CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 26-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2007 |
26-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8474 |
0.8445 |
-0.0029 |
-0.3% |
0.8360 |
| High |
0.8494 |
0.8583 |
0.0089 |
1.0% |
0.8420 |
| Low |
0.8445 |
0.8433 |
-0.0012 |
-0.1% |
0.8322 |
| Close |
0.8450 |
0.8580 |
0.0130 |
1.5% |
0.8400 |
| Range |
0.0049 |
0.0150 |
0.0101 |
206.1% |
0.0098 |
| ATR |
0.0047 |
0.0054 |
0.0007 |
15.7% |
0.0000 |
| Volume |
156 |
145 |
-11 |
-7.1% |
132 |
|
| Daily Pivots for day following 26-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8982 |
0.8931 |
0.8663 |
|
| R3 |
0.8832 |
0.8781 |
0.8621 |
|
| R2 |
0.8682 |
0.8682 |
0.8608 |
|
| R1 |
0.8631 |
0.8631 |
0.8594 |
0.8657 |
| PP |
0.8532 |
0.8532 |
0.8532 |
0.8545 |
| S1 |
0.8481 |
0.8481 |
0.8566 |
0.8507 |
| S2 |
0.8382 |
0.8382 |
0.8553 |
|
| S3 |
0.8232 |
0.8331 |
0.8539 |
|
| S4 |
0.8082 |
0.8181 |
0.8498 |
|
|
| 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 |
0.9221 |
|
2.618 |
0.8976 |
|
1.618 |
0.8826 |
|
1.000 |
0.8733 |
|
0.618 |
0.8676 |
|
HIGH |
0.8583 |
|
0.618 |
0.8526 |
|
0.500 |
0.8508 |
|
0.382 |
0.8490 |
|
LOW |
0.8433 |
|
0.618 |
0.8340 |
|
1.000 |
0.8283 |
|
1.618 |
0.8190 |
|
2.618 |
0.8040 |
|
4.250 |
0.7796 |
|
|
| Fisher Pivots for day following 26-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8556 |
0.8554 |
| PP |
0.8532 |
0.8528 |
| S1 |
0.8508 |
0.8502 |
|