CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 03-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2007 |
03-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8594 |
0.8603 |
0.0009 |
0.1% |
0.8602 |
| High |
0.8603 |
0.8603 |
0.0000 |
0.0% |
0.8627 |
| Low |
0.8594 |
0.8540 |
-0.0054 |
-0.6% |
0.8577 |
| Close |
0.8598 |
0.8561 |
-0.0037 |
-0.4% |
0.8582 |
| Range |
0.0009 |
0.0063 |
0.0054 |
600.0% |
0.0050 |
| ATR |
0.0029 |
0.0032 |
0.0002 |
8.2% |
0.0000 |
| Volume |
17 |
55 |
38 |
223.5% |
1,230 |
|
| Daily Pivots for day following 03-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8757 |
0.8722 |
0.8596 |
|
| R3 |
0.8694 |
0.8659 |
0.8578 |
|
| R2 |
0.8631 |
0.8631 |
0.8573 |
|
| R1 |
0.8596 |
0.8596 |
0.8567 |
0.8582 |
| PP |
0.8568 |
0.8568 |
0.8568 |
0.8561 |
| S1 |
0.8533 |
0.8533 |
0.8555 |
0.8519 |
| S2 |
0.8505 |
0.8505 |
0.8549 |
|
| S3 |
0.8442 |
0.8470 |
0.8544 |
|
| S4 |
0.8379 |
0.8407 |
0.8526 |
|
|
| 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 |
0.8871 |
|
2.618 |
0.8768 |
|
1.618 |
0.8705 |
|
1.000 |
0.8666 |
|
0.618 |
0.8642 |
|
HIGH |
0.8603 |
|
0.618 |
0.8579 |
|
0.500 |
0.8572 |
|
0.382 |
0.8564 |
|
LOW |
0.8540 |
|
0.618 |
0.8501 |
|
1.000 |
0.8477 |
|
1.618 |
0.8438 |
|
2.618 |
0.8375 |
|
4.250 |
0.8272 |
|
|
| Fisher Pivots for day following 03-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8572 |
0.8572 |
| PP |
0.8568 |
0.8568 |
| S1 |
0.8565 |
0.8565 |
|