CME Japanese Yen Future June 2007
Trading Metrics calculated at close of trading on 29-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2006 |
29-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
0.8605 |
0.8593 |
-0.0012 |
-0.1% |
0.8602 |
High |
0.8616 |
0.8595 |
-0.0021 |
-0.2% |
0.8627 |
Low |
0.8604 |
0.8577 |
-0.0027 |
-0.3% |
0.8577 |
Close |
0.8595 |
0.8582 |
-0.0013 |
-0.2% |
0.8582 |
Range |
0.0012 |
0.0018 |
0.0006 |
50.0% |
0.0050 |
ATR |
0.0031 |
0.0030 |
-0.0001 |
-3.0% |
0.0000 |
Volume |
1,127 |
15 |
-1,112 |
-98.7% |
1,230 |
|
Daily Pivots for day following 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8639 |
0.8628 |
0.8592 |
|
R3 |
0.8621 |
0.8610 |
0.8587 |
|
R2 |
0.8603 |
0.8603 |
0.8585 |
|
R1 |
0.8592 |
0.8592 |
0.8584 |
0.8589 |
PP |
0.8585 |
0.8585 |
0.8585 |
0.8583 |
S1 |
0.8574 |
0.8574 |
0.8580 |
0.8571 |
S2 |
0.8567 |
0.8567 |
0.8579 |
|
S3 |
0.8549 |
0.8556 |
0.8577 |
|
S4 |
0.8531 |
0.8538 |
0.8572 |
|
|
Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8745 |
0.8714 |
0.8610 |
|
R3 |
0.8695 |
0.8664 |
0.8596 |
|
R2 |
0.8645 |
0.8645 |
0.8591 |
|
R1 |
0.8614 |
0.8614 |
0.8587 |
0.8605 |
PP |
0.8595 |
0.8595 |
0.8595 |
0.8591 |
S1 |
0.8564 |
0.8564 |
0.8577 |
0.8555 |
S2 |
0.8545 |
0.8545 |
0.8573 |
|
S3 |
0.8495 |
0.8514 |
0.8568 |
|
S4 |
0.8445 |
0.8464 |
0.8555 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8672 |
2.618 |
0.8642 |
1.618 |
0.8624 |
1.000 |
0.8613 |
0.618 |
0.8606 |
HIGH |
0.8595 |
0.618 |
0.8588 |
0.500 |
0.8586 |
0.382 |
0.8584 |
LOW |
0.8577 |
0.618 |
0.8566 |
1.000 |
0.8559 |
1.618 |
0.8548 |
2.618 |
0.8530 |
4.250 |
0.8501 |
|
|
Fisher Pivots for day following 29-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
0.8586 |
0.8602 |
PP |
0.8585 |
0.8595 |
S1 |
0.8583 |
0.8589 |
|