CME Japanese Yen Future December 2007
Trading Metrics calculated at close of trading on 23-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2007 |
23-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
0.8328 |
0.8380 |
0.0052 |
0.6% |
0.8360 |
High |
0.8420 |
0.8429 |
0.0009 |
0.1% |
0.8420 |
Low |
0.8322 |
0.8378 |
0.0056 |
0.7% |
0.8322 |
Close |
0.8400 |
0.8395 |
-0.0005 |
-0.1% |
0.8400 |
Range |
0.0098 |
0.0051 |
-0.0047 |
-48.0% |
0.0098 |
ATR |
0.0043 |
0.0044 |
0.0001 |
1.2% |
0.0000 |
Volume |
17 |
55 |
38 |
223.5% |
132 |
|
Daily Pivots for day following 23-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8554 |
0.8525 |
0.8423 |
|
R3 |
0.8503 |
0.8474 |
0.8409 |
|
R2 |
0.8452 |
0.8452 |
0.8404 |
|
R1 |
0.8423 |
0.8423 |
0.8400 |
0.8438 |
PP |
0.8401 |
0.8401 |
0.8401 |
0.8408 |
S1 |
0.8372 |
0.8372 |
0.8390 |
0.8387 |
S2 |
0.8350 |
0.8350 |
0.8386 |
|
S3 |
0.8299 |
0.8321 |
0.8381 |
|
S4 |
0.8248 |
0.8270 |
0.8367 |
|
|
Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8675 |
0.8635 |
0.8454 |
|
R3 |
0.8577 |
0.8537 |
0.8427 |
|
R2 |
0.8479 |
0.8479 |
0.8418 |
|
R1 |
0.8439 |
0.8439 |
0.8409 |
0.8459 |
PP |
0.8381 |
0.8381 |
0.8381 |
0.8391 |
S1 |
0.8341 |
0.8341 |
0.8391 |
0.8361 |
S2 |
0.8283 |
0.8283 |
0.8382 |
|
S3 |
0.8185 |
0.8243 |
0.8373 |
|
S4 |
0.8087 |
0.8145 |
0.8346 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8646 |
2.618 |
0.8563 |
1.618 |
0.8512 |
1.000 |
0.8480 |
0.618 |
0.8461 |
HIGH |
0.8429 |
0.618 |
0.8410 |
0.500 |
0.8404 |
0.382 |
0.8397 |
LOW |
0.8378 |
0.618 |
0.8346 |
1.000 |
0.8327 |
1.618 |
0.8295 |
2.618 |
0.8244 |
4.250 |
0.8161 |
|
|
Fisher Pivots for day following 23-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8404 |
0.8389 |
PP |
0.8401 |
0.8382 |
S1 |
0.8398 |
0.8376 |
|