CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 30-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2007 |
30-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8600 |
0.8617 |
0.0017 |
0.2% |
0.8380 |
| High |
0.8600 |
0.8617 |
0.0017 |
0.2% |
0.8600 |
| Low |
0.8543 |
0.8538 |
-0.0005 |
-0.1% |
0.8378 |
| Close |
0.8568 |
0.8565 |
-0.0003 |
0.0% |
0.8568 |
| Range |
0.0057 |
0.0079 |
0.0022 |
38.6% |
0.0222 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
3.2% |
0.0000 |
| Volume |
608 |
492 |
-116 |
-19.1% |
1,018 |
|
| Daily Pivots for day following 30-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8810 |
0.8767 |
0.8608 |
|
| R3 |
0.8731 |
0.8688 |
0.8587 |
|
| R2 |
0.8652 |
0.8652 |
0.8579 |
|
| R1 |
0.8609 |
0.8609 |
0.8572 |
0.8591 |
| PP |
0.8573 |
0.8573 |
0.8573 |
0.8565 |
| S1 |
0.8530 |
0.8530 |
0.8558 |
0.8512 |
| S2 |
0.8494 |
0.8494 |
0.8551 |
|
| S3 |
0.8415 |
0.8451 |
0.8543 |
|
| S4 |
0.8336 |
0.8372 |
0.8522 |
|
|
| Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9181 |
0.9097 |
0.8690 |
|
| R3 |
0.8959 |
0.8875 |
0.8629 |
|
| R2 |
0.8737 |
0.8737 |
0.8609 |
|
| R1 |
0.8653 |
0.8653 |
0.8588 |
0.8695 |
| PP |
0.8515 |
0.8515 |
0.8515 |
0.8537 |
| S1 |
0.8431 |
0.8431 |
0.8548 |
0.8473 |
| S2 |
0.8293 |
0.8293 |
0.8527 |
|
| S3 |
0.8071 |
0.8209 |
0.8507 |
|
| S4 |
0.7849 |
0.7987 |
0.8446 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8953 |
|
2.618 |
0.8824 |
|
1.618 |
0.8745 |
|
1.000 |
0.8696 |
|
0.618 |
0.8666 |
|
HIGH |
0.8617 |
|
0.618 |
0.8587 |
|
0.500 |
0.8578 |
|
0.382 |
0.8568 |
|
LOW |
0.8538 |
|
0.618 |
0.8489 |
|
1.000 |
0.8459 |
|
1.618 |
0.8410 |
|
2.618 |
0.8331 |
|
4.250 |
0.8202 |
|
|
| Fisher Pivots for day following 30-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8578 |
0.8552 |
| PP |
0.8573 |
0.8538 |
| S1 |
0.8569 |
0.8525 |
|