CME Japanese Yen Future June 2007
Trading Metrics calculated at close of trading on 19-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2007 |
19-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
0.8505 |
0.8498 |
-0.0007 |
-0.1% |
0.8339 |
High |
0.8534 |
0.8509 |
-0.0025 |
-0.3% |
0.8534 |
Low |
0.8500 |
0.8484 |
-0.0016 |
-0.2% |
0.8315 |
Close |
0.8518 |
0.8485 |
-0.0033 |
-0.4% |
0.8518 |
Range |
0.0034 |
0.0025 |
-0.0009 |
-26.5% |
0.0219 |
ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
918 |
918 |
0 |
0.0% |
3,993 |
|
Daily Pivots for day following 19-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8568 |
0.8551 |
0.8499 |
|
R3 |
0.8543 |
0.8526 |
0.8492 |
|
R2 |
0.8518 |
0.8518 |
0.8490 |
|
R1 |
0.8501 |
0.8501 |
0.8487 |
0.8497 |
PP |
0.8493 |
0.8493 |
0.8493 |
0.8491 |
S1 |
0.8476 |
0.8476 |
0.8483 |
0.8472 |
S2 |
0.8468 |
0.8468 |
0.8480 |
|
S3 |
0.8443 |
0.8451 |
0.8478 |
|
S4 |
0.8418 |
0.8426 |
0.8471 |
|
|
Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9113 |
0.9034 |
0.8638 |
|
R3 |
0.8894 |
0.8815 |
0.8578 |
|
R2 |
0.8675 |
0.8675 |
0.8558 |
|
R1 |
0.8596 |
0.8596 |
0.8538 |
0.8636 |
PP |
0.8456 |
0.8456 |
0.8456 |
0.8475 |
S1 |
0.8377 |
0.8377 |
0.8498 |
0.8417 |
S2 |
0.8237 |
0.8237 |
0.8478 |
|
S3 |
0.8018 |
0.8158 |
0.8458 |
|
S4 |
0.7799 |
0.7939 |
0.8398 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8615 |
2.618 |
0.8574 |
1.618 |
0.8549 |
1.000 |
0.8534 |
0.618 |
0.8524 |
HIGH |
0.8509 |
0.618 |
0.8499 |
0.500 |
0.8497 |
0.382 |
0.8494 |
LOW |
0.8484 |
0.618 |
0.8469 |
1.000 |
0.8459 |
1.618 |
0.8444 |
2.618 |
0.8419 |
4.250 |
0.8378 |
|
|
Fisher Pivots for day following 19-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8497 |
0.8484 |
PP |
0.8493 |
0.8483 |
S1 |
0.8489 |
0.8482 |
|