CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 17-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2007 |
17-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8481 |
0.8443 |
-0.0038 |
-0.4% |
0.8603 |
| High |
0.8481 |
0.8475 |
-0.0006 |
-0.1% |
0.8632 |
| Low |
0.8450 |
0.8443 |
-0.0007 |
-0.1% |
0.8458 |
| Close |
0.8459 |
0.8454 |
-0.0005 |
-0.1% |
0.8476 |
| Range |
0.0031 |
0.0032 |
0.0001 |
3.2% |
0.0174 |
| ATR |
0.0036 |
0.0036 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
161 |
281 |
120 |
74.5% |
1,178 |
|
| Daily Pivots for day following 17-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8553 |
0.8536 |
0.8472 |
|
| R3 |
0.8521 |
0.8504 |
0.8463 |
|
| R2 |
0.8489 |
0.8489 |
0.8460 |
|
| R1 |
0.8472 |
0.8472 |
0.8457 |
0.8481 |
| PP |
0.8457 |
0.8457 |
0.8457 |
0.8462 |
| S1 |
0.8440 |
0.8440 |
0.8451 |
0.8449 |
| S2 |
0.8425 |
0.8425 |
0.8448 |
|
| S3 |
0.8393 |
0.8408 |
0.8445 |
|
| S4 |
0.8361 |
0.8376 |
0.8436 |
|
|
| 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 |
0.8611 |
|
2.618 |
0.8559 |
|
1.618 |
0.8527 |
|
1.000 |
0.8507 |
|
0.618 |
0.8495 |
|
HIGH |
0.8475 |
|
0.618 |
0.8463 |
|
0.500 |
0.8459 |
|
0.382 |
0.8455 |
|
LOW |
0.8443 |
|
0.618 |
0.8423 |
|
1.000 |
0.8411 |
|
1.618 |
0.8391 |
|
2.618 |
0.8359 |
|
4.250 |
0.8307 |
|
|
| Fisher Pivots for day following 17-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8459 |
0.8464 |
| PP |
0.8457 |
0.8461 |
| S1 |
0.8456 |
0.8457 |
|