CME Japanese Yen Future June 2017
Trading Metrics calculated at close of trading on 31-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2017 |
31-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
0.8772 |
0.8842 |
0.0070 |
0.8% |
0.8816 |
High |
0.8865 |
0.8973 |
0.0108 |
1.2% |
0.8944 |
Low |
0.8755 |
0.8827 |
0.0073 |
0.8% |
0.8723 |
Close |
0.8850 |
0.8925 |
0.0075 |
0.8% |
0.8747 |
Range |
0.0111 |
0.0146 |
0.0035 |
31.5% |
0.0221 |
ATR |
0.0110 |
0.0112 |
0.0003 |
2.4% |
0.0000 |
Volume |
1,300 |
1,454 |
154 |
11.8% |
2,216 |
|
Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9346 |
0.9281 |
0.9005 |
|
R3 |
0.9200 |
0.9135 |
0.8965 |
|
R2 |
0.9054 |
0.9054 |
0.8951 |
|
R1 |
0.8989 |
0.8989 |
0.8938 |
0.9022 |
PP |
0.8908 |
0.8908 |
0.8908 |
0.8924 |
S1 |
0.8843 |
0.8843 |
0.8911 |
0.8876 |
S2 |
0.8762 |
0.8762 |
0.8898 |
|
S3 |
0.8616 |
0.8697 |
0.8884 |
|
S4 |
0.8470 |
0.8551 |
0.8844 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9467 |
0.9328 |
0.8868 |
|
R3 |
0.9246 |
0.9107 |
0.8807 |
|
R2 |
0.9025 |
0.9025 |
0.8787 |
|
R1 |
0.8886 |
0.8886 |
0.8767 |
0.8845 |
PP |
0.8804 |
0.8804 |
0.8804 |
0.8784 |
S1 |
0.8665 |
0.8665 |
0.8726 |
0.8624 |
S2 |
0.8583 |
0.8583 |
0.8706 |
|
S3 |
0.8362 |
0.8444 |
0.8686 |
|
S4 |
0.8141 |
0.8223 |
0.8625 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9594 |
2.618 |
0.9355 |
1.618 |
0.9209 |
1.000 |
0.9119 |
0.618 |
0.9063 |
HIGH |
0.8973 |
0.618 |
0.8917 |
0.500 |
0.8900 |
0.382 |
0.8883 |
LOW |
0.8827 |
0.618 |
0.8737 |
1.000 |
0.8681 |
1.618 |
0.8591 |
2.618 |
0.8445 |
4.250 |
0.8207 |
|
|
Fisher Pivots for day following 31-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
0.8916 |
0.8899 |
PP |
0.8908 |
0.8873 |
S1 |
0.8900 |
0.8848 |
|