CME Japanese Yen Future December 2007
Trading Metrics calculated at close of trading on 02-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2007 |
02-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
0.8589 |
0.8562 |
-0.0027 |
-0.3% |
0.8380 |
High |
0.8635 |
0.8569 |
-0.0066 |
-0.8% |
0.8600 |
Low |
0.8558 |
0.8525 |
-0.0033 |
-0.4% |
0.8378 |
Close |
0.8581 |
0.8539 |
-0.0042 |
-0.5% |
0.8568 |
Range |
0.0077 |
0.0044 |
-0.0033 |
-42.9% |
0.0222 |
ATR |
0.0058 |
0.0058 |
0.0000 |
-0.3% |
0.0000 |
Volume |
94 |
177 |
83 |
88.3% |
1,018 |
|
Daily Pivots for day following 02-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8676 |
0.8652 |
0.8563 |
|
R3 |
0.8632 |
0.8608 |
0.8551 |
|
R2 |
0.8588 |
0.8588 |
0.8547 |
|
R1 |
0.8564 |
0.8564 |
0.8543 |
0.8554 |
PP |
0.8544 |
0.8544 |
0.8544 |
0.8540 |
S1 |
0.8520 |
0.8520 |
0.8535 |
0.8510 |
S2 |
0.8500 |
0.8500 |
0.8531 |
|
S3 |
0.8456 |
0.8476 |
0.8527 |
|
S4 |
0.8412 |
0.8432 |
0.8515 |
|
|
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 |
0.8756 |
2.618 |
0.8684 |
1.618 |
0.8640 |
1.000 |
0.8613 |
0.618 |
0.8596 |
HIGH |
0.8569 |
0.618 |
0.8552 |
0.500 |
0.8547 |
0.382 |
0.8542 |
LOW |
0.8525 |
0.618 |
0.8498 |
1.000 |
0.8481 |
1.618 |
0.8454 |
2.618 |
0.8410 |
4.250 |
0.8338 |
|
|
Fisher Pivots for day following 02-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8547 |
0.8578 |
PP |
0.8544 |
0.8565 |
S1 |
0.8542 |
0.8552 |
|