CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 24-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2017 |
24-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8816 |
0.8938 |
0.0122 |
1.4% |
0.8805 |
| High |
0.8930 |
0.8944 |
0.0014 |
0.2% |
0.8941 |
| Low |
0.8801 |
0.8837 |
0.0036 |
0.4% |
0.8708 |
| Close |
0.8908 |
0.8840 |
-0.0068 |
-0.8% |
0.8810 |
| Range |
0.0129 |
0.0107 |
-0.0023 |
-17.4% |
0.0234 |
| ATR |
0.0112 |
0.0112 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
361 |
482 |
121 |
33.5% |
1,690 |
|
| Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9193 |
0.9123 |
0.8898 |
|
| R3 |
0.9086 |
0.9016 |
0.8869 |
|
| R2 |
0.8980 |
0.8980 |
0.8859 |
|
| R1 |
0.8910 |
0.8910 |
0.8849 |
0.8892 |
| PP |
0.8873 |
0.8873 |
0.8873 |
0.8864 |
| S1 |
0.8803 |
0.8803 |
0.8830 |
0.8785 |
| S2 |
0.8767 |
0.8767 |
0.8820 |
|
| S3 |
0.8660 |
0.8697 |
0.8810 |
|
| S4 |
0.8554 |
0.8590 |
0.8781 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9520 |
0.9398 |
0.8938 |
|
| R3 |
0.9286 |
0.9165 |
0.8874 |
|
| R2 |
0.9053 |
0.9053 |
0.8852 |
|
| R1 |
0.8931 |
0.8931 |
0.8831 |
0.8992 |
| PP |
0.8819 |
0.8819 |
0.8819 |
0.8850 |
| S1 |
0.8698 |
0.8698 |
0.8788 |
0.8759 |
| S2 |
0.8586 |
0.8586 |
0.8767 |
|
| S3 |
0.8352 |
0.8464 |
0.8745 |
|
| S4 |
0.8119 |
0.8231 |
0.8681 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9396 |
|
2.618 |
0.9222 |
|
1.618 |
0.9116 |
|
1.000 |
0.9050 |
|
0.618 |
0.9009 |
|
HIGH |
0.8944 |
|
0.618 |
0.8903 |
|
0.500 |
0.8890 |
|
0.382 |
0.8878 |
|
LOW |
0.8837 |
|
0.618 |
0.8771 |
|
1.000 |
0.8731 |
|
1.618 |
0.8665 |
|
2.618 |
0.8558 |
|
4.250 |
0.8384 |
|
|
| Fisher Pivots for day following 24-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8890 |
0.8838 |
| PP |
0.8873 |
0.8836 |
| S1 |
0.8856 |
0.8835 |
|