CME Japanese Yen Future December 2007
Trading Metrics calculated at close of trading on 07-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2007 |
07-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
0.8640 |
0.8560 |
-0.0080 |
-0.9% |
0.8617 |
High |
0.8670 |
0.8612 |
-0.0058 |
-0.7% |
0.8635 |
Low |
0.8539 |
0.8545 |
0.0006 |
0.1% |
0.8520 |
Close |
0.8584 |
0.8570 |
-0.0014 |
-0.2% |
0.8586 |
Range |
0.0131 |
0.0067 |
-0.0064 |
-48.9% |
0.0115 |
ATR |
0.0065 |
0.0065 |
0.0000 |
0.3% |
0.0000 |
Volume |
120 |
348 |
228 |
190.0% |
1,380 |
|
Daily Pivots for day following 07-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8777 |
0.8740 |
0.8607 |
|
R3 |
0.8710 |
0.8673 |
0.8588 |
|
R2 |
0.8643 |
0.8643 |
0.8582 |
|
R1 |
0.8606 |
0.8606 |
0.8576 |
0.8625 |
PP |
0.8576 |
0.8576 |
0.8576 |
0.8585 |
S1 |
0.8539 |
0.8539 |
0.8564 |
0.8558 |
S2 |
0.8509 |
0.8509 |
0.8558 |
|
S3 |
0.8442 |
0.8472 |
0.8552 |
|
S4 |
0.8375 |
0.8405 |
0.8533 |
|
|
Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8925 |
0.8871 |
0.8649 |
|
R3 |
0.8810 |
0.8756 |
0.8618 |
|
R2 |
0.8695 |
0.8695 |
0.8607 |
|
R1 |
0.8641 |
0.8641 |
0.8597 |
0.8611 |
PP |
0.8580 |
0.8580 |
0.8580 |
0.8565 |
S1 |
0.8526 |
0.8526 |
0.8575 |
0.8496 |
S2 |
0.8465 |
0.8465 |
0.8565 |
|
S3 |
0.8350 |
0.8411 |
0.8554 |
|
S4 |
0.8235 |
0.8296 |
0.8523 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8897 |
2.618 |
0.8787 |
1.618 |
0.8720 |
1.000 |
0.8679 |
0.618 |
0.8653 |
HIGH |
0.8612 |
0.618 |
0.8586 |
0.500 |
0.8579 |
0.382 |
0.8571 |
LOW |
0.8545 |
0.618 |
0.8504 |
1.000 |
0.8478 |
1.618 |
0.8437 |
2.618 |
0.8370 |
4.250 |
0.8260 |
|
|
Fisher Pivots for day following 07-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8579 |
0.8598 |
PP |
0.8576 |
0.8588 |
S1 |
0.8573 |
0.8579 |
|