CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 27-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2007 |
27-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8281 |
0.8327 |
0.0046 |
0.6% |
0.8280 |
| High |
0.8323 |
0.8356 |
0.0033 |
0.4% |
0.8288 |
| Low |
0.8280 |
0.8327 |
0.0047 |
0.6% |
0.8235 |
| Close |
0.8290 |
0.8345 |
0.0055 |
0.7% |
0.8254 |
| Range |
0.0043 |
0.0029 |
-0.0014 |
-32.6% |
0.0053 |
| ATR |
0.0032 |
0.0034 |
0.0002 |
7.7% |
0.0000 |
| Volume |
16 |
5,055 |
5,039 |
31,493.8% |
159 |
|
| Daily Pivots for day following 27-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8430 |
0.8416 |
0.8361 |
|
| R3 |
0.8401 |
0.8387 |
0.8353 |
|
| R2 |
0.8372 |
0.8372 |
0.8350 |
|
| R1 |
0.8358 |
0.8358 |
0.8348 |
0.8365 |
| PP |
0.8343 |
0.8343 |
0.8343 |
0.8346 |
| S1 |
0.8329 |
0.8329 |
0.8342 |
0.8336 |
| S2 |
0.8314 |
0.8314 |
0.8340 |
|
| S3 |
0.8285 |
0.8300 |
0.8337 |
|
| S4 |
0.8256 |
0.8271 |
0.8329 |
|
|
| 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 |
0.8479 |
|
2.618 |
0.8432 |
|
1.618 |
0.8403 |
|
1.000 |
0.8385 |
|
0.618 |
0.8374 |
|
HIGH |
0.8356 |
|
0.618 |
0.8345 |
|
0.500 |
0.8342 |
|
0.382 |
0.8338 |
|
LOW |
0.8327 |
|
0.618 |
0.8309 |
|
1.000 |
0.8298 |
|
1.618 |
0.8280 |
|
2.618 |
0.8251 |
|
4.250 |
0.8204 |
|
|
| Fisher Pivots for day following 27-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8344 |
0.8330 |
| PP |
0.8343 |
0.8315 |
| S1 |
0.8342 |
0.8301 |
|