CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 01-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2007 |
01-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8375 |
0.8433 |
0.0058 |
0.7% |
0.8385 |
| High |
0.8440 |
0.8475 |
0.0035 |
0.4% |
0.8475 |
| Low |
0.8370 |
0.8430 |
0.0060 |
0.7% |
0.8373 |
| Close |
0.8436 |
0.8438 |
0.0002 |
0.0% |
0.8381 |
| Range |
0.0070 |
0.0045 |
-0.0025 |
-35.7% |
0.0102 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
0.5% |
0.0000 |
| Volume |
370 |
721 |
351 |
94.9% |
21,898 |
|
| Daily Pivots for day following 01-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8583 |
0.8555 |
0.8463 |
|
| R3 |
0.8538 |
0.8510 |
0.8450 |
|
| R2 |
0.8493 |
0.8493 |
0.8446 |
|
| R1 |
0.8465 |
0.8465 |
0.8442 |
0.8479 |
| PP |
0.8448 |
0.8448 |
0.8448 |
0.8455 |
| S1 |
0.8420 |
0.8420 |
0.8434 |
0.8434 |
| S2 |
0.8403 |
0.8403 |
0.8430 |
|
| S3 |
0.8358 |
0.8375 |
0.8426 |
|
| S4 |
0.8313 |
0.8330 |
0.8413 |
|
|
| Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8716 |
0.8650 |
0.8437 |
|
| R3 |
0.8614 |
0.8548 |
0.8409 |
|
| R2 |
0.8512 |
0.8512 |
0.8400 |
|
| R1 |
0.8446 |
0.8446 |
0.8390 |
0.8428 |
| PP |
0.8410 |
0.8410 |
0.8410 |
0.8401 |
| S1 |
0.8344 |
0.8344 |
0.8372 |
0.8326 |
| S2 |
0.8308 |
0.8308 |
0.8362 |
|
| S3 |
0.8206 |
0.8242 |
0.8353 |
|
| S4 |
0.8104 |
0.8140 |
0.8325 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8666 |
|
2.618 |
0.8593 |
|
1.618 |
0.8548 |
|
1.000 |
0.8520 |
|
0.618 |
0.8503 |
|
HIGH |
0.8475 |
|
0.618 |
0.8458 |
|
0.500 |
0.8453 |
|
0.382 |
0.8447 |
|
LOW |
0.8430 |
|
0.618 |
0.8402 |
|
1.000 |
0.8385 |
|
1.618 |
0.8357 |
|
2.618 |
0.8312 |
|
4.250 |
0.8239 |
|
|
| Fisher Pivots for day following 01-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8453 |
0.8431 |
| PP |
0.8448 |
0.8424 |
| S1 |
0.8443 |
0.8417 |
|