CME Japanese Yen Future June 2007
Trading Metrics calculated at close of trading on 23-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2007 |
23-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
0.8393 |
0.8351 |
-0.0042 |
-0.5% |
0.8498 |
High |
0.8393 |
0.8390 |
-0.0003 |
0.0% |
0.8509 |
Low |
0.8343 |
0.8347 |
0.0004 |
0.0% |
0.8343 |
Close |
0.8351 |
0.8384 |
0.0033 |
0.4% |
0.8384 |
Range |
0.0050 |
0.0043 |
-0.0007 |
-14.0% |
0.0166 |
ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
753 |
641 |
-112 |
-14.9% |
4,713 |
|
Daily Pivots for day following 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8503 |
0.8486 |
0.8408 |
|
R3 |
0.8460 |
0.8443 |
0.8396 |
|
R2 |
0.8417 |
0.8417 |
0.8392 |
|
R1 |
0.8400 |
0.8400 |
0.8388 |
0.8409 |
PP |
0.8374 |
0.8374 |
0.8374 |
0.8378 |
S1 |
0.8357 |
0.8357 |
0.8380 |
0.8366 |
S2 |
0.8331 |
0.8331 |
0.8376 |
|
S3 |
0.8288 |
0.8314 |
0.8372 |
|
S4 |
0.8245 |
0.8271 |
0.8360 |
|
|
Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8910 |
0.8813 |
0.8475 |
|
R3 |
0.8744 |
0.8647 |
0.8430 |
|
R2 |
0.8578 |
0.8578 |
0.8414 |
|
R1 |
0.8481 |
0.8481 |
0.8399 |
0.8447 |
PP |
0.8412 |
0.8412 |
0.8412 |
0.8395 |
S1 |
0.8315 |
0.8315 |
0.8369 |
0.8281 |
S2 |
0.8246 |
0.8246 |
0.8354 |
|
S3 |
0.8080 |
0.8149 |
0.8338 |
|
S4 |
0.7914 |
0.7983 |
0.8293 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8573 |
2.618 |
0.8503 |
1.618 |
0.8460 |
1.000 |
0.8433 |
0.618 |
0.8417 |
HIGH |
0.8390 |
0.618 |
0.8374 |
0.500 |
0.8369 |
0.382 |
0.8363 |
LOW |
0.8347 |
0.618 |
0.8320 |
1.000 |
0.8304 |
1.618 |
0.8277 |
2.618 |
0.8234 |
4.250 |
0.8164 |
|
|
Fisher Pivots for day following 23-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8379 |
0.8411 |
PP |
0.8374 |
0.8402 |
S1 |
0.8369 |
0.8393 |
|