CME Japanese Yen Future December 2007
Trading Metrics calculated at close of trading on 09-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2007 |
09-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
0.8291 |
0.8271 |
-0.0020 |
-0.2% |
0.8301 |
High |
0.8291 |
0.8278 |
-0.0013 |
-0.2% |
0.8360 |
Low |
0.8272 |
0.8252 |
-0.0020 |
-0.2% |
0.8272 |
Close |
0.8271 |
0.8272 |
0.0001 |
0.0% |
0.8271 |
Range |
0.0019 |
0.0026 |
0.0007 |
36.8% |
0.0088 |
ATR |
0.0038 |
0.0037 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
4 |
19 |
15 |
375.0% |
178 |
|
Daily Pivots for day following 09-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8345 |
0.8335 |
0.8286 |
|
R3 |
0.8319 |
0.8309 |
0.8279 |
|
R2 |
0.8293 |
0.8293 |
0.8277 |
|
R1 |
0.8283 |
0.8283 |
0.8274 |
0.8288 |
PP |
0.8267 |
0.8267 |
0.8267 |
0.8270 |
S1 |
0.8257 |
0.8257 |
0.8270 |
0.8262 |
S2 |
0.8241 |
0.8241 |
0.8267 |
|
S3 |
0.8215 |
0.8231 |
0.8265 |
|
S4 |
0.8189 |
0.8205 |
0.8258 |
|
|
Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8565 |
0.8506 |
0.8319 |
|
R3 |
0.8477 |
0.8418 |
0.8295 |
|
R2 |
0.8389 |
0.8389 |
0.8287 |
|
R1 |
0.8330 |
0.8330 |
0.8279 |
0.8316 |
PP |
0.8301 |
0.8301 |
0.8301 |
0.8294 |
S1 |
0.8242 |
0.8242 |
0.8263 |
0.8228 |
S2 |
0.8213 |
0.8213 |
0.8255 |
|
S3 |
0.8125 |
0.8154 |
0.8247 |
|
S4 |
0.8037 |
0.8066 |
0.8223 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8389 |
2.618 |
0.8346 |
1.618 |
0.8320 |
1.000 |
0.8304 |
0.618 |
0.8294 |
HIGH |
0.8278 |
0.618 |
0.8268 |
0.500 |
0.8265 |
0.382 |
0.8262 |
LOW |
0.8252 |
0.618 |
0.8236 |
1.000 |
0.8226 |
1.618 |
0.8210 |
2.618 |
0.8184 |
4.250 |
0.8142 |
|
|
Fisher Pivots for day following 09-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8270 |
0.8304 |
PP |
0.8267 |
0.8293 |
S1 |
0.8265 |
0.8283 |
|