CME Japanese Yen Future December 2007
Trading Metrics calculated at close of trading on 31-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2007 |
31-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
0.8617 |
0.8535 |
-0.0082 |
-1.0% |
0.8380 |
High |
0.8617 |
0.8582 |
-0.0035 |
-0.4% |
0.8600 |
Low |
0.8538 |
0.8520 |
-0.0018 |
-0.2% |
0.8378 |
Close |
0.8565 |
0.8563 |
-0.0002 |
0.0% |
0.8568 |
Range |
0.0079 |
0.0062 |
-0.0017 |
-21.5% |
0.0222 |
ATR |
0.0056 |
0.0057 |
0.0000 |
0.7% |
0.0000 |
Volume |
492 |
325 |
-167 |
-33.9% |
1,018 |
|
Daily Pivots for day following 31-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8741 |
0.8714 |
0.8597 |
|
R3 |
0.8679 |
0.8652 |
0.8580 |
|
R2 |
0.8617 |
0.8617 |
0.8574 |
|
R1 |
0.8590 |
0.8590 |
0.8569 |
0.8604 |
PP |
0.8555 |
0.8555 |
0.8555 |
0.8562 |
S1 |
0.8528 |
0.8528 |
0.8557 |
0.8542 |
S2 |
0.8493 |
0.8493 |
0.8552 |
|
S3 |
0.8431 |
0.8466 |
0.8546 |
|
S4 |
0.8369 |
0.8404 |
0.8529 |
|
|
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 |
0.8846 |
2.618 |
0.8744 |
1.618 |
0.8682 |
1.000 |
0.8644 |
0.618 |
0.8620 |
HIGH |
0.8582 |
0.618 |
0.8558 |
0.500 |
0.8551 |
0.382 |
0.8544 |
LOW |
0.8520 |
0.618 |
0.8482 |
1.000 |
0.8458 |
1.618 |
0.8420 |
2.618 |
0.8358 |
4.250 |
0.8257 |
|
|
Fisher Pivots for day following 31-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8559 |
0.8569 |
PP |
0.8555 |
0.8567 |
S1 |
0.8551 |
0.8565 |
|