CME Japanese Yen Future June 2007
Trading Metrics calculated at close of trading on 26-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2007 |
26-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
0.8351 |
0.8385 |
0.0034 |
0.4% |
0.8498 |
High |
0.8390 |
0.8429 |
0.0039 |
0.5% |
0.8509 |
Low |
0.8347 |
0.8382 |
0.0035 |
0.4% |
0.8343 |
Close |
0.8384 |
0.8414 |
0.0030 |
0.4% |
0.8384 |
Range |
0.0043 |
0.0047 |
0.0004 |
9.3% |
0.0166 |
ATR |
0.0052 |
0.0052 |
0.0000 |
-0.7% |
0.0000 |
Volume |
641 |
661 |
20 |
3.1% |
4,713 |
|
Daily Pivots for day following 26-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8549 |
0.8529 |
0.8440 |
|
R3 |
0.8502 |
0.8482 |
0.8427 |
|
R2 |
0.8455 |
0.8455 |
0.8423 |
|
R1 |
0.8435 |
0.8435 |
0.8418 |
0.8445 |
PP |
0.8408 |
0.8408 |
0.8408 |
0.8414 |
S1 |
0.8388 |
0.8388 |
0.8410 |
0.8398 |
S2 |
0.8361 |
0.8361 |
0.8405 |
|
S3 |
0.8314 |
0.8341 |
0.8401 |
|
S4 |
0.8267 |
0.8294 |
0.8388 |
|
|
Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8910 |
0.8813 |
0.8475 |
|
R3 |
0.8744 |
0.8647 |
0.8430 |
|
R2 |
0.8578 |
0.8578 |
0.8414 |
|
R1 |
0.8481 |
0.8481 |
0.8399 |
0.8447 |
PP |
0.8412 |
0.8412 |
0.8412 |
0.8395 |
S1 |
0.8315 |
0.8315 |
0.8369 |
0.8281 |
S2 |
0.8246 |
0.8246 |
0.8354 |
|
S3 |
0.8080 |
0.8149 |
0.8338 |
|
S4 |
0.7914 |
0.7983 |
0.8293 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8629 |
2.618 |
0.8552 |
1.618 |
0.8505 |
1.000 |
0.8476 |
0.618 |
0.8458 |
HIGH |
0.8429 |
0.618 |
0.8411 |
0.500 |
0.8406 |
0.382 |
0.8400 |
LOW |
0.8382 |
0.618 |
0.8353 |
1.000 |
0.8335 |
1.618 |
0.8306 |
2.618 |
0.8259 |
4.250 |
0.8182 |
|
|
Fisher Pivots for day following 26-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8411 |
0.8405 |
PP |
0.8408 |
0.8395 |
S1 |
0.8406 |
0.8386 |
|