CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 12-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2007 |
12-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8395 |
0.8339 |
-0.0056 |
-0.7% |
0.8408 |
| High |
0.8396 |
0.8357 |
-0.0039 |
-0.5% |
0.8482 |
| Low |
0.8354 |
0.8315 |
-0.0039 |
-0.5% |
0.8354 |
| Close |
0.8360 |
0.8342 |
-0.0018 |
-0.2% |
0.8360 |
| Range |
0.0042 |
0.0042 |
0.0000 |
0.0% |
0.0128 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.0% |
0.0000 |
| Volume |
1,087 |
598 |
-489 |
-45.0% |
2,127 |
|
| Daily Pivots for day following 12-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8464 |
0.8445 |
0.8365 |
|
| R3 |
0.8422 |
0.8403 |
0.8354 |
|
| R2 |
0.8380 |
0.8380 |
0.8350 |
|
| R1 |
0.8361 |
0.8361 |
0.8346 |
0.8371 |
| PP |
0.8338 |
0.8338 |
0.8338 |
0.8343 |
| S1 |
0.8319 |
0.8319 |
0.8338 |
0.8329 |
| S2 |
0.8296 |
0.8296 |
0.8334 |
|
| S3 |
0.8254 |
0.8277 |
0.8330 |
|
| S4 |
0.8212 |
0.8235 |
0.8319 |
|
|
| 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 |
0.8536 |
|
2.618 |
0.8467 |
|
1.618 |
0.8425 |
|
1.000 |
0.8399 |
|
0.618 |
0.8383 |
|
HIGH |
0.8357 |
|
0.618 |
0.8341 |
|
0.500 |
0.8336 |
|
0.382 |
0.8331 |
|
LOW |
0.8315 |
|
0.618 |
0.8289 |
|
1.000 |
0.8273 |
|
1.618 |
0.8247 |
|
2.618 |
0.8205 |
|
4.250 |
0.8137 |
|
|
| Fisher Pivots for day following 12-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8340 |
0.8368 |
| PP |
0.8338 |
0.8359 |
| S1 |
0.8336 |
0.8351 |
|