CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 26-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2006 |
26-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
0.8647 |
0.8602 |
-0.0045 |
-0.5% |
0.8667 |
| High |
0.8648 |
0.8602 |
-0.0046 |
-0.5% |
0.8686 |
| Low |
0.8603 |
0.8583 |
-0.0020 |
-0.2% |
0.8603 |
| Close |
0.8604 |
0.8586 |
-0.0018 |
-0.2% |
0.8604 |
| Range |
0.0045 |
0.0019 |
-0.0026 |
-57.8% |
0.0083 |
| ATR |
0.0032 |
0.0031 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
142 |
86 |
-56 |
-39.4% |
4,129 |
|
| Daily Pivots for day following 26-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8647 |
0.8636 |
0.8596 |
|
| R3 |
0.8628 |
0.8617 |
0.8591 |
|
| R2 |
0.8609 |
0.8609 |
0.8589 |
|
| R1 |
0.8598 |
0.8598 |
0.8588 |
0.8594 |
| PP |
0.8590 |
0.8590 |
0.8590 |
0.8589 |
| S1 |
0.8579 |
0.8579 |
0.8584 |
0.8575 |
| S2 |
0.8571 |
0.8571 |
0.8583 |
|
| S3 |
0.8552 |
0.8560 |
0.8581 |
|
| S4 |
0.8533 |
0.8541 |
0.8576 |
|
|
| 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 |
0.8683 |
|
2.618 |
0.8652 |
|
1.618 |
0.8633 |
|
1.000 |
0.8621 |
|
0.618 |
0.8614 |
|
HIGH |
0.8602 |
|
0.618 |
0.8595 |
|
0.500 |
0.8593 |
|
0.382 |
0.8590 |
|
LOW |
0.8583 |
|
0.618 |
0.8571 |
|
1.000 |
0.8564 |
|
1.618 |
0.8552 |
|
2.618 |
0.8533 |
|
4.250 |
0.8502 |
|
|
| Fisher Pivots for day following 26-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
0.8593 |
0.8622 |
| PP |
0.8590 |
0.8610 |
| S1 |
0.8588 |
0.8598 |
|