CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 01-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2007 |
01-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
0.8579 |
0.8666 |
0.0087 |
1.0% |
0.8613 |
High |
0.8622 |
0.8666 |
0.0044 |
0.5% |
0.8613 |
Low |
0.8579 |
0.8666 |
0.0087 |
1.0% |
0.8465 |
Close |
0.8666 |
0.8716 |
0.0050 |
0.6% |
0.8479 |
Range |
0.0043 |
0.0000 |
-0.0043 |
-100.0% |
0.0148 |
ATR |
0.0030 |
0.0028 |
-0.0002 |
-7.1% |
0.0000 |
Volume |
52 |
0 |
-52 |
-100.0% |
7 |
|
Daily Pivots for day following 01-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8683 |
0.8699 |
0.8716 |
|
R3 |
0.8683 |
0.8699 |
0.8716 |
|
R2 |
0.8683 |
0.8683 |
0.8716 |
|
R1 |
0.8699 |
0.8699 |
0.8716 |
0.8691 |
PP |
0.8683 |
0.8683 |
0.8683 |
0.8679 |
S1 |
0.8699 |
0.8699 |
0.8716 |
0.8691 |
S2 |
0.8683 |
0.8683 |
0.8716 |
|
S3 |
0.8683 |
0.8699 |
0.8716 |
|
S4 |
0.8683 |
0.8699 |
0.8716 |
|
|
Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8963 |
0.8869 |
0.8560 |
|
R3 |
0.8815 |
0.8721 |
0.8520 |
|
R2 |
0.8667 |
0.8667 |
0.8506 |
|
R1 |
0.8573 |
0.8573 |
0.8493 |
0.8546 |
PP |
0.8519 |
0.8519 |
0.8519 |
0.8506 |
S1 |
0.8425 |
0.8425 |
0.8465 |
0.8398 |
S2 |
0.8371 |
0.8371 |
0.8452 |
|
S3 |
0.8223 |
0.8277 |
0.8438 |
|
S4 |
0.8075 |
0.8129 |
0.8398 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8666 |
0.8469 |
0.0197 |
2.3% |
0.0023 |
0.3% |
125% |
True |
False |
12 |
10 |
0.8666 |
0.8465 |
0.0201 |
2.3% |
0.0015 |
0.2% |
125% |
True |
False |
6 |
20 |
0.8666 |
0.8437 |
0.0229 |
2.6% |
0.0009 |
0.1% |
122% |
True |
False |
384 |
40 |
0.8702 |
0.8437 |
0.0265 |
3.0% |
0.0007 |
0.1% |
105% |
False |
False |
192 |
60 |
0.9024 |
0.8437 |
0.0587 |
6.7% |
0.0004 |
0.0% |
48% |
False |
False |
128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8666 |
2.618 |
0.8666 |
1.618 |
0.8666 |
1.000 |
0.8666 |
0.618 |
0.8666 |
HIGH |
0.8666 |
0.618 |
0.8666 |
0.500 |
0.8666 |
0.382 |
0.8666 |
LOW |
0.8666 |
0.618 |
0.8666 |
1.000 |
0.8666 |
1.618 |
0.8666 |
2.618 |
0.8666 |
4.250 |
0.8666 |
|
|
Fisher Pivots for day following 01-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8699 |
0.8685 |
PP |
0.8683 |
0.8654 |
S1 |
0.8666 |
0.8623 |
|