CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 27-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
0.9025 |
0.9002 |
-0.0023 |
-0.3% |
0.9068 |
| High |
0.9063 |
0.9041 |
-0.0022 |
-0.2% |
0.9084 |
| Low |
0.9005 |
0.8964 |
-0.0042 |
-0.5% |
0.9022 |
| Close |
0.9010 |
0.8987 |
-0.0022 |
-0.2% |
0.9060 |
| Range |
0.0058 |
0.0078 |
0.0020 |
35.7% |
0.0062 |
| ATR |
0.0061 |
0.0063 |
0.0001 |
1.9% |
0.0000 |
| Volume |
34 |
39 |
5 |
14.7% |
166 |
|
| Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9231 |
0.9187 |
0.9030 |
|
| R3 |
0.9153 |
0.9109 |
0.9009 |
|
| R2 |
0.9075 |
0.9075 |
0.9002 |
|
| R1 |
0.9031 |
0.9031 |
0.8995 |
0.9014 |
| PP |
0.8997 |
0.8997 |
0.8997 |
0.8989 |
| S1 |
0.8953 |
0.8953 |
0.8980 |
0.8937 |
| S2 |
0.8920 |
0.8920 |
0.8973 |
|
| S3 |
0.8842 |
0.8876 |
0.8966 |
|
| S4 |
0.8764 |
0.8798 |
0.8945 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9241 |
0.9213 |
0.9094 |
|
| R3 |
0.9179 |
0.9151 |
0.9077 |
|
| R2 |
0.9117 |
0.9117 |
0.9071 |
|
| R1 |
0.9089 |
0.9089 |
0.9066 |
0.9072 |
| PP |
0.9055 |
0.9055 |
0.9055 |
0.9047 |
| S1 |
0.9027 |
0.9027 |
0.9054 |
0.9010 |
| S2 |
0.8993 |
0.8993 |
0.9049 |
|
| S3 |
0.8931 |
0.8965 |
0.9043 |
|
| S4 |
0.8869 |
0.8903 |
0.9026 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9373 |
|
2.618 |
0.9246 |
|
1.618 |
0.9168 |
|
1.000 |
0.9119 |
|
0.618 |
0.9090 |
|
HIGH |
0.9041 |
|
0.618 |
0.9012 |
|
0.500 |
0.9002 |
|
0.382 |
0.8993 |
|
LOW |
0.8964 |
|
0.618 |
0.8915 |
|
1.000 |
0.8886 |
|
1.618 |
0.8837 |
|
2.618 |
0.8759 |
|
4.250 |
0.8632 |
|
|
| Fisher Pivots for day following 27-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.9002 |
0.9016 |
| PP |
0.8997 |
0.9007 |
| S1 |
0.8992 |
0.8997 |
|