CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 15-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2007 |
15-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
0.8521 |
0.8521 |
0.0000 |
0.0% |
0.8502 |
High |
0.8524 |
0.8524 |
0.0000 |
0.0% |
0.8565 |
Low |
0.8521 |
0.8521 |
0.0000 |
0.0% |
0.8497 |
Close |
0.8511 |
0.8606 |
0.0095 |
1.1% |
0.8455 |
Range |
0.0003 |
0.0003 |
0.0000 |
0.0% |
0.0068 |
ATR |
0.0010 |
0.0011 |
0.0000 |
1.8% |
0.0000 |
Volume |
0 |
7,612 |
7,612 |
|
4 |
|
Daily Pivots for day following 15-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8559 |
0.8586 |
0.8608 |
|
R3 |
0.8556 |
0.8583 |
0.8607 |
|
R2 |
0.8553 |
0.8553 |
0.8607 |
|
R1 |
0.8580 |
0.8580 |
0.8606 |
0.8567 |
PP |
0.8550 |
0.8550 |
0.8550 |
0.8544 |
S1 |
0.8577 |
0.8577 |
0.8606 |
0.8564 |
S2 |
0.8547 |
0.8547 |
0.8605 |
|
S3 |
0.8544 |
0.8574 |
0.8605 |
|
S4 |
0.8541 |
0.8571 |
0.8604 |
|
|
Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8710 |
0.8650 |
0.8492 |
|
R3 |
0.8642 |
0.8582 |
0.8474 |
|
R2 |
0.8574 |
0.8574 |
0.8467 |
|
R1 |
0.8514 |
0.8514 |
0.8461 |
0.8510 |
PP |
0.8506 |
0.8506 |
0.8506 |
0.8504 |
S1 |
0.8446 |
0.8446 |
0.8449 |
0.8442 |
S2 |
0.8438 |
0.8438 |
0.8443 |
|
S3 |
0.8370 |
0.8378 |
0.8436 |
|
S4 |
0.8302 |
0.8310 |
0.8418 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8537 |
2.618 |
0.8532 |
1.618 |
0.8529 |
1.000 |
0.8527 |
0.618 |
0.8526 |
HIGH |
0.8524 |
0.618 |
0.8523 |
0.500 |
0.8523 |
0.382 |
0.8522 |
LOW |
0.8521 |
0.618 |
0.8519 |
1.000 |
0.8518 |
1.618 |
0.8516 |
2.618 |
0.8513 |
4.250 |
0.8508 |
|
|
Fisher Pivots for day following 15-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8578 |
0.8564 |
PP |
0.8550 |
0.8522 |
S1 |
0.8523 |
0.8481 |
|