CME Japanese Yen Future June 2007
Trading Metrics calculated at close of trading on 02-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2007 |
02-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
0.8433 |
0.8408 |
-0.0025 |
-0.3% |
0.8389 |
High |
0.8475 |
0.8438 |
-0.0037 |
-0.4% |
0.8475 |
Low |
0.8430 |
0.8388 |
-0.0042 |
-0.5% |
0.8346 |
Close |
0.8438 |
0.8407 |
-0.0031 |
-0.4% |
0.8407 |
Range |
0.0045 |
0.0050 |
0.0005 |
11.1% |
0.0129 |
ATR |
0.0042 |
0.0043 |
0.0001 |
1.3% |
0.0000 |
Volume |
721 |
526 |
-195 |
-27.0% |
2,052 |
|
Daily Pivots for day following 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8561 |
0.8534 |
0.8435 |
|
R3 |
0.8511 |
0.8484 |
0.8421 |
|
R2 |
0.8461 |
0.8461 |
0.8416 |
|
R1 |
0.8434 |
0.8434 |
0.8412 |
0.8423 |
PP |
0.8411 |
0.8411 |
0.8411 |
0.8405 |
S1 |
0.8384 |
0.8384 |
0.8402 |
0.8373 |
S2 |
0.8361 |
0.8361 |
0.8398 |
|
S3 |
0.8311 |
0.8334 |
0.8393 |
|
S4 |
0.8261 |
0.8284 |
0.8380 |
|
|
Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8796 |
0.8731 |
0.8478 |
|
R3 |
0.8667 |
0.8602 |
0.8442 |
|
R2 |
0.8538 |
0.8538 |
0.8431 |
|
R1 |
0.8473 |
0.8473 |
0.8419 |
0.8506 |
PP |
0.8409 |
0.8409 |
0.8409 |
0.8426 |
S1 |
0.8344 |
0.8344 |
0.8395 |
0.8377 |
S2 |
0.8280 |
0.8280 |
0.8383 |
|
S3 |
0.8151 |
0.8215 |
0.8372 |
|
S4 |
0.8022 |
0.8086 |
0.8336 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8651 |
2.618 |
0.8569 |
1.618 |
0.8519 |
1.000 |
0.8488 |
0.618 |
0.8469 |
HIGH |
0.8438 |
0.618 |
0.8419 |
0.500 |
0.8413 |
0.382 |
0.8407 |
LOW |
0.8388 |
0.618 |
0.8357 |
1.000 |
0.8338 |
1.618 |
0.8307 |
2.618 |
0.8257 |
4.250 |
0.8176 |
|
|
Fisher Pivots for day following 02-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8413 |
0.8423 |
PP |
0.8411 |
0.8417 |
S1 |
0.8409 |
0.8412 |
|