CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 21-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2006 |
21-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
0.8766 |
0.8744 |
-0.0022 |
-0.3% |
0.8892 |
High |
0.8766 |
0.8744 |
-0.0022 |
-0.3% |
0.8892 |
Low |
0.8766 |
0.8744 |
-0.0022 |
-0.3% |
0.8784 |
Close |
0.8744 |
0.8739 |
-0.0005 |
-0.1% |
0.8763 |
Range |
|
|
|
|
|
ATR |
0.0000 |
0.0002 |
0.0002 |
|
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8742 |
0.8741 |
0.8739 |
|
R3 |
0.8742 |
0.8741 |
0.8739 |
|
R2 |
0.8742 |
0.8742 |
0.8739 |
|
R1 |
0.8741 |
0.8741 |
0.8739 |
0.8742 |
PP |
0.8742 |
0.8742 |
0.8742 |
0.8743 |
S1 |
0.8741 |
0.8741 |
0.8739 |
0.8742 |
S2 |
0.8742 |
0.8742 |
0.8739 |
|
S3 |
0.8742 |
0.8741 |
0.8739 |
|
S4 |
0.8742 |
0.8741 |
0.8739 |
|
|
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 |
0.8744 |
2.618 |
0.8744 |
1.618 |
0.8744 |
1.000 |
0.8744 |
0.618 |
0.8744 |
HIGH |
0.8744 |
0.618 |
0.8744 |
0.500 |
0.8744 |
0.382 |
0.8744 |
LOW |
0.8744 |
0.618 |
0.8744 |
1.000 |
0.8744 |
1.618 |
0.8744 |
2.618 |
0.8744 |
4.250 |
0.8744 |
|
|
Fisher Pivots for day following 21-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
0.8744 |
0.8755 |
PP |
0.8742 |
0.8750 |
S1 |
0.8741 |
0.8744 |
|