CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 28-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2007 |
28-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8327 |
0.8294 |
-0.0033 |
-0.4% |
0.8280 |
| High |
0.8356 |
0.8312 |
-0.0044 |
-0.5% |
0.8288 |
| Low |
0.8327 |
0.8278 |
-0.0049 |
-0.6% |
0.8235 |
| Close |
0.8345 |
0.8291 |
-0.0054 |
-0.6% |
0.8254 |
| Range |
0.0029 |
0.0034 |
0.0005 |
17.2% |
0.0053 |
| ATR |
0.0034 |
0.0037 |
0.0002 |
6.8% |
0.0000 |
| Volume |
5,055 |
51 |
-5,004 |
-99.0% |
159 |
|
| Daily Pivots for day following 28-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8396 |
0.8377 |
0.8310 |
|
| R3 |
0.8362 |
0.8343 |
0.8300 |
|
| R2 |
0.8328 |
0.8328 |
0.8297 |
|
| R1 |
0.8309 |
0.8309 |
0.8294 |
0.8302 |
| PP |
0.8294 |
0.8294 |
0.8294 |
0.8290 |
| S1 |
0.8275 |
0.8275 |
0.8288 |
0.8268 |
| S2 |
0.8260 |
0.8260 |
0.8285 |
|
| S3 |
0.8226 |
0.8241 |
0.8282 |
|
| S4 |
0.8192 |
0.8207 |
0.8272 |
|
|
| 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 |
0.8457 |
|
2.618 |
0.8401 |
|
1.618 |
0.8367 |
|
1.000 |
0.8346 |
|
0.618 |
0.8333 |
|
HIGH |
0.8312 |
|
0.618 |
0.8299 |
|
0.500 |
0.8295 |
|
0.382 |
0.8291 |
|
LOW |
0.8278 |
|
0.618 |
0.8257 |
|
1.000 |
0.8244 |
|
1.618 |
0.8223 |
|
2.618 |
0.8189 |
|
4.250 |
0.8134 |
|
|
| Fisher Pivots for day following 28-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8295 |
0.8317 |
| PP |
0.8294 |
0.8308 |
| S1 |
0.8292 |
0.8300 |
|