CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 22-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2006 |
22-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
0.8660 |
0.8647 |
-0.0013 |
-0.2% |
0.8667 |
| High |
0.8660 |
0.8648 |
-0.0012 |
-0.1% |
0.8686 |
| Low |
0.8639 |
0.8603 |
-0.0036 |
-0.4% |
0.8603 |
| Close |
0.8646 |
0.8604 |
-0.0042 |
-0.5% |
0.8604 |
| Range |
0.0021 |
0.0045 |
0.0024 |
114.3% |
0.0083 |
| ATR |
0.0031 |
0.0032 |
0.0001 |
3.2% |
0.0000 |
| Volume |
3,078 |
142 |
-2,936 |
-95.4% |
4,129 |
|
| Daily Pivots for day following 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8753 |
0.8724 |
0.8629 |
|
| R3 |
0.8708 |
0.8679 |
0.8616 |
|
| R2 |
0.8663 |
0.8663 |
0.8612 |
|
| R1 |
0.8634 |
0.8634 |
0.8608 |
0.8626 |
| PP |
0.8618 |
0.8618 |
0.8618 |
0.8615 |
| S1 |
0.8589 |
0.8589 |
0.8600 |
0.8581 |
| S2 |
0.8573 |
0.8573 |
0.8596 |
|
| S3 |
0.8528 |
0.8544 |
0.8592 |
|
| S4 |
0.8483 |
0.8499 |
0.8579 |
|
|
| Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8880 |
0.8825 |
0.8650 |
|
| R3 |
0.8797 |
0.8742 |
0.8627 |
|
| R2 |
0.8714 |
0.8714 |
0.8619 |
|
| R1 |
0.8659 |
0.8659 |
0.8612 |
0.8645 |
| PP |
0.8631 |
0.8631 |
0.8631 |
0.8624 |
| S1 |
0.8576 |
0.8576 |
0.8596 |
0.8562 |
| S2 |
0.8548 |
0.8548 |
0.8589 |
|
| S3 |
0.8465 |
0.8493 |
0.8581 |
|
| S4 |
0.8382 |
0.8410 |
0.8558 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8839 |
|
2.618 |
0.8766 |
|
1.618 |
0.8721 |
|
1.000 |
0.8693 |
|
0.618 |
0.8676 |
|
HIGH |
0.8648 |
|
0.618 |
0.8631 |
|
0.500 |
0.8626 |
|
0.382 |
0.8620 |
|
LOW |
0.8603 |
|
0.618 |
0.8575 |
|
1.000 |
0.8558 |
|
1.618 |
0.8530 |
|
2.618 |
0.8485 |
|
4.250 |
0.8412 |
|
|
| Fisher Pivots for day following 22-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
0.8626 |
0.8638 |
| PP |
0.8618 |
0.8626 |
| S1 |
0.8611 |
0.8615 |
|