CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 18-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2017 |
18-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8805 |
0.8925 |
0.0121 |
1.4% |
0.8595 |
| High |
0.8941 |
0.8939 |
-0.0003 |
0.0% |
0.8853 |
| Low |
0.8800 |
0.8775 |
-0.0025 |
-0.3% |
0.8573 |
| Close |
0.8937 |
0.8863 |
-0.0075 |
-0.8% |
0.8797 |
| Range |
0.0142 |
0.0164 |
0.0023 |
15.9% |
0.0281 |
| ATR |
0.0105 |
0.0110 |
0.0004 |
4.0% |
0.0000 |
| Volume |
664 |
383 |
-281 |
-42.3% |
5,009 |
|
| Daily Pivots for day following 18-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9351 |
0.9271 |
0.8953 |
|
| R3 |
0.9187 |
0.9107 |
0.8908 |
|
| R2 |
0.9023 |
0.9023 |
0.8893 |
|
| R1 |
0.8943 |
0.8943 |
0.8878 |
0.8901 |
| PP |
0.8859 |
0.8859 |
0.8859 |
0.8838 |
| S1 |
0.8779 |
0.8779 |
0.8847 |
0.8737 |
| S2 |
0.8695 |
0.8695 |
0.8832 |
|
| S3 |
0.8531 |
0.8615 |
0.8817 |
|
| S4 |
0.8367 |
0.8451 |
0.8772 |
|
|
| 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 |
0.9636 |
|
2.618 |
0.9368 |
|
1.618 |
0.9204 |
|
1.000 |
0.9103 |
|
0.618 |
0.9040 |
|
HIGH |
0.8939 |
|
0.618 |
0.8876 |
|
0.500 |
0.8857 |
|
0.382 |
0.8837 |
|
LOW |
0.8775 |
|
0.618 |
0.8673 |
|
1.000 |
0.8611 |
|
1.618 |
0.8509 |
|
2.618 |
0.8345 |
|
4.250 |
0.8078 |
|
|
| Fisher Pivots for day following 18-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8861 |
0.8853 |
| PP |
0.8859 |
0.8843 |
| S1 |
0.8857 |
0.8833 |
|