CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 13-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2007 |
13-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8352 |
0.8325 |
-0.0027 |
-0.3% |
0.8271 |
| High |
0.8352 |
0.8355 |
0.0003 |
0.0% |
0.8415 |
| Low |
0.8325 |
0.8325 |
0.0000 |
0.0% |
0.8252 |
| Close |
0.8328 |
0.8354 |
0.0026 |
0.3% |
0.8354 |
| Range |
0.0027 |
0.0030 |
0.0003 |
11.1% |
0.0163 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
120 |
12 |
-108 |
-90.0% |
286 |
|
| Daily Pivots for day following 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8435 |
0.8424 |
0.8371 |
|
| R3 |
0.8405 |
0.8394 |
0.8362 |
|
| R2 |
0.8375 |
0.8375 |
0.8360 |
|
| R1 |
0.8364 |
0.8364 |
0.8357 |
0.8370 |
| PP |
0.8345 |
0.8345 |
0.8345 |
0.8347 |
| S1 |
0.8334 |
0.8334 |
0.8351 |
0.8340 |
| S2 |
0.8315 |
0.8315 |
0.8349 |
|
| S3 |
0.8285 |
0.8304 |
0.8346 |
|
| S4 |
0.8255 |
0.8274 |
0.8338 |
|
|
| Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8829 |
0.8755 |
0.8444 |
|
| R3 |
0.8666 |
0.8592 |
0.8399 |
|
| R2 |
0.8503 |
0.8503 |
0.8384 |
|
| R1 |
0.8429 |
0.8429 |
0.8369 |
0.8466 |
| PP |
0.8340 |
0.8340 |
0.8340 |
0.8359 |
| S1 |
0.8266 |
0.8266 |
0.8339 |
0.8303 |
| S2 |
0.8177 |
0.8177 |
0.8324 |
|
| S3 |
0.8014 |
0.8103 |
0.8309 |
|
| S4 |
0.7851 |
0.7940 |
0.8264 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8483 |
|
2.618 |
0.8434 |
|
1.618 |
0.8404 |
|
1.000 |
0.8385 |
|
0.618 |
0.8374 |
|
HIGH |
0.8355 |
|
0.618 |
0.8344 |
|
0.500 |
0.8340 |
|
0.382 |
0.8336 |
|
LOW |
0.8325 |
|
0.618 |
0.8306 |
|
1.000 |
0.8295 |
|
1.618 |
0.8276 |
|
2.618 |
0.8246 |
|
4.250 |
0.8198 |
|
|
| Fisher Pivots for day following 13-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8349 |
0.8370 |
| PP |
0.8345 |
0.8365 |
| S1 |
0.8340 |
0.8359 |
|