CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 28-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2006 |
28-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
0.8583 |
0.8605 |
0.0022 |
0.3% |
0.8667 |
| High |
0.8627 |
0.8616 |
-0.0011 |
-0.1% |
0.8686 |
| Low |
0.8583 |
0.8604 |
0.0021 |
0.2% |
0.8603 |
| Close |
0.8615 |
0.8595 |
-0.0020 |
-0.2% |
0.8604 |
| Range |
0.0044 |
0.0012 |
-0.0032 |
-72.7% |
0.0083 |
| ATR |
0.0032 |
0.0031 |
-0.0001 |
-4.5% |
0.0000 |
| Volume |
2 |
1,127 |
1,125 |
56,250.0% |
4,129 |
|
| Daily Pivots for day following 28-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8641 |
0.8630 |
0.8602 |
|
| R3 |
0.8629 |
0.8618 |
0.8598 |
|
| R2 |
0.8617 |
0.8617 |
0.8597 |
|
| R1 |
0.8606 |
0.8606 |
0.8596 |
0.8606 |
| PP |
0.8605 |
0.8605 |
0.8605 |
0.8605 |
| S1 |
0.8594 |
0.8594 |
0.8594 |
0.8594 |
| S2 |
0.8593 |
0.8593 |
0.8593 |
|
| S3 |
0.8581 |
0.8582 |
0.8592 |
|
| S4 |
0.8569 |
0.8570 |
0.8588 |
|
|
| 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 |
0.8667 |
|
2.618 |
0.8647 |
|
1.618 |
0.8635 |
|
1.000 |
0.8628 |
|
0.618 |
0.8623 |
|
HIGH |
0.8616 |
|
0.618 |
0.8611 |
|
0.500 |
0.8610 |
|
0.382 |
0.8609 |
|
LOW |
0.8604 |
|
0.618 |
0.8597 |
|
1.000 |
0.8592 |
|
1.618 |
0.8585 |
|
2.618 |
0.8573 |
|
4.250 |
0.8553 |
|
|
| Fisher Pivots for day following 28-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
0.8610 |
0.8605 |
| PP |
0.8605 |
0.8602 |
| S1 |
0.8600 |
0.8598 |
|