CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 22-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2007 |
22-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8265 |
0.8253 |
-0.0012 |
-0.1% |
0.8280 |
| High |
0.8278 |
0.8254 |
-0.0024 |
-0.3% |
0.8288 |
| Low |
0.8263 |
0.8235 |
-0.0028 |
-0.3% |
0.8235 |
| Close |
0.8267 |
0.8254 |
-0.0013 |
-0.2% |
0.8254 |
| Range |
0.0015 |
0.0019 |
0.0004 |
26.7% |
0.0053 |
| ATR |
|
|
|
|
|
| Volume |
91 |
25 |
-66 |
-72.5% |
159 |
|
| Daily Pivots for day following 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8305 |
0.8298 |
0.8264 |
|
| R3 |
0.8286 |
0.8279 |
0.8259 |
|
| R2 |
0.8267 |
0.8267 |
0.8257 |
|
| R1 |
0.8260 |
0.8260 |
0.8256 |
0.8264 |
| PP |
0.8248 |
0.8248 |
0.8248 |
0.8249 |
| S1 |
0.8241 |
0.8241 |
0.8252 |
0.8245 |
| S2 |
0.8229 |
0.8229 |
0.8251 |
|
| S3 |
0.8210 |
0.8222 |
0.8249 |
|
| S4 |
0.8191 |
0.8203 |
0.8244 |
|
|
| Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8418 |
0.8389 |
0.8283 |
|
| R3 |
0.8365 |
0.8336 |
0.8269 |
|
| R2 |
0.8312 |
0.8312 |
0.8264 |
|
| R1 |
0.8283 |
0.8283 |
0.8259 |
0.8271 |
| PP |
0.8259 |
0.8259 |
0.8259 |
0.8253 |
| S1 |
0.8230 |
0.8230 |
0.8249 |
0.8218 |
| S2 |
0.8206 |
0.8206 |
0.8244 |
|
| S3 |
0.8153 |
0.8177 |
0.8239 |
|
| S4 |
0.8100 |
0.8124 |
0.8225 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8335 |
|
2.618 |
0.8304 |
|
1.618 |
0.8285 |
|
1.000 |
0.8273 |
|
0.618 |
0.8266 |
|
HIGH |
0.8254 |
|
0.618 |
0.8247 |
|
0.500 |
0.8245 |
|
0.382 |
0.8242 |
|
LOW |
0.8235 |
|
0.618 |
0.8223 |
|
1.000 |
0.8216 |
|
1.618 |
0.8204 |
|
2.618 |
0.8185 |
|
4.250 |
0.8154 |
|
|
| Fisher Pivots for day following 22-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8251 |
0.8258 |
| PP |
0.8248 |
0.8256 |
| S1 |
0.8245 |
0.8255 |
|