CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 24-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2007 |
24-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8380 |
0.8430 |
0.0050 |
0.6% |
0.8360 |
| High |
0.8429 |
0.8477 |
0.0048 |
0.6% |
0.8420 |
| Low |
0.8378 |
0.8420 |
0.0042 |
0.5% |
0.8322 |
| Close |
0.8395 |
0.8458 |
0.0063 |
0.8% |
0.8400 |
| Range |
0.0051 |
0.0057 |
0.0006 |
11.8% |
0.0098 |
| ATR |
0.0044 |
0.0047 |
0.0003 |
6.2% |
0.0000 |
| Volume |
55 |
54 |
-1 |
-1.8% |
132 |
|
| Daily Pivots for day following 24-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8623 |
0.8597 |
0.8489 |
|
| R3 |
0.8566 |
0.8540 |
0.8474 |
|
| R2 |
0.8509 |
0.8509 |
0.8468 |
|
| R1 |
0.8483 |
0.8483 |
0.8463 |
0.8496 |
| PP |
0.8452 |
0.8452 |
0.8452 |
0.8458 |
| S1 |
0.8426 |
0.8426 |
0.8453 |
0.8439 |
| S2 |
0.8395 |
0.8395 |
0.8448 |
|
| S3 |
0.8338 |
0.8369 |
0.8442 |
|
| S4 |
0.8281 |
0.8312 |
0.8427 |
|
|
| 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 |
0.8719 |
|
2.618 |
0.8626 |
|
1.618 |
0.8569 |
|
1.000 |
0.8534 |
|
0.618 |
0.8512 |
|
HIGH |
0.8477 |
|
0.618 |
0.8455 |
|
0.500 |
0.8449 |
|
0.382 |
0.8442 |
|
LOW |
0.8420 |
|
0.618 |
0.8385 |
|
1.000 |
0.8363 |
|
1.618 |
0.8328 |
|
2.618 |
0.8271 |
|
4.250 |
0.8178 |
|
|
| Fisher Pivots for day following 24-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8455 |
0.8439 |
| PP |
0.8452 |
0.8419 |
| S1 |
0.8449 |
0.8400 |
|