CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 26-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2007 |
26-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8260 |
0.8281 |
0.0021 |
0.3% |
0.8280 |
| High |
0.8284 |
0.8323 |
0.0039 |
0.5% |
0.8288 |
| Low |
0.8245 |
0.8280 |
0.0035 |
0.4% |
0.8235 |
| Close |
0.8267 |
0.8290 |
0.0023 |
0.3% |
0.8254 |
| Range |
0.0039 |
0.0043 |
0.0004 |
10.3% |
0.0053 |
| ATR |
0.0000 |
0.0032 |
0.0032 |
|
0.0000 |
| Volume |
12 |
16 |
4 |
33.3% |
159 |
|
| Daily Pivots for day following 26-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8427 |
0.8401 |
0.8314 |
|
| R3 |
0.8384 |
0.8358 |
0.8302 |
|
| R2 |
0.8341 |
0.8341 |
0.8298 |
|
| R1 |
0.8315 |
0.8315 |
0.8294 |
0.8328 |
| PP |
0.8298 |
0.8298 |
0.8298 |
0.8304 |
| S1 |
0.8272 |
0.8272 |
0.8286 |
0.8285 |
| S2 |
0.8255 |
0.8255 |
0.8282 |
|
| S3 |
0.8212 |
0.8229 |
0.8278 |
|
| S4 |
0.8169 |
0.8186 |
0.8266 |
|
|
| 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 |
0.8506 |
|
2.618 |
0.8436 |
|
1.618 |
0.8393 |
|
1.000 |
0.8366 |
|
0.618 |
0.8350 |
|
HIGH |
0.8323 |
|
0.618 |
0.8307 |
|
0.500 |
0.8302 |
|
0.382 |
0.8296 |
|
LOW |
0.8280 |
|
0.618 |
0.8253 |
|
1.000 |
0.8237 |
|
1.618 |
0.8210 |
|
2.618 |
0.8167 |
|
4.250 |
0.8097 |
|
|
| Fisher Pivots for day following 26-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8302 |
0.8286 |
| PP |
0.8298 |
0.8283 |
| S1 |
0.8294 |
0.8279 |
|