CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 05-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2007 |
05-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8561 |
0.8606 |
0.0045 |
0.5% |
0.8594 |
| High |
0.8576 |
0.8645 |
0.0069 |
0.8% |
0.8645 |
| Low |
0.8552 |
0.8586 |
0.0034 |
0.4% |
0.8540 |
| Close |
0.8577 |
0.8609 |
0.0032 |
0.4% |
0.8609 |
| Range |
0.0024 |
0.0059 |
0.0035 |
145.8% |
0.0105 |
| ATR |
0.0031 |
0.0034 |
0.0003 |
8.5% |
0.0000 |
| Volume |
100 |
404 |
304 |
304.0% |
576 |
|
| Daily Pivots for day following 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8790 |
0.8759 |
0.8641 |
|
| R3 |
0.8731 |
0.8700 |
0.8625 |
|
| R2 |
0.8672 |
0.8672 |
0.8620 |
|
| R1 |
0.8641 |
0.8641 |
0.8614 |
0.8657 |
| PP |
0.8613 |
0.8613 |
0.8613 |
0.8621 |
| S1 |
0.8582 |
0.8582 |
0.8604 |
0.8598 |
| S2 |
0.8554 |
0.8554 |
0.8598 |
|
| S3 |
0.8495 |
0.8523 |
0.8593 |
|
| S4 |
0.8436 |
0.8464 |
0.8577 |
|
|
| Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8913 |
0.8866 |
0.8667 |
|
| R3 |
0.8808 |
0.8761 |
0.8638 |
|
| R2 |
0.8703 |
0.8703 |
0.8628 |
|
| R1 |
0.8656 |
0.8656 |
0.8619 |
0.8680 |
| PP |
0.8598 |
0.8598 |
0.8598 |
0.8610 |
| S1 |
0.8551 |
0.8551 |
0.8599 |
0.8575 |
| S2 |
0.8493 |
0.8493 |
0.8590 |
|
| S3 |
0.8388 |
0.8446 |
0.8580 |
|
| S4 |
0.8283 |
0.8341 |
0.8551 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8896 |
|
2.618 |
0.8799 |
|
1.618 |
0.8740 |
|
1.000 |
0.8704 |
|
0.618 |
0.8681 |
|
HIGH |
0.8645 |
|
0.618 |
0.8622 |
|
0.500 |
0.8616 |
|
0.382 |
0.8609 |
|
LOW |
0.8586 |
|
0.618 |
0.8550 |
|
1.000 |
0.8527 |
|
1.618 |
0.8491 |
|
2.618 |
0.8432 |
|
4.250 |
0.8335 |
|
|
| Fisher Pivots for day following 05-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8616 |
0.8604 |
| PP |
0.8613 |
0.8598 |
| S1 |
0.8611 |
0.8593 |
|