CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 27-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2006 |
27-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
0.8602 |
0.8583 |
-0.0019 |
-0.2% |
0.8667 |
| High |
0.8602 |
0.8627 |
0.0025 |
0.3% |
0.8686 |
| Low |
0.8583 |
0.8583 |
0.0000 |
0.0% |
0.8603 |
| Close |
0.8586 |
0.8615 |
0.0029 |
0.3% |
0.8604 |
| Range |
0.0019 |
0.0044 |
0.0025 |
131.6% |
0.0083 |
| ATR |
0.0031 |
0.0032 |
0.0001 |
2.9% |
0.0000 |
| Volume |
86 |
2 |
-84 |
-97.7% |
4,129 |
|
| Daily Pivots for day following 27-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8740 |
0.8722 |
0.8639 |
|
| R3 |
0.8696 |
0.8678 |
0.8627 |
|
| R2 |
0.8652 |
0.8652 |
0.8623 |
|
| R1 |
0.8634 |
0.8634 |
0.8619 |
0.8643 |
| PP |
0.8608 |
0.8608 |
0.8608 |
0.8613 |
| S1 |
0.8590 |
0.8590 |
0.8611 |
0.8599 |
| S2 |
0.8564 |
0.8564 |
0.8607 |
|
| S3 |
0.8520 |
0.8546 |
0.8603 |
|
| S4 |
0.8476 |
0.8502 |
0.8591 |
|
|
| 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 |
0.8814 |
|
2.618 |
0.8742 |
|
1.618 |
0.8698 |
|
1.000 |
0.8671 |
|
0.618 |
0.8654 |
|
HIGH |
0.8627 |
|
0.618 |
0.8610 |
|
0.500 |
0.8605 |
|
0.382 |
0.8600 |
|
LOW |
0.8583 |
|
0.618 |
0.8556 |
|
1.000 |
0.8539 |
|
1.618 |
0.8512 |
|
2.618 |
0.8468 |
|
4.250 |
0.8396 |
|
|
| Fisher Pivots for day following 27-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
0.8612 |
0.8616 |
| PP |
0.8608 |
0.8615 |
| S1 |
0.8605 |
0.8615 |
|