CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 09-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2007 |
09-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8421 |
0.8395 |
-0.0026 |
-0.3% |
0.8408 |
| High |
0.8421 |
0.8396 |
-0.0025 |
-0.3% |
0.8482 |
| Low |
0.8376 |
0.8354 |
-0.0022 |
-0.3% |
0.8354 |
| Close |
0.8402 |
0.8360 |
-0.0042 |
-0.5% |
0.8360 |
| Range |
0.0045 |
0.0042 |
-0.0003 |
-6.7% |
0.0128 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.5% |
0.0000 |
| Volume |
374 |
1,087 |
713 |
190.6% |
2,127 |
|
| Daily Pivots for day following 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8496 |
0.8470 |
0.8383 |
|
| R3 |
0.8454 |
0.8428 |
0.8372 |
|
| R2 |
0.8412 |
0.8412 |
0.8368 |
|
| R1 |
0.8386 |
0.8386 |
0.8364 |
0.8378 |
| PP |
0.8370 |
0.8370 |
0.8370 |
0.8366 |
| S1 |
0.8344 |
0.8344 |
0.8356 |
0.8336 |
| S2 |
0.8328 |
0.8328 |
0.8352 |
|
| S3 |
0.8286 |
0.8302 |
0.8348 |
|
| S4 |
0.8244 |
0.8260 |
0.8337 |
|
|
| Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8783 |
0.8699 |
0.8430 |
|
| R3 |
0.8655 |
0.8571 |
0.8395 |
|
| R2 |
0.8527 |
0.8527 |
0.8383 |
|
| R1 |
0.8443 |
0.8443 |
0.8372 |
0.8421 |
| PP |
0.8399 |
0.8399 |
0.8399 |
0.8388 |
| S1 |
0.8315 |
0.8315 |
0.8348 |
0.8293 |
| S2 |
0.8271 |
0.8271 |
0.8337 |
|
| S3 |
0.8143 |
0.8187 |
0.8325 |
|
| S4 |
0.8015 |
0.8059 |
0.8290 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8575 |
|
2.618 |
0.8506 |
|
1.618 |
0.8464 |
|
1.000 |
0.8438 |
|
0.618 |
0.8422 |
|
HIGH |
0.8396 |
|
0.618 |
0.8380 |
|
0.500 |
0.8375 |
|
0.382 |
0.8370 |
|
LOW |
0.8354 |
|
0.618 |
0.8328 |
|
1.000 |
0.8312 |
|
1.618 |
0.8286 |
|
2.618 |
0.8244 |
|
4.250 |
0.8176 |
|
|
| Fisher Pivots for day following 09-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8375 |
0.8416 |
| PP |
0.8370 |
0.8397 |
| S1 |
0.8365 |
0.8379 |
|