CME Japanese Yen Future June 2007
Trading Metrics calculated at close of trading on 16-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2007 |
16-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
0.8429 |
0.8505 |
0.0076 |
0.9% |
0.8339 |
High |
0.8519 |
0.8534 |
0.0015 |
0.2% |
0.8534 |
Low |
0.8429 |
0.8500 |
0.0071 |
0.8% |
0.8315 |
Close |
0.8511 |
0.8518 |
0.0007 |
0.1% |
0.8518 |
Range |
0.0090 |
0.0034 |
-0.0056 |
-62.2% |
0.0219 |
ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
1,778 |
918 |
-860 |
-48.4% |
3,993 |
|
Daily Pivots for day following 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8619 |
0.8603 |
0.8537 |
|
R3 |
0.8585 |
0.8569 |
0.8527 |
|
R2 |
0.8551 |
0.8551 |
0.8524 |
|
R1 |
0.8535 |
0.8535 |
0.8521 |
0.8543 |
PP |
0.8517 |
0.8517 |
0.8517 |
0.8522 |
S1 |
0.8501 |
0.8501 |
0.8515 |
0.8509 |
S2 |
0.8483 |
0.8483 |
0.8512 |
|
S3 |
0.8449 |
0.8467 |
0.8509 |
|
S4 |
0.8415 |
0.8433 |
0.8499 |
|
|
Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9113 |
0.9034 |
0.8638 |
|
R3 |
0.8894 |
0.8815 |
0.8578 |
|
R2 |
0.8675 |
0.8675 |
0.8558 |
|
R1 |
0.8596 |
0.8596 |
0.8538 |
0.8636 |
PP |
0.8456 |
0.8456 |
0.8456 |
0.8475 |
S1 |
0.8377 |
0.8377 |
0.8498 |
0.8417 |
S2 |
0.8237 |
0.8237 |
0.8478 |
|
S3 |
0.8018 |
0.8158 |
0.8458 |
|
S4 |
0.7799 |
0.7939 |
0.8398 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8679 |
2.618 |
0.8623 |
1.618 |
0.8589 |
1.000 |
0.8568 |
0.618 |
0.8555 |
HIGH |
0.8534 |
0.618 |
0.8521 |
0.500 |
0.8517 |
0.382 |
0.8513 |
LOW |
0.8500 |
0.618 |
0.8479 |
1.000 |
0.8466 |
1.618 |
0.8445 |
2.618 |
0.8411 |
4.250 |
0.8356 |
|
|
Fisher Pivots for day following 16-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8518 |
0.8497 |
PP |
0.8517 |
0.8477 |
S1 |
0.8517 |
0.8456 |
|