CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 06-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2007 |
06-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8408 |
0.8469 |
0.0061 |
0.7% |
0.8389 |
| High |
0.8463 |
0.8482 |
0.0019 |
0.2% |
0.8475 |
| Low |
0.8408 |
0.8443 |
0.0035 |
0.4% |
0.8346 |
| Close |
0.8458 |
0.8474 |
0.0016 |
0.2% |
0.8407 |
| Range |
0.0055 |
0.0039 |
-0.0016 |
-29.1% |
0.0129 |
| ATR |
0.0044 |
0.0043 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
249 |
247 |
-2 |
-0.8% |
2,052 |
|
| Daily Pivots for day following 06-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8583 |
0.8568 |
0.8495 |
|
| R3 |
0.8544 |
0.8529 |
0.8485 |
|
| R2 |
0.8505 |
0.8505 |
0.8481 |
|
| R1 |
0.8490 |
0.8490 |
0.8478 |
0.8498 |
| PP |
0.8466 |
0.8466 |
0.8466 |
0.8470 |
| S1 |
0.8451 |
0.8451 |
0.8470 |
0.8459 |
| S2 |
0.8427 |
0.8427 |
0.8467 |
|
| S3 |
0.8388 |
0.8412 |
0.8463 |
|
| S4 |
0.8349 |
0.8373 |
0.8453 |
|
|
| 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 |
0.8648 |
|
2.618 |
0.8584 |
|
1.618 |
0.8545 |
|
1.000 |
0.8521 |
|
0.618 |
0.8506 |
|
HIGH |
0.8482 |
|
0.618 |
0.8467 |
|
0.500 |
0.8463 |
|
0.382 |
0.8458 |
|
LOW |
0.8443 |
|
0.618 |
0.8419 |
|
1.000 |
0.8404 |
|
1.618 |
0.8380 |
|
2.618 |
0.8341 |
|
4.250 |
0.8277 |
|
|
| Fisher Pivots for day following 06-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8470 |
0.8461 |
| PP |
0.8466 |
0.8448 |
| S1 |
0.8463 |
0.8435 |
|