CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 20-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2006 |
20-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
0.8676 |
0.8672 |
-0.0004 |
0.0% |
0.8758 |
| High |
0.8686 |
0.8672 |
-0.0014 |
-0.2% |
0.8766 |
| Low |
0.8664 |
0.8644 |
-0.0020 |
-0.2% |
0.8660 |
| Close |
0.8673 |
0.8651 |
-0.0022 |
-0.3% |
0.8670 |
| Range |
0.0022 |
0.0028 |
0.0006 |
27.3% |
0.0106 |
| ATR |
0.0000 |
0.0032 |
0.0032 |
|
0.0000 |
| Volume |
295 |
573 |
278 |
94.2% |
311 |
|
| Daily Pivots for day following 20-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8740 |
0.8723 |
0.8666 |
|
| R3 |
0.8712 |
0.8695 |
0.8659 |
|
| R2 |
0.8684 |
0.8684 |
0.8656 |
|
| R1 |
0.8667 |
0.8667 |
0.8654 |
0.8662 |
| PP |
0.8656 |
0.8656 |
0.8656 |
0.8653 |
| S1 |
0.8639 |
0.8639 |
0.8648 |
0.8634 |
| S2 |
0.8628 |
0.8628 |
0.8646 |
|
| S3 |
0.8600 |
0.8611 |
0.8643 |
|
| S4 |
0.8572 |
0.8583 |
0.8636 |
|
|
| Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9017 |
0.8949 |
0.8728 |
|
| R3 |
0.8911 |
0.8843 |
0.8699 |
|
| R2 |
0.8805 |
0.8805 |
0.8689 |
|
| R1 |
0.8737 |
0.8737 |
0.8680 |
0.8718 |
| PP |
0.8699 |
0.8699 |
0.8699 |
0.8689 |
| S1 |
0.8631 |
0.8631 |
0.8660 |
0.8612 |
| S2 |
0.8593 |
0.8593 |
0.8651 |
|
| S3 |
0.8487 |
0.8525 |
0.8641 |
|
| S4 |
0.8381 |
0.8419 |
0.8612 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8791 |
|
2.618 |
0.8745 |
|
1.618 |
0.8717 |
|
1.000 |
0.8700 |
|
0.618 |
0.8689 |
|
HIGH |
0.8672 |
|
0.618 |
0.8661 |
|
0.500 |
0.8658 |
|
0.382 |
0.8655 |
|
LOW |
0.8644 |
|
0.618 |
0.8627 |
|
1.000 |
0.8616 |
|
1.618 |
0.8599 |
|
2.618 |
0.8571 |
|
4.250 |
0.8525 |
|
|
| Fisher Pivots for day following 20-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
0.8658 |
0.8665 |
| PP |
0.8656 |
0.8660 |
| S1 |
0.8653 |
0.8656 |
|