CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 09-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2007 |
09-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
0.8840 |
0.8679 |
-0.0161 |
-1.8% |
0.8885 |
High |
0.8840 |
0.8679 |
-0.0161 |
-1.8% |
0.8885 |
Low |
0.8733 |
0.8661 |
-0.0072 |
-0.8% |
0.8661 |
Close |
0.8745 |
0.8670 |
-0.0075 |
-0.9% |
0.8670 |
Range |
0.0107 |
0.0018 |
-0.0089 |
-83.2% |
0.0224 |
ATR |
0.0038 |
0.0042 |
0.0003 |
8.5% |
0.0000 |
Volume |
61 |
10 |
-51 |
-83.6% |
79 |
|
Daily Pivots for day following 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8724 |
0.8715 |
0.8680 |
|
R3 |
0.8706 |
0.8697 |
0.8675 |
|
R2 |
0.8688 |
0.8688 |
0.8673 |
|
R1 |
0.8679 |
0.8679 |
0.8672 |
0.8675 |
PP |
0.8670 |
0.8670 |
0.8670 |
0.8668 |
S1 |
0.8661 |
0.8661 |
0.8668 |
0.8657 |
S2 |
0.8652 |
0.8652 |
0.8667 |
|
S3 |
0.8634 |
0.8643 |
0.8665 |
|
S4 |
0.8616 |
0.8625 |
0.8660 |
|
|
Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9411 |
0.9264 |
0.8793 |
|
R3 |
0.9187 |
0.9040 |
0.8732 |
|
R2 |
0.8963 |
0.8963 |
0.8711 |
|
R1 |
0.8816 |
0.8816 |
0.8691 |
0.8778 |
PP |
0.8739 |
0.8739 |
0.8739 |
0.8719 |
S1 |
0.8592 |
0.8592 |
0.8649 |
0.8554 |
S2 |
0.8515 |
0.8515 |
0.8629 |
|
S3 |
0.8291 |
0.8368 |
0.8608 |
|
S4 |
0.8067 |
0.8144 |
0.8547 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8885 |
0.8661 |
0.0224 |
2.6% |
0.0034 |
0.4% |
4% |
False |
True |
15 |
10 |
0.8885 |
0.8512 |
0.0373 |
4.3% |
0.0025 |
0.3% |
42% |
False |
False |
14 |
20 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0016 |
0.2% |
52% |
False |
False |
388 |
40 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0011 |
0.1% |
52% |
False |
False |
194 |
60 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0007 |
0.1% |
52% |
False |
False |
130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8756 |
2.618 |
0.8726 |
1.618 |
0.8708 |
1.000 |
0.8697 |
0.618 |
0.8690 |
HIGH |
0.8679 |
0.618 |
0.8672 |
0.500 |
0.8670 |
0.382 |
0.8668 |
LOW |
0.8661 |
0.618 |
0.8650 |
1.000 |
0.8643 |
1.618 |
0.8632 |
2.618 |
0.8614 |
4.250 |
0.8585 |
|
|
Fisher Pivots for day following 09-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8670 |
0.8751 |
PP |
0.8670 |
0.8724 |
S1 |
0.8670 |
0.8697 |
|