CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 05-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2007 |
05-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
0.8654 |
0.8670 |
0.0016 |
0.2% |
0.8691 |
High |
0.8654 |
0.8670 |
0.0016 |
0.2% |
0.8691 |
Low |
0.8654 |
0.8670 |
0.0016 |
0.2% |
0.8654 |
Close |
0.8670 |
0.8702 |
0.0032 |
0.4% |
0.8702 |
Range |
|
|
|
|
|
ATR |
0.0002 |
0.0002 |
0.0000 |
-7.1% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8681 |
0.8691 |
0.8702 |
|
R3 |
0.8681 |
0.8691 |
0.8702 |
|
R2 |
0.8681 |
0.8681 |
0.8702 |
|
R1 |
0.8691 |
0.8691 |
0.8702 |
0.8686 |
PP |
0.8681 |
0.8681 |
0.8681 |
0.8678 |
S1 |
0.8691 |
0.8691 |
0.8702 |
0.8686 |
S2 |
0.8681 |
0.8681 |
0.8702 |
|
S3 |
0.8681 |
0.8691 |
0.8702 |
|
S4 |
0.8681 |
0.8691 |
0.8702 |
|
|
Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8793 |
0.8785 |
0.8722 |
|
R3 |
0.8756 |
0.8748 |
0.8712 |
|
R2 |
0.8719 |
0.8719 |
0.8709 |
|
R1 |
0.8711 |
0.8711 |
0.8705 |
0.8715 |
PP |
0.8682 |
0.8682 |
0.8682 |
0.8685 |
S1 |
0.8674 |
0.8674 |
0.8699 |
0.8678 |
S2 |
0.8645 |
0.8645 |
0.8695 |
|
S3 |
0.8608 |
0.8637 |
0.8692 |
|
S4 |
0.8571 |
0.8600 |
0.8682 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8670 |
2.618 |
0.8670 |
1.618 |
0.8670 |
1.000 |
0.8670 |
0.618 |
0.8670 |
HIGH |
0.8670 |
0.618 |
0.8670 |
0.500 |
0.8670 |
0.382 |
0.8670 |
LOW |
0.8670 |
0.618 |
0.8670 |
1.000 |
0.8670 |
1.618 |
0.8670 |
2.618 |
0.8670 |
4.250 |
0.8670 |
|
|
Fisher Pivots for day following 05-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8691 |
0.8692 |
PP |
0.8681 |
0.8682 |
S1 |
0.8670 |
0.8673 |
|