CME Japanese Yen Future December 2007
Trading Metrics calculated at close of trading on 11-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2007 |
11-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
0.8277 |
0.8400 |
0.0123 |
1.5% |
0.8301 |
High |
0.8367 |
0.8415 |
0.0048 |
0.6% |
0.8360 |
Low |
0.8275 |
0.8346 |
0.0071 |
0.9% |
0.8272 |
Close |
0.8360 |
0.8359 |
-0.0001 |
0.0% |
0.8271 |
Range |
0.0092 |
0.0069 |
-0.0023 |
-25.0% |
0.0088 |
ATR |
0.0041 |
0.0043 |
0.0002 |
4.9% |
0.0000 |
Volume |
20 |
115 |
95 |
475.0% |
178 |
|
Daily Pivots for day following 11-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8580 |
0.8539 |
0.8397 |
|
R3 |
0.8511 |
0.8470 |
0.8378 |
|
R2 |
0.8442 |
0.8442 |
0.8372 |
|
R1 |
0.8401 |
0.8401 |
0.8365 |
0.8387 |
PP |
0.8373 |
0.8373 |
0.8373 |
0.8367 |
S1 |
0.8332 |
0.8332 |
0.8353 |
0.8318 |
S2 |
0.8304 |
0.8304 |
0.8346 |
|
S3 |
0.8235 |
0.8263 |
0.8340 |
|
S4 |
0.8166 |
0.8194 |
0.8321 |
|
|
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 |
0.8708 |
2.618 |
0.8596 |
1.618 |
0.8527 |
1.000 |
0.8484 |
0.618 |
0.8458 |
HIGH |
0.8415 |
0.618 |
0.8389 |
0.500 |
0.8381 |
0.382 |
0.8372 |
LOW |
0.8346 |
0.618 |
0.8303 |
1.000 |
0.8277 |
1.618 |
0.8234 |
2.618 |
0.8165 |
4.250 |
0.8053 |
|
|
Fisher Pivots for day following 11-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8381 |
0.8351 |
PP |
0.8373 |
0.8342 |
S1 |
0.8366 |
0.8334 |
|