CME Japanese Yen Future June 2007
Trading Metrics calculated at close of trading on 10-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2007 |
10-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
0.8581 |
0.8531 |
-0.0050 |
-0.6% |
0.8594 |
High |
0.8581 |
0.8531 |
-0.0050 |
-0.6% |
0.8645 |
Low |
0.8552 |
0.8528 |
-0.0024 |
-0.3% |
0.8540 |
Close |
0.8554 |
0.8535 |
-0.0019 |
-0.2% |
0.8609 |
Range |
0.0029 |
0.0003 |
-0.0026 |
-89.7% |
0.0105 |
ATR |
0.0035 |
0.0034 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
191 |
152 |
-39 |
-20.4% |
576 |
|
Daily Pivots for day following 10-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8540 |
0.8541 |
0.8537 |
|
R3 |
0.8537 |
0.8538 |
0.8536 |
|
R2 |
0.8534 |
0.8534 |
0.8536 |
|
R1 |
0.8535 |
0.8535 |
0.8535 |
0.8535 |
PP |
0.8531 |
0.8531 |
0.8531 |
0.8531 |
S1 |
0.8532 |
0.8532 |
0.8535 |
0.8532 |
S2 |
0.8528 |
0.8528 |
0.8534 |
|
S3 |
0.8525 |
0.8529 |
0.8534 |
|
S4 |
0.8522 |
0.8526 |
0.8533 |
|
|
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 |
0.8544 |
2.618 |
0.8539 |
1.618 |
0.8536 |
1.000 |
0.8534 |
0.618 |
0.8533 |
HIGH |
0.8531 |
0.618 |
0.8530 |
0.500 |
0.8530 |
0.382 |
0.8529 |
LOW |
0.8528 |
0.618 |
0.8526 |
1.000 |
0.8525 |
1.618 |
0.8523 |
2.618 |
0.8520 |
4.250 |
0.8515 |
|
|
Fisher Pivots for day following 10-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8533 |
0.8580 |
PP |
0.8531 |
0.8565 |
S1 |
0.8530 |
0.8550 |
|