CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 13-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2007 |
13-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
0.8690 |
0.8749 |
0.0059 |
0.7% |
0.8885 |
High |
0.8731 |
0.8800 |
0.0069 |
0.8% |
0.8885 |
Low |
0.8656 |
0.8749 |
0.0093 |
1.1% |
0.8661 |
Close |
0.8707 |
0.8786 |
0.0079 |
0.9% |
0.8670 |
Range |
0.0075 |
0.0051 |
-0.0024 |
-32.0% |
0.0224 |
ATR |
0.0044 |
0.0047 |
0.0004 |
8.0% |
0.0000 |
Volume |
309 |
43 |
-266 |
-86.1% |
79 |
|
Daily Pivots for day following 13-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8931 |
0.8910 |
0.8814 |
|
R3 |
0.8880 |
0.8859 |
0.8800 |
|
R2 |
0.8829 |
0.8829 |
0.8795 |
|
R1 |
0.8808 |
0.8808 |
0.8791 |
0.8819 |
PP |
0.8778 |
0.8778 |
0.8778 |
0.8784 |
S1 |
0.8757 |
0.8757 |
0.8781 |
0.8768 |
S2 |
0.8727 |
0.8727 |
0.8777 |
|
S3 |
0.8676 |
0.8706 |
0.8772 |
|
S4 |
0.8625 |
0.8655 |
0.8758 |
|
|
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 |
0.8840 |
0.8656 |
0.0184 |
2.1% |
0.0050 |
0.6% |
71% |
False |
False |
85 |
10 |
0.8885 |
0.8579 |
0.0306 |
3.5% |
0.0034 |
0.4% |
68% |
False |
False |
48 |
20 |
0.8885 |
0.8465 |
0.0420 |
4.8% |
0.0022 |
0.3% |
76% |
False |
False |
405 |
40 |
0.8885 |
0.8437 |
0.0448 |
5.1% |
0.0014 |
0.2% |
78% |
False |
False |
203 |
60 |
0.8885 |
0.8437 |
0.0448 |
5.1% |
0.0009 |
0.1% |
78% |
False |
False |
135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9017 |
2.618 |
0.8934 |
1.618 |
0.8883 |
1.000 |
0.8851 |
0.618 |
0.8832 |
HIGH |
0.8800 |
0.618 |
0.8781 |
0.500 |
0.8775 |
0.382 |
0.8768 |
LOW |
0.8749 |
0.618 |
0.8717 |
1.000 |
0.8698 |
1.618 |
0.8666 |
2.618 |
0.8615 |
4.250 |
0.8532 |
|
|
Fisher Pivots for day following 13-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8782 |
0.8767 |
PP |
0.8778 |
0.8747 |
S1 |
0.8775 |
0.8728 |
|