CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 06-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2007 |
06-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
0.8502 |
0.8565 |
0.0063 |
0.7% |
0.8476 |
High |
0.8502 |
0.8565 |
0.0063 |
0.7% |
0.8552 |
Low |
0.8502 |
0.8565 |
0.0063 |
0.7% |
0.8476 |
Close |
0.8553 |
0.8569 |
0.0016 |
0.2% |
0.8502 |
Range |
|
|
|
|
|
ATR |
0.0011 |
0.0011 |
0.0000 |
0.5% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8566 |
0.8568 |
0.8569 |
|
R3 |
0.8566 |
0.8568 |
0.8569 |
|
R2 |
0.8566 |
0.8566 |
0.8569 |
|
R1 |
0.8568 |
0.8568 |
0.8569 |
0.8567 |
PP |
0.8566 |
0.8566 |
0.8566 |
0.8566 |
S1 |
0.8568 |
0.8568 |
0.8569 |
0.8567 |
S2 |
0.8566 |
0.8566 |
0.8569 |
|
S3 |
0.8566 |
0.8568 |
0.8569 |
|
S4 |
0.8566 |
0.8568 |
0.8569 |
|
|
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 |
0.8565 |
2.618 |
0.8565 |
1.618 |
0.8565 |
1.000 |
0.8565 |
0.618 |
0.8565 |
HIGH |
0.8565 |
0.618 |
0.8565 |
0.500 |
0.8565 |
0.382 |
0.8565 |
LOW |
0.8565 |
0.618 |
0.8565 |
1.000 |
0.8565 |
1.618 |
0.8565 |
2.618 |
0.8565 |
4.250 |
0.8565 |
|
|
Fisher Pivots for day following 06-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8568 |
0.8557 |
PP |
0.8566 |
0.8545 |
S1 |
0.8565 |
0.8534 |
|