CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 02-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2006 |
02-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
0.8688 |
0.8691 |
0.0003 |
0.0% |
0.8697 |
High |
0.8688 |
0.8691 |
0.0003 |
0.0% |
0.8708 |
Low |
0.8688 |
0.8691 |
0.0003 |
0.0% |
0.8679 |
Close |
0.8675 |
0.8691 |
0.0016 |
0.2% |
0.8675 |
Range |
|
|
|
|
|
ATR |
0.0001 |
0.0003 |
0.0001 |
70.1% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8691 |
0.8691 |
0.8691 |
|
R3 |
0.8691 |
0.8691 |
0.8691 |
|
R2 |
0.8691 |
0.8691 |
0.8691 |
|
R1 |
0.8691 |
0.8691 |
0.8691 |
0.8691 |
PP |
0.8691 |
0.8691 |
0.8691 |
0.8691 |
S1 |
0.8691 |
0.8691 |
0.8691 |
0.8691 |
S2 |
0.8691 |
0.8691 |
0.8691 |
|
S3 |
0.8691 |
0.8691 |
0.8691 |
|
S4 |
0.8691 |
0.8691 |
0.8691 |
|
|
Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8774 |
0.8754 |
0.8691 |
|
R3 |
0.8745 |
0.8725 |
0.8683 |
|
R2 |
0.8716 |
0.8716 |
0.8680 |
|
R1 |
0.8696 |
0.8696 |
0.8678 |
0.8692 |
PP |
0.8687 |
0.8687 |
0.8687 |
0.8685 |
S1 |
0.8667 |
0.8667 |
0.8672 |
0.8663 |
S2 |
0.8658 |
0.8658 |
0.8670 |
|
S3 |
0.8629 |
0.8638 |
0.8667 |
|
S4 |
0.8600 |
0.8609 |
0.8659 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8691 |
2.618 |
0.8691 |
1.618 |
0.8691 |
1.000 |
0.8691 |
0.618 |
0.8691 |
HIGH |
0.8691 |
0.618 |
0.8691 |
0.500 |
0.8691 |
0.382 |
0.8691 |
LOW |
0.8691 |
0.618 |
0.8691 |
1.000 |
0.8691 |
1.618 |
0.8691 |
2.618 |
0.8691 |
4.250 |
0.8691 |
|
|
Fisher Pivots for day following 02-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8691 |
0.8698 |
PP |
0.8691 |
0.8696 |
S1 |
0.8691 |
0.8693 |
|