CME Japanese Yen Future December 2007
Trading Metrics calculated at close of trading on 19-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2007 |
19-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
0.8340 |
0.8360 |
0.0020 |
0.2% |
0.8271 |
High |
0.8380 |
0.8360 |
-0.0020 |
-0.2% |
0.8415 |
Low |
0.8340 |
0.8340 |
0.0000 |
0.0% |
0.8252 |
Close |
0.8361 |
0.8346 |
-0.0015 |
-0.2% |
0.8354 |
Range |
0.0040 |
0.0020 |
-0.0020 |
-50.0% |
0.0163 |
ATR |
0.0041 |
0.0039 |
-0.0001 |
-3.5% |
0.0000 |
Volume |
67 |
37 |
-30 |
-44.8% |
286 |
|
Daily Pivots for day following 19-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8409 |
0.8397 |
0.8357 |
|
R3 |
0.8389 |
0.8377 |
0.8352 |
|
R2 |
0.8369 |
0.8369 |
0.8350 |
|
R1 |
0.8357 |
0.8357 |
0.8348 |
0.8353 |
PP |
0.8349 |
0.8349 |
0.8349 |
0.8347 |
S1 |
0.8337 |
0.8337 |
0.8344 |
0.8333 |
S2 |
0.8329 |
0.8329 |
0.8342 |
|
S3 |
0.8309 |
0.8317 |
0.8341 |
|
S4 |
0.8289 |
0.8297 |
0.8335 |
|
|
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 |
0.8445 |
2.618 |
0.8412 |
1.618 |
0.8392 |
1.000 |
0.8380 |
0.618 |
0.8372 |
HIGH |
0.8360 |
0.618 |
0.8352 |
0.500 |
0.8350 |
0.382 |
0.8348 |
LOW |
0.8340 |
0.618 |
0.8328 |
1.000 |
0.8320 |
1.618 |
0.8308 |
2.618 |
0.8288 |
4.250 |
0.8255 |
|
|
Fisher Pivots for day following 19-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8350 |
0.8354 |
PP |
0.8349 |
0.8351 |
S1 |
0.8347 |
0.8349 |
|