CME Japanese Yen Future December 2007
Trading Metrics calculated at close of trading on 16-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2007 |
16-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
0.8325 |
0.8360 |
0.0035 |
0.4% |
0.8271 |
High |
0.8355 |
0.8371 |
0.0016 |
0.2% |
0.8415 |
Low |
0.8325 |
0.8360 |
0.0035 |
0.4% |
0.8252 |
Close |
0.8354 |
0.8368 |
0.0014 |
0.2% |
0.8354 |
Range |
0.0030 |
0.0011 |
-0.0019 |
-63.3% |
0.0163 |
ATR |
0.0041 |
0.0040 |
-0.0002 |
-4.2% |
0.0000 |
Volume |
12 |
8 |
-4 |
-33.3% |
286 |
|
Daily Pivots for day following 16-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8399 |
0.8395 |
0.8374 |
|
R3 |
0.8388 |
0.8384 |
0.8371 |
|
R2 |
0.8377 |
0.8377 |
0.8370 |
|
R1 |
0.8373 |
0.8373 |
0.8369 |
0.8375 |
PP |
0.8366 |
0.8366 |
0.8366 |
0.8368 |
S1 |
0.8362 |
0.8362 |
0.8367 |
0.8364 |
S2 |
0.8355 |
0.8355 |
0.8366 |
|
S3 |
0.8344 |
0.8351 |
0.8365 |
|
S4 |
0.8333 |
0.8340 |
0.8362 |
|
|
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 |
0.8418 |
2.618 |
0.8400 |
1.618 |
0.8389 |
1.000 |
0.8382 |
0.618 |
0.8378 |
HIGH |
0.8371 |
0.618 |
0.8367 |
0.500 |
0.8366 |
0.382 |
0.8364 |
LOW |
0.8360 |
0.618 |
0.8353 |
1.000 |
0.8349 |
1.618 |
0.8342 |
2.618 |
0.8331 |
4.250 |
0.8313 |
|
|
Fisher Pivots for day following 16-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8367 |
0.8361 |
PP |
0.8366 |
0.8355 |
S1 |
0.8366 |
0.8348 |
|