CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 16-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2007 |
16-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
0.8568 |
0.8569 |
0.0001 |
0.0% |
0.8702 |
High |
0.8568 |
0.8569 |
0.0001 |
0.0% |
0.8702 |
Low |
0.8568 |
0.8569 |
0.0001 |
0.0% |
0.8568 |
Close |
0.8569 |
0.8552 |
-0.0017 |
-0.2% |
0.8569 |
Range |
|
|
|
|
|
ATR |
0.0001 |
0.0001 |
0.0000 |
-7.1% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8563 |
0.8558 |
0.8552 |
|
R3 |
0.8563 |
0.8558 |
0.8552 |
|
R2 |
0.8563 |
0.8563 |
0.8552 |
|
R1 |
0.8558 |
0.8558 |
0.8552 |
0.8561 |
PP |
0.8563 |
0.8563 |
0.8563 |
0.8565 |
S1 |
0.8558 |
0.8558 |
0.8552 |
0.8561 |
S2 |
0.8563 |
0.8563 |
0.8552 |
|
S3 |
0.8563 |
0.8558 |
0.8552 |
|
S4 |
0.8563 |
0.8558 |
0.8552 |
|
|
Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9015 |
0.8926 |
0.8643 |
|
R3 |
0.8881 |
0.8792 |
0.8606 |
|
R2 |
0.8747 |
0.8747 |
0.8594 |
|
R1 |
0.8658 |
0.8658 |
0.8581 |
0.8636 |
PP |
0.8613 |
0.8613 |
0.8613 |
0.8602 |
S1 |
0.8524 |
0.8524 |
0.8557 |
0.8502 |
S2 |
0.8479 |
0.8479 |
0.8544 |
|
S3 |
0.8345 |
0.8390 |
0.8532 |
|
S4 |
0.8211 |
0.8256 |
0.8495 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8569 |
2.618 |
0.8569 |
1.618 |
0.8569 |
1.000 |
0.8569 |
0.618 |
0.8569 |
HIGH |
0.8569 |
0.618 |
0.8569 |
0.500 |
0.8569 |
0.382 |
0.8569 |
LOW |
0.8569 |
0.618 |
0.8569 |
1.000 |
0.8569 |
1.618 |
0.8569 |
2.618 |
0.8569 |
4.250 |
0.8569 |
|
|
Fisher Pivots for day following 16-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8569 |
0.8598 |
PP |
0.8563 |
0.8583 |
S1 |
0.8558 |
0.8567 |
|