CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 18-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2007 |
18-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
0.8552 |
0.8489 |
-0.0063 |
-0.7% |
0.8702 |
High |
0.8552 |
0.8508 |
-0.0044 |
-0.5% |
0.8702 |
Low |
0.8552 |
0.8489 |
-0.0063 |
-0.7% |
0.8568 |
Close |
0.8547 |
0.8505 |
-0.0042 |
-0.5% |
0.8569 |
Range |
0.0000 |
0.0019 |
0.0019 |
|
0.0134 |
ATR |
0.0001 |
0.0005 |
0.0004 |
338.3% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8558 |
0.8550 |
0.8515 |
|
R3 |
0.8539 |
0.8531 |
0.8510 |
|
R2 |
0.8520 |
0.8520 |
0.8508 |
|
R1 |
0.8512 |
0.8512 |
0.8507 |
0.8516 |
PP |
0.8501 |
0.8501 |
0.8501 |
0.8503 |
S1 |
0.8493 |
0.8493 |
0.8503 |
0.8497 |
S2 |
0.8482 |
0.8482 |
0.8502 |
|
S3 |
0.8463 |
0.8474 |
0.8500 |
|
S4 |
0.8444 |
0.8455 |
0.8495 |
|
|
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 |
0.8589 |
2.618 |
0.8558 |
1.618 |
0.8539 |
1.000 |
0.8527 |
0.618 |
0.8520 |
HIGH |
0.8508 |
0.618 |
0.8501 |
0.500 |
0.8499 |
0.382 |
0.8496 |
LOW |
0.8489 |
0.618 |
0.8477 |
1.000 |
0.8470 |
1.618 |
0.8458 |
2.618 |
0.8439 |
4.250 |
0.8408 |
|
|
Fisher Pivots for day following 18-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8503 |
0.8529 |
PP |
0.8501 |
0.8521 |
S1 |
0.8499 |
0.8513 |
|