CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 02-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2007 |
02-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
0.8551 |
0.8551 |
0.0000 |
0.0% |
0.8476 |
High |
0.8552 |
0.8552 |
0.0000 |
0.0% |
0.8552 |
Low |
0.8535 |
0.8535 |
0.0000 |
0.0% |
0.8476 |
Close |
0.8533 |
0.8502 |
-0.0031 |
-0.4% |
0.8502 |
Range |
0.0017 |
0.0017 |
0.0000 |
0.0% |
0.0076 |
ATR |
0.0012 |
0.0012 |
0.0001 |
4.6% |
0.0000 |
Volume |
0 |
5 |
5 |
|
9 |
|
Daily Pivots for day following 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8581 |
0.8558 |
0.8511 |
|
R3 |
0.8564 |
0.8541 |
0.8507 |
|
R2 |
0.8547 |
0.8547 |
0.8505 |
|
R1 |
0.8524 |
0.8524 |
0.8504 |
0.8527 |
PP |
0.8530 |
0.8530 |
0.8530 |
0.8531 |
S1 |
0.8507 |
0.8507 |
0.8500 |
0.8510 |
S2 |
0.8513 |
0.8513 |
0.8499 |
|
S3 |
0.8496 |
0.8490 |
0.8497 |
|
S4 |
0.8479 |
0.8473 |
0.8493 |
|
|
Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8738 |
0.8696 |
0.8544 |
|
R3 |
0.8662 |
0.8620 |
0.8523 |
|
R2 |
0.8586 |
0.8586 |
0.8516 |
|
R1 |
0.8544 |
0.8544 |
0.8509 |
0.8565 |
PP |
0.8510 |
0.8510 |
0.8510 |
0.8521 |
S1 |
0.8468 |
0.8468 |
0.8495 |
0.8489 |
S2 |
0.8434 |
0.8434 |
0.8488 |
|
S3 |
0.8358 |
0.8392 |
0.8481 |
|
S4 |
0.8282 |
0.8316 |
0.8460 |
|
|
|
|
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 02-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8544 |
0.8516 |
PP |
0.8530 |
0.8511 |
S1 |
0.8516 |
0.8507 |
|