CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 19-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2006 |
19-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
0.8763 |
0.8759 |
-0.0004 |
0.0% |
0.8892 |
High |
0.8763 |
0.8759 |
-0.0004 |
0.0% |
0.8892 |
Low |
0.8763 |
0.8759 |
-0.0004 |
0.0% |
0.8784 |
Close |
0.8759 |
0.8766 |
0.0007 |
0.1% |
0.8763 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8761 |
0.8764 |
0.8766 |
|
R3 |
0.8761 |
0.8764 |
0.8766 |
|
R2 |
0.8761 |
0.8761 |
0.8766 |
|
R1 |
0.8764 |
0.8764 |
0.8766 |
0.8763 |
PP |
0.8761 |
0.8761 |
0.8761 |
0.8761 |
S1 |
0.8764 |
0.8764 |
0.8766 |
0.8763 |
S2 |
0.8761 |
0.8761 |
0.8766 |
|
S3 |
0.8761 |
0.8764 |
0.8766 |
|
S4 |
0.8761 |
0.8764 |
0.8766 |
|
|
Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9137 |
0.9058 |
0.8822 |
|
R3 |
0.9029 |
0.8950 |
0.8793 |
|
R2 |
0.8921 |
0.8921 |
0.8783 |
|
R1 |
0.8842 |
0.8842 |
0.8773 |
0.8828 |
PP |
0.8813 |
0.8813 |
0.8813 |
0.8806 |
S1 |
0.8734 |
0.8734 |
0.8753 |
0.8720 |
S2 |
0.8705 |
0.8705 |
0.8743 |
|
S3 |
0.8597 |
0.8626 |
0.8733 |
|
S4 |
0.8489 |
0.8518 |
0.8704 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8759 |
2.618 |
0.8759 |
1.618 |
0.8759 |
1.000 |
0.8759 |
0.618 |
0.8759 |
HIGH |
0.8759 |
0.618 |
0.8759 |
0.500 |
0.8759 |
0.382 |
0.8759 |
LOW |
0.8759 |
0.618 |
0.8759 |
1.000 |
0.8759 |
1.618 |
0.8759 |
2.618 |
0.8759 |
4.250 |
0.8759 |
|
|
Fisher Pivots for day following 19-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
0.8764 |
0.8772 |
PP |
0.8761 |
0.8770 |
S1 |
0.8759 |
0.8768 |
|