CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 22-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2007 |
22-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
0.8499 |
0.8479 |
-0.0020 |
-0.2% |
0.8455 |
High |
0.8499 |
0.8479 |
-0.0020 |
-0.2% |
0.8606 |
Low |
0.8479 |
0.8465 |
-0.0014 |
-0.2% |
0.8437 |
Close |
0.8493 |
0.8446 |
-0.0047 |
-0.6% |
0.8613 |
Range |
0.0020 |
0.0014 |
-0.0006 |
-30.0% |
0.0169 |
ATR |
0.0014 |
0.0015 |
0.0001 |
7.6% |
0.0000 |
Volume |
0 |
5 |
5 |
|
7,612 |
|
Daily Pivots for day following 22-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8505 |
0.8490 |
0.8454 |
|
R3 |
0.8491 |
0.8476 |
0.8450 |
|
R2 |
0.8477 |
0.8477 |
0.8449 |
|
R1 |
0.8462 |
0.8462 |
0.8447 |
0.8463 |
PP |
0.8463 |
0.8463 |
0.8463 |
0.8464 |
S1 |
0.8448 |
0.8448 |
0.8445 |
0.8449 |
S2 |
0.8449 |
0.8449 |
0.8443 |
|
S3 |
0.8435 |
0.8434 |
0.8442 |
|
S4 |
0.8421 |
0.8420 |
0.8438 |
|
|
Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9059 |
0.9005 |
0.8706 |
|
R3 |
0.8890 |
0.8836 |
0.8659 |
|
R2 |
0.8721 |
0.8721 |
0.8644 |
|
R1 |
0.8667 |
0.8667 |
0.8628 |
0.8694 |
PP |
0.8552 |
0.8552 |
0.8552 |
0.8566 |
S1 |
0.8498 |
0.8498 |
0.8598 |
0.8525 |
S2 |
0.8383 |
0.8383 |
0.8582 |
|
S3 |
0.8214 |
0.8329 |
0.8567 |
|
S4 |
0.8045 |
0.8160 |
0.8520 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8539 |
2.618 |
0.8516 |
1.618 |
0.8502 |
1.000 |
0.8493 |
0.618 |
0.8488 |
HIGH |
0.8479 |
0.618 |
0.8474 |
0.500 |
0.8472 |
0.382 |
0.8470 |
LOW |
0.8465 |
0.618 |
0.8456 |
1.000 |
0.8451 |
1.618 |
0.8442 |
2.618 |
0.8428 |
4.250 |
0.8406 |
|
|
Fisher Pivots for day following 22-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8472 |
0.8539 |
PP |
0.8463 |
0.8508 |
S1 |
0.8455 |
0.8477 |
|