CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 10-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2007 |
10-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8271 |
0.8277 |
0.0006 |
0.1% |
0.8301 |
| High |
0.8278 |
0.8367 |
0.0089 |
1.1% |
0.8360 |
| Low |
0.8252 |
0.8275 |
0.0023 |
0.3% |
0.8272 |
| Close |
0.8272 |
0.8360 |
0.0088 |
1.1% |
0.8271 |
| Range |
0.0026 |
0.0092 |
0.0066 |
253.8% |
0.0088 |
| ATR |
0.0037 |
0.0041 |
0.0004 |
11.4% |
0.0000 |
| Volume |
19 |
20 |
1 |
5.3% |
178 |
|
| Daily Pivots for day following 10-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8610 |
0.8577 |
0.8411 |
|
| R3 |
0.8518 |
0.8485 |
0.8385 |
|
| R2 |
0.8426 |
0.8426 |
0.8377 |
|
| R1 |
0.8393 |
0.8393 |
0.8368 |
0.8410 |
| PP |
0.8334 |
0.8334 |
0.8334 |
0.8342 |
| S1 |
0.8301 |
0.8301 |
0.8352 |
0.8318 |
| S2 |
0.8242 |
0.8242 |
0.8343 |
|
| S3 |
0.8150 |
0.8209 |
0.8335 |
|
| S4 |
0.8058 |
0.8117 |
0.8309 |
|
|
| 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 |
0.8758 |
|
2.618 |
0.8608 |
|
1.618 |
0.8516 |
|
1.000 |
0.8459 |
|
0.618 |
0.8424 |
|
HIGH |
0.8367 |
|
0.618 |
0.8332 |
|
0.500 |
0.8321 |
|
0.382 |
0.8310 |
|
LOW |
0.8275 |
|
0.618 |
0.8218 |
|
1.000 |
0.8183 |
|
1.618 |
0.8126 |
|
2.618 |
0.8034 |
|
4.250 |
0.7884 |
|
|
| Fisher Pivots for day following 10-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8347 |
0.8343 |
| PP |
0.8334 |
0.8326 |
| S1 |
0.8321 |
0.8310 |
|