CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 21-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2007 |
21-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8278 |
0.8265 |
-0.0013 |
-0.2% |
0.8417 |
| High |
0.8280 |
0.8278 |
-0.0002 |
0.0% |
0.8425 |
| Low |
0.8270 |
0.8263 |
-0.0007 |
-0.1% |
0.8266 |
| Close |
0.8278 |
0.8267 |
-0.0011 |
-0.1% |
0.8289 |
| Range |
0.0010 |
0.0015 |
0.0005 |
50.0% |
0.0159 |
| ATR |
|
|
|
|
|
| Volume |
36 |
91 |
55 |
152.8% |
3,386 |
|
| Daily Pivots for day following 21-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8314 |
0.8306 |
0.8275 |
|
| R3 |
0.8299 |
0.8291 |
0.8271 |
|
| R2 |
0.8284 |
0.8284 |
0.8270 |
|
| R1 |
0.8276 |
0.8276 |
0.8268 |
0.8280 |
| PP |
0.8269 |
0.8269 |
0.8269 |
0.8272 |
| S1 |
0.8261 |
0.8261 |
0.8266 |
0.8265 |
| S2 |
0.8254 |
0.8254 |
0.8264 |
|
| S3 |
0.8239 |
0.8246 |
0.8263 |
|
| S4 |
0.8224 |
0.8231 |
0.8259 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8804 |
0.8705 |
0.8376 |
|
| R3 |
0.8645 |
0.8546 |
0.8333 |
|
| R2 |
0.8486 |
0.8486 |
0.8318 |
|
| R1 |
0.8387 |
0.8387 |
0.8304 |
0.8357 |
| PP |
0.8327 |
0.8327 |
0.8327 |
0.8312 |
| S1 |
0.8228 |
0.8228 |
0.8274 |
0.8198 |
| S2 |
0.8168 |
0.8168 |
0.8260 |
|
| S3 |
0.8009 |
0.8069 |
0.8245 |
|
| S4 |
0.7850 |
0.7910 |
0.8202 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8342 |
|
2.618 |
0.8317 |
|
1.618 |
0.8302 |
|
1.000 |
0.8293 |
|
0.618 |
0.8287 |
|
HIGH |
0.8278 |
|
0.618 |
0.8272 |
|
0.500 |
0.8271 |
|
0.382 |
0.8269 |
|
LOW |
0.8263 |
|
0.618 |
0.8254 |
|
1.000 |
0.8248 |
|
1.618 |
0.8239 |
|
2.618 |
0.8224 |
|
4.250 |
0.8199 |
|
|
| Fisher Pivots for day following 21-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8271 |
0.8275 |
| PP |
0.8269 |
0.8272 |
| S1 |
0.8268 |
0.8270 |
|