CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 06-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2017 |
06-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8914 |
0.8931 |
0.0017 |
0.2% |
0.8772 |
| High |
0.8950 |
0.9005 |
0.0055 |
0.6% |
0.8973 |
| Low |
0.8862 |
0.8916 |
0.0054 |
0.6% |
0.8755 |
| Close |
0.8902 |
0.8993 |
0.0092 |
1.0% |
0.8902 |
| Range |
0.0088 |
0.0089 |
0.0001 |
1.1% |
0.0219 |
| ATR |
0.0109 |
0.0108 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
1,299 |
1,111 |
-188 |
-14.5% |
5,428 |
|
| Daily Pivots for day following 06-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9238 |
0.9205 |
0.9042 |
|
| R3 |
0.9149 |
0.9116 |
0.9017 |
|
| R2 |
0.9060 |
0.9060 |
0.9009 |
|
| R1 |
0.9027 |
0.9027 |
0.9001 |
0.9043 |
| PP |
0.8971 |
0.8971 |
0.8971 |
0.8979 |
| S1 |
0.8938 |
0.8938 |
0.8985 |
0.8954 |
| S2 |
0.8882 |
0.8882 |
0.8977 |
|
| S3 |
0.8793 |
0.8849 |
0.8969 |
|
| S4 |
0.8704 |
0.8760 |
0.8944 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9532 |
0.9435 |
0.9022 |
|
| R3 |
0.9313 |
0.9217 |
0.8962 |
|
| R2 |
0.9095 |
0.9095 |
0.8942 |
|
| R1 |
0.8998 |
0.8998 |
0.8922 |
0.9047 |
| PP |
0.8876 |
0.8876 |
0.8876 |
0.8901 |
| S1 |
0.8780 |
0.8780 |
0.8881 |
0.8828 |
| S2 |
0.8658 |
0.8658 |
0.8861 |
|
| S3 |
0.8439 |
0.8561 |
0.8841 |
|
| S4 |
0.8221 |
0.8343 |
0.8781 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9383 |
|
2.618 |
0.9238 |
|
1.618 |
0.9149 |
|
1.000 |
0.9094 |
|
0.618 |
0.9060 |
|
HIGH |
0.9005 |
|
0.618 |
0.8971 |
|
0.500 |
0.8960 |
|
0.382 |
0.8949 |
|
LOW |
0.8916 |
|
0.618 |
0.8860 |
|
1.000 |
0.8827 |
|
1.618 |
0.8771 |
|
2.618 |
0.8682 |
|
4.250 |
0.8537 |
|
|
| Fisher Pivots for day following 06-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8982 |
0.8973 |
| PP |
0.8971 |
0.8953 |
| S1 |
0.8960 |
0.8933 |
|