CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 17-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2007 |
17-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8360 |
0.8354 |
-0.0006 |
-0.1% |
0.8271 |
| High |
0.8371 |
0.8369 |
-0.0002 |
0.0% |
0.8415 |
| Low |
0.8360 |
0.8327 |
-0.0033 |
-0.4% |
0.8252 |
| Close |
0.8368 |
0.8328 |
-0.0040 |
-0.5% |
0.8354 |
| Range |
0.0011 |
0.0042 |
0.0031 |
281.8% |
0.0163 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
0.4% |
0.0000 |
| Volume |
8 |
3 |
-5 |
-62.5% |
286 |
|
| Daily Pivots for day following 17-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8467 |
0.8440 |
0.8351 |
|
| R3 |
0.8425 |
0.8398 |
0.8340 |
|
| R2 |
0.8383 |
0.8383 |
0.8336 |
|
| R1 |
0.8356 |
0.8356 |
0.8332 |
0.8349 |
| PP |
0.8341 |
0.8341 |
0.8341 |
0.8338 |
| S1 |
0.8314 |
0.8314 |
0.8324 |
0.8307 |
| S2 |
0.8299 |
0.8299 |
0.8320 |
|
| S3 |
0.8257 |
0.8272 |
0.8316 |
|
| S4 |
0.8215 |
0.8230 |
0.8305 |
|
|
| 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 |
0.8548 |
|
2.618 |
0.8479 |
|
1.618 |
0.8437 |
|
1.000 |
0.8411 |
|
0.618 |
0.8395 |
|
HIGH |
0.8369 |
|
0.618 |
0.8353 |
|
0.500 |
0.8348 |
|
0.382 |
0.8343 |
|
LOW |
0.8327 |
|
0.618 |
0.8301 |
|
1.000 |
0.8285 |
|
1.618 |
0.8259 |
|
2.618 |
0.8217 |
|
4.250 |
0.8149 |
|
|
| Fisher Pivots for day following 17-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8348 |
0.8348 |
| PP |
0.8341 |
0.8341 |
| S1 |
0.8335 |
0.8335 |
|