 |
0.9176 |
0.9127 |
0.8976 |
|
| R2 |
0.9034 |
0.9034 |
0.8963 |
|
| R1 |
0.8986 |
0.8986 |
0.8950 |
0.9010 |
| PP |
0.8893 |
0.8893 |
0.8893 |
0.8905 |
| S1 |
0.8844 |
0.8844 |
0.8924 |
0.8868 |
| S2 |
0.8751 |
0.8751 |
0.8911 |
|
| S3 |
0.8610 |
0.8703 |
0.8898 |
|
| S4 |
0.8468 |
0.8561 |
0.8859 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9582 |
0.9470 |
0.8951 |
|
| R3 |
0.9302 |
0.9190 |
0.8874 |
|
| R2 |
0.9021 |
0.9021 |
0.8848 |
|
| R1 |
0.8909 |
0.8909 |
0.8823 |
0.8965 |
| PP |
0.8741 |
0.8741 |
0.8741 |
0.8769 |
| S1 |
0.8629 |
0.8629 |
0.8771 |
0.8685 |
| S2 |
0.8460 |
0.8460 |
0.8746 |
|
| S3 |
0.8180 |
0.8348 |
0.8720 |
|
| S4 |
0.7899 |
0.8068 |
0.8643 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9542 |
|
2.618 |
0.9311 |
|
1.618 |
0.9170 |
|
1.000 |
0.9083 |
|
0.618 |
0.9028 |
|
HIGH |
0.8941 |
|
0.618 |
0.8887 |
|
0.500 |
0.8870 |
|
0.382 |
0.8854 |
|
LOW |
0.8800 |
|
0.618 |
0.8712 |
|
1.000 |
0.8658 |
|
1.618 |
0.8571 |
|
2.618 |
0.8429 |
|
4.250 |
0.8198 |
|
|
| Fisher Pivots for day following 17-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8915 |
0.8902 |
| PP |
0.8893 |
0.8867 |
| S1 |
0.8870 |
0.8833 |
|