CME Japanese Yen Future June 2007
Trading Metrics calculated at close of trading on 31-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2007 |
31-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
0.8377 |
0.8375 |
-0.0002 |
0.0% |
0.8385 |
High |
0.8385 |
0.8440 |
0.0055 |
0.7% |
0.8475 |
Low |
0.8358 |
0.8370 |
0.0012 |
0.1% |
0.8373 |
Close |
0.8375 |
0.8436 |
0.0061 |
0.7% |
0.8381 |
Range |
0.0027 |
0.0070 |
0.0043 |
159.3% |
0.0102 |
ATR |
0.0040 |
0.0042 |
0.0002 |
5.4% |
0.0000 |
Volume |
272 |
370 |
98 |
36.0% |
21,898 |
|
Daily Pivots for day following 31-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8625 |
0.8601 |
0.8475 |
|
R3 |
0.8555 |
0.8531 |
0.8455 |
|
R2 |
0.8485 |
0.8485 |
0.8449 |
|
R1 |
0.8461 |
0.8461 |
0.8442 |
0.8473 |
PP |
0.8415 |
0.8415 |
0.8415 |
0.8422 |
S1 |
0.8391 |
0.8391 |
0.8430 |
0.8403 |
S2 |
0.8345 |
0.8345 |
0.8423 |
|
S3 |
0.8275 |
0.8321 |
0.8417 |
|
S4 |
0.8205 |
0.8251 |
0.8398 |
|
|
Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8716 |
0.8650 |
0.8437 |
|
R3 |
0.8614 |
0.8548 |
0.8409 |
|
R2 |
0.8512 |
0.8512 |
0.8400 |
|
R1 |
0.8446 |
0.8446 |
0.8390 |
0.8428 |
PP |
0.8410 |
0.8410 |
0.8410 |
0.8401 |
S1 |
0.8344 |
0.8344 |
0.8372 |
0.8326 |
S2 |
0.8308 |
0.8308 |
0.8362 |
|
S3 |
0.8206 |
0.8242 |
0.8353 |
|
S4 |
0.8104 |
0.8140 |
0.8325 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8738 |
2.618 |
0.8623 |
1.618 |
0.8553 |
1.000 |
0.8510 |
0.618 |
0.8483 |
HIGH |
0.8440 |
0.618 |
0.8413 |
0.500 |
0.8405 |
0.382 |
0.8397 |
LOW |
0.8370 |
0.618 |
0.8327 |
1.000 |
0.8300 |
1.618 |
0.8257 |
2.618 |
0.8187 |
4.250 |
0.8073 |
|
|
Fisher Pivots for day following 31-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8426 |
0.8422 |
PP |
0.8415 |
0.8407 |
S1 |
0.8405 |
0.8393 |
|