CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 25-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2007 |
25-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8253 |
0.8260 |
0.0007 |
0.1% |
0.8280 |
| High |
0.8254 |
0.8284 |
0.0030 |
0.4% |
0.8288 |
| Low |
0.8235 |
0.8245 |
0.0010 |
0.1% |
0.8235 |
| Close |
0.8254 |
0.8267 |
0.0013 |
0.2% |
0.8254 |
| Range |
0.0019 |
0.0039 |
0.0020 |
105.3% |
0.0053 |
| ATR |
|
|
|
|
|
| Volume |
25 |
12 |
-13 |
-52.0% |
159 |
|
| Daily Pivots for day following 25-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8382 |
0.8364 |
0.8288 |
|
| R3 |
0.8343 |
0.8325 |
0.8278 |
|
| R2 |
0.8304 |
0.8304 |
0.8274 |
|
| R1 |
0.8286 |
0.8286 |
0.8271 |
0.8295 |
| PP |
0.8265 |
0.8265 |
0.8265 |
0.8270 |
| S1 |
0.8247 |
0.8247 |
0.8263 |
0.8256 |
| S2 |
0.8226 |
0.8226 |
0.8260 |
|
| S3 |
0.8187 |
0.8208 |
0.8256 |
|
| S4 |
0.8148 |
0.8169 |
0.8246 |
|
|
| 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 |
0.8450 |
|
2.618 |
0.8386 |
|
1.618 |
0.8347 |
|
1.000 |
0.8323 |
|
0.618 |
0.8308 |
|
HIGH |
0.8284 |
|
0.618 |
0.8269 |
|
0.500 |
0.8265 |
|
0.382 |
0.8260 |
|
LOW |
0.8245 |
|
0.618 |
0.8221 |
|
1.000 |
0.8206 |
|
1.618 |
0.8182 |
|
2.618 |
0.8143 |
|
4.250 |
0.8079 |
|
|
| Fisher Pivots for day following 25-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8266 |
0.8265 |
| PP |
0.8265 |
0.8262 |
| S1 |
0.8265 |
0.8260 |
|