CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 03-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2007 |
03-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8301 |
0.8347 |
0.0046 |
0.6% |
0.8260 |
| High |
0.8360 |
0.8358 |
-0.0002 |
0.0% |
0.8356 |
| Low |
0.8301 |
0.8335 |
0.0034 |
0.4% |
0.8245 |
| Close |
0.8347 |
0.8348 |
0.0001 |
0.0% |
0.8292 |
| Range |
0.0059 |
0.0023 |
-0.0036 |
-61.0% |
0.0111 |
| ATR |
0.0038 |
0.0037 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
31 |
91 |
60 |
193.5% |
5,157 |
|
| Daily Pivots for day following 03-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8416 |
0.8405 |
0.8361 |
|
| R3 |
0.8393 |
0.8382 |
0.8354 |
|
| R2 |
0.8370 |
0.8370 |
0.8352 |
|
| R1 |
0.8359 |
0.8359 |
0.8350 |
0.8365 |
| PP |
0.8347 |
0.8347 |
0.8347 |
0.8350 |
| S1 |
0.8336 |
0.8336 |
0.8346 |
0.8342 |
| S2 |
0.8324 |
0.8324 |
0.8344 |
|
| S3 |
0.8301 |
0.8313 |
0.8342 |
|
| S4 |
0.8278 |
0.8290 |
0.8335 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8631 |
0.8572 |
0.8353 |
|
| R3 |
0.8520 |
0.8461 |
0.8323 |
|
| R2 |
0.8409 |
0.8409 |
0.8312 |
|
| R1 |
0.8350 |
0.8350 |
0.8302 |
0.8380 |
| PP |
0.8298 |
0.8298 |
0.8298 |
0.8312 |
| S1 |
0.8239 |
0.8239 |
0.8282 |
0.8269 |
| S2 |
0.8187 |
0.8187 |
0.8272 |
|
| S3 |
0.8076 |
0.8128 |
0.8261 |
|
| S4 |
0.7965 |
0.8017 |
0.8231 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8456 |
|
2.618 |
0.8418 |
|
1.618 |
0.8395 |
|
1.000 |
0.8381 |
|
0.618 |
0.8372 |
|
HIGH |
0.8358 |
|
0.618 |
0.8349 |
|
0.500 |
0.8347 |
|
0.382 |
0.8344 |
|
LOW |
0.8335 |
|
0.618 |
0.8321 |
|
1.000 |
0.8312 |
|
1.618 |
0.8298 |
|
2.618 |
0.8275 |
|
4.250 |
0.8237 |
|
|
| Fisher Pivots for day following 03-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8348 |
0.8337 |
| PP |
0.8347 |
0.8325 |
| S1 |
0.8347 |
0.8314 |
|