CME Japanese Yen Future June 2007
Trading Metrics calculated at close of trading on 16-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2007 |
16-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
0.8458 |
0.8481 |
0.0023 |
0.3% |
0.8603 |
High |
0.8485 |
0.8481 |
-0.0004 |
0.0% |
0.8632 |
Low |
0.8458 |
0.8450 |
-0.0008 |
-0.1% |
0.8458 |
Close |
0.8476 |
0.8459 |
-0.0017 |
-0.2% |
0.8476 |
Range |
0.0027 |
0.0031 |
0.0004 |
14.8% |
0.0174 |
ATR |
0.0036 |
0.0036 |
0.0000 |
-1.0% |
0.0000 |
Volume |
546 |
161 |
-385 |
-70.5% |
1,178 |
|
Daily Pivots for day following 16-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8556 |
0.8539 |
0.8476 |
|
R3 |
0.8525 |
0.8508 |
0.8468 |
|
R2 |
0.8494 |
0.8494 |
0.8465 |
|
R1 |
0.8477 |
0.8477 |
0.8462 |
0.8470 |
PP |
0.8463 |
0.8463 |
0.8463 |
0.8460 |
S1 |
0.8446 |
0.8446 |
0.8456 |
0.8439 |
S2 |
0.8432 |
0.8432 |
0.8453 |
|
S3 |
0.8401 |
0.8415 |
0.8450 |
|
S4 |
0.8370 |
0.8384 |
0.8442 |
|
|
Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9044 |
0.8934 |
0.8572 |
|
R3 |
0.8870 |
0.8760 |
0.8524 |
|
R2 |
0.8696 |
0.8696 |
0.8508 |
|
R1 |
0.8586 |
0.8586 |
0.8492 |
0.8554 |
PP |
0.8522 |
0.8522 |
0.8522 |
0.8506 |
S1 |
0.8412 |
0.8412 |
0.8460 |
0.8380 |
S2 |
0.8348 |
0.8348 |
0.8444 |
|
S3 |
0.8174 |
0.8238 |
0.8428 |
|
S4 |
0.8000 |
0.8064 |
0.8380 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8613 |
2.618 |
0.8562 |
1.618 |
0.8531 |
1.000 |
0.8512 |
0.618 |
0.8500 |
HIGH |
0.8481 |
0.618 |
0.8469 |
0.500 |
0.8466 |
0.382 |
0.8462 |
LOW |
0.8450 |
0.618 |
0.8431 |
1.000 |
0.8419 |
1.618 |
0.8400 |
2.618 |
0.8369 |
4.250 |
0.8318 |
|
|
Fisher Pivots for day following 16-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8466 |
0.8489 |
PP |
0.8463 |
0.8479 |
S1 |
0.8461 |
0.8469 |
|