CME Japanese Yen Future June 2007
Trading Metrics calculated at close of trading on 08-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2007 |
08-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
0.8478 |
0.8421 |
-0.0057 |
-0.7% |
0.8389 |
High |
0.8478 |
0.8421 |
-0.0057 |
-0.7% |
0.8475 |
Low |
0.8425 |
0.8376 |
-0.0049 |
-0.6% |
0.8346 |
Close |
0.8432 |
0.8402 |
-0.0030 |
-0.4% |
0.8407 |
Range |
0.0053 |
0.0045 |
-0.0008 |
-15.1% |
0.0129 |
ATR |
0.0044 |
0.0045 |
0.0001 |
1.9% |
0.0000 |
Volume |
170 |
374 |
204 |
120.0% |
2,052 |
|
Daily Pivots for day following 08-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8535 |
0.8513 |
0.8427 |
|
R3 |
0.8490 |
0.8468 |
0.8414 |
|
R2 |
0.8445 |
0.8445 |
0.8410 |
|
R1 |
0.8423 |
0.8423 |
0.8406 |
0.8412 |
PP |
0.8400 |
0.8400 |
0.8400 |
0.8394 |
S1 |
0.8378 |
0.8378 |
0.8398 |
0.8367 |
S2 |
0.8355 |
0.8355 |
0.8394 |
|
S3 |
0.8310 |
0.8333 |
0.8390 |
|
S4 |
0.8265 |
0.8288 |
0.8377 |
|
|
Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8796 |
0.8731 |
0.8478 |
|
R3 |
0.8667 |
0.8602 |
0.8442 |
|
R2 |
0.8538 |
0.8538 |
0.8431 |
|
R1 |
0.8473 |
0.8473 |
0.8419 |
0.8506 |
PP |
0.8409 |
0.8409 |
0.8409 |
0.8426 |
S1 |
0.8344 |
0.8344 |
0.8395 |
0.8377 |
S2 |
0.8280 |
0.8280 |
0.8383 |
|
S3 |
0.8151 |
0.8215 |
0.8372 |
|
S4 |
0.8022 |
0.8086 |
0.8336 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8612 |
2.618 |
0.8539 |
1.618 |
0.8494 |
1.000 |
0.8466 |
0.618 |
0.8449 |
HIGH |
0.8421 |
0.618 |
0.8404 |
0.500 |
0.8399 |
0.382 |
0.8393 |
LOW |
0.8376 |
0.618 |
0.8348 |
1.000 |
0.8331 |
1.618 |
0.8303 |
2.618 |
0.8258 |
4.250 |
0.8185 |
|
|
Fisher Pivots for day following 08-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8401 |
0.8429 |
PP |
0.8400 |
0.8420 |
S1 |
0.8399 |
0.8411 |
|