CME Japanese Yen Future June 2007
Trading Metrics calculated at close of trading on 12-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2007 |
12-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
0.8527 |
0.8458 |
-0.0069 |
-0.8% |
0.8603 |
High |
0.8527 |
0.8485 |
-0.0042 |
-0.5% |
0.8632 |
Low |
0.8459 |
0.8458 |
-0.0001 |
0.0% |
0.8458 |
Close |
0.8475 |
0.8476 |
0.0001 |
0.0% |
0.8476 |
Range |
0.0068 |
0.0027 |
-0.0041 |
-60.3% |
0.0174 |
ATR |
0.0037 |
0.0036 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
24 |
546 |
522 |
2,175.0% |
1,178 |
|
Daily Pivots for day following 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8554 |
0.8542 |
0.8491 |
|
R3 |
0.8527 |
0.8515 |
0.8483 |
|
R2 |
0.8500 |
0.8500 |
0.8481 |
|
R1 |
0.8488 |
0.8488 |
0.8478 |
0.8494 |
PP |
0.8473 |
0.8473 |
0.8473 |
0.8476 |
S1 |
0.8461 |
0.8461 |
0.8474 |
0.8467 |
S2 |
0.8446 |
0.8446 |
0.8471 |
|
S3 |
0.8419 |
0.8434 |
0.8469 |
|
S4 |
0.8392 |
0.8407 |
0.8461 |
|
|
Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9044 |
0.8934 |
0.8572 |
|
R3 |
0.8870 |
0.8760 |
0.8524 |
|
R2 |
0.8696 |
0.8696 |
0.8508 |
|
R1 |
0.8586 |
0.8586 |
0.8492 |
0.8554 |
PP |
0.8522 |
0.8522 |
0.8522 |
0.8506 |
S1 |
0.8412 |
0.8412 |
0.8460 |
0.8380 |
S2 |
0.8348 |
0.8348 |
0.8444 |
|
S3 |
0.8174 |
0.8238 |
0.8428 |
|
S4 |
0.8000 |
0.8064 |
0.8380 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8600 |
2.618 |
0.8556 |
1.618 |
0.8529 |
1.000 |
0.8512 |
0.618 |
0.8502 |
HIGH |
0.8485 |
0.618 |
0.8475 |
0.500 |
0.8472 |
0.382 |
0.8468 |
LOW |
0.8458 |
0.618 |
0.8441 |
1.000 |
0.8431 |
1.618 |
0.8414 |
2.618 |
0.8387 |
4.250 |
0.8343 |
|
|
Fisher Pivots for day following 12-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8475 |
0.8495 |
PP |
0.8473 |
0.8488 |
S1 |
0.8472 |
0.8482 |
|