CME Japanese Yen Future June 2007
Trading Metrics calculated at close of trading on 22-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2007 |
22-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
0.8450 |
0.8393 |
-0.0057 |
-0.7% |
0.8339 |
High |
0.8478 |
0.8393 |
-0.0085 |
-1.0% |
0.8534 |
Low |
0.8379 |
0.8343 |
-0.0036 |
-0.4% |
0.8315 |
Close |
0.8398 |
0.8351 |
-0.0047 |
-0.6% |
0.8518 |
Range |
0.0099 |
0.0050 |
-0.0049 |
-49.5% |
0.0219 |
ATR |
0.0053 |
0.0053 |
0.0000 |
0.3% |
0.0000 |
Volume |
801 |
753 |
-48 |
-6.0% |
3,993 |
|
Daily Pivots for day following 22-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8512 |
0.8482 |
0.8379 |
|
R3 |
0.8462 |
0.8432 |
0.8365 |
|
R2 |
0.8412 |
0.8412 |
0.8360 |
|
R1 |
0.8382 |
0.8382 |
0.8356 |
0.8372 |
PP |
0.8362 |
0.8362 |
0.8362 |
0.8358 |
S1 |
0.8332 |
0.8332 |
0.8346 |
0.8322 |
S2 |
0.8312 |
0.8312 |
0.8342 |
|
S3 |
0.8262 |
0.8282 |
0.8337 |
|
S4 |
0.8212 |
0.8232 |
0.8324 |
|
|
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 |
0.8606 |
2.618 |
0.8524 |
1.618 |
0.8474 |
1.000 |
0.8443 |
0.618 |
0.8424 |
HIGH |
0.8393 |
0.618 |
0.8374 |
0.500 |
0.8368 |
0.382 |
0.8362 |
LOW |
0.8343 |
0.618 |
0.8312 |
1.000 |
0.8293 |
1.618 |
0.8262 |
2.618 |
0.8212 |
4.250 |
0.8131 |
|
|
Fisher Pivots for day following 22-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8368 |
0.8426 |
PP |
0.8362 |
0.8401 |
S1 |
0.8357 |
0.8376 |
|