CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 13-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2007 |
13-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8339 |
0.8356 |
0.0017 |
0.2% |
0.8408 |
| High |
0.8357 |
0.8395 |
0.0038 |
0.5% |
0.8482 |
| Low |
0.8315 |
0.8356 |
0.0041 |
0.5% |
0.8354 |
| Close |
0.8342 |
0.8388 |
0.0046 |
0.6% |
0.8360 |
| Range |
0.0042 |
0.0039 |
-0.0003 |
-7.1% |
0.0128 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
1.2% |
0.0000 |
| Volume |
598 |
320 |
-278 |
-46.5% |
2,127 |
|
| Daily Pivots for day following 13-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8497 |
0.8481 |
0.8409 |
|
| R3 |
0.8458 |
0.8442 |
0.8399 |
|
| R2 |
0.8419 |
0.8419 |
0.8395 |
|
| R1 |
0.8403 |
0.8403 |
0.8392 |
0.8411 |
| PP |
0.8380 |
0.8380 |
0.8380 |
0.8384 |
| S1 |
0.8364 |
0.8364 |
0.8384 |
0.8372 |
| S2 |
0.8341 |
0.8341 |
0.8381 |
|
| S3 |
0.8302 |
0.8325 |
0.8377 |
|
| S4 |
0.8263 |
0.8286 |
0.8367 |
|
|
| 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 |
0.8561 |
|
2.618 |
0.8497 |
|
1.618 |
0.8458 |
|
1.000 |
0.8434 |
|
0.618 |
0.8419 |
|
HIGH |
0.8395 |
|
0.618 |
0.8380 |
|
0.500 |
0.8376 |
|
0.382 |
0.8371 |
|
LOW |
0.8356 |
|
0.618 |
0.8332 |
|
1.000 |
0.8317 |
|
1.618 |
0.8293 |
|
2.618 |
0.8254 |
|
4.250 |
0.8190 |
|
|
| Fisher Pivots for day following 13-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8384 |
0.8377 |
| PP |
0.8380 |
0.8366 |
| S1 |
0.8376 |
0.8356 |
|