CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 01-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2007 |
01-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
0.8479 |
0.8551 |
0.0072 |
0.8% |
0.8500 |
High |
0.8479 |
0.8552 |
0.0073 |
0.9% |
0.8537 |
Low |
0.8479 |
0.8535 |
0.0056 |
0.7% |
0.8496 |
Close |
0.8531 |
0.8533 |
0.0002 |
0.0% |
0.8476 |
Range |
0.0000 |
0.0017 |
0.0017 |
|
0.0041 |
ATR |
0.0011 |
0.0012 |
0.0001 |
6.7% |
0.0000 |
Volume |
4 |
0 |
-4 |
-100.0% |
19 |
|
Daily Pivots for day following 01-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8591 |
0.8579 |
0.8542 |
|
R3 |
0.8574 |
0.8562 |
0.8538 |
|
R2 |
0.8557 |
0.8557 |
0.8536 |
|
R1 |
0.8545 |
0.8545 |
0.8535 |
0.8543 |
PP |
0.8540 |
0.8540 |
0.8540 |
0.8539 |
S1 |
0.8528 |
0.8528 |
0.8531 |
0.8526 |
S2 |
0.8523 |
0.8523 |
0.8530 |
|
S3 |
0.8506 |
0.8511 |
0.8528 |
|
S4 |
0.8489 |
0.8494 |
0.8524 |
|
|
Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8626 |
0.8592 |
0.8499 |
|
R3 |
0.8585 |
0.8551 |
0.8487 |
|
R2 |
0.8544 |
0.8544 |
0.8484 |
|
R1 |
0.8510 |
0.8510 |
0.8480 |
0.8507 |
PP |
0.8503 |
0.8503 |
0.8503 |
0.8501 |
S1 |
0.8469 |
0.8469 |
0.8472 |
0.8466 |
S2 |
0.8462 |
0.8462 |
0.8468 |
|
S3 |
0.8421 |
0.8428 |
0.8465 |
|
S4 |
0.8380 |
0.8387 |
0.8453 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8624 |
2.618 |
0.8597 |
1.618 |
0.8580 |
1.000 |
0.8569 |
0.618 |
0.8563 |
HIGH |
0.8552 |
0.618 |
0.8546 |
0.500 |
0.8544 |
0.382 |
0.8541 |
LOW |
0.8535 |
0.618 |
0.8524 |
1.000 |
0.8518 |
1.618 |
0.8507 |
2.618 |
0.8490 |
4.250 |
0.8463 |
|
|
Fisher Pivots for day following 01-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8544 |
0.8527 |
PP |
0.8540 |
0.8521 |
S1 |
0.8537 |
0.8516 |
|