CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 26-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2006 |
26-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
0.8739 |
0.8697 |
-0.0042 |
-0.5% |
0.8763 |
High |
0.8739 |
0.8697 |
-0.0042 |
-0.5% |
0.8766 |
Low |
0.8739 |
0.8697 |
-0.0042 |
-0.5% |
0.8739 |
Close |
0.8697 |
0.8679 |
-0.0018 |
-0.2% |
0.8697 |
Range |
|
|
|
|
|
ATR |
0.0002 |
0.0002 |
0.0000 |
-7.1% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8691 |
0.8685 |
0.8679 |
|
R3 |
0.8691 |
0.8685 |
0.8679 |
|
R2 |
0.8691 |
0.8691 |
0.8679 |
|
R1 |
0.8685 |
0.8685 |
0.8679 |
0.8688 |
PP |
0.8691 |
0.8691 |
0.8691 |
0.8693 |
S1 |
0.8685 |
0.8685 |
0.8679 |
0.8688 |
S2 |
0.8691 |
0.8691 |
0.8679 |
|
S3 |
0.8691 |
0.8685 |
0.8679 |
|
S4 |
0.8691 |
0.8685 |
0.8679 |
|
|
Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8815 |
0.8783 |
0.8712 |
|
R3 |
0.8788 |
0.8756 |
0.8704 |
|
R2 |
0.8761 |
0.8761 |
0.8702 |
|
R1 |
0.8729 |
0.8729 |
0.8699 |
0.8732 |
PP |
0.8734 |
0.8734 |
0.8734 |
0.8735 |
S1 |
0.8702 |
0.8702 |
0.8695 |
0.8705 |
S2 |
0.8707 |
0.8707 |
0.8692 |
|
S3 |
0.8680 |
0.8675 |
0.8690 |
|
S4 |
0.8653 |
0.8648 |
0.8682 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8697 |
2.618 |
0.8697 |
1.618 |
0.8697 |
1.000 |
0.8697 |
0.618 |
0.8697 |
HIGH |
0.8697 |
0.618 |
0.8697 |
0.500 |
0.8697 |
0.382 |
0.8697 |
LOW |
0.8697 |
0.618 |
0.8697 |
1.000 |
0.8697 |
1.618 |
0.8697 |
2.618 |
0.8697 |
4.250 |
0.8697 |
|
|
Fisher Pivots for day following 26-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
0.8697 |
0.8721 |
PP |
0.8691 |
0.8707 |
S1 |
0.8685 |
0.8693 |
|