CME Japanese Yen Future December 2007
Trading Metrics calculated at close of trading on 13-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2007 |
13-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
0.8620 |
0.8596 |
-0.0024 |
-0.3% |
0.8640 |
High |
0.8687 |
0.8620 |
-0.0067 |
-0.8% |
0.8687 |
Low |
0.8569 |
0.8572 |
0.0003 |
0.0% |
0.8485 |
Close |
0.8588 |
0.8582 |
-0.0006 |
-0.1% |
0.8588 |
Range |
0.0118 |
0.0048 |
-0.0070 |
-59.3% |
0.0202 |
ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.4% |
0.0000 |
Volume |
482 |
619 |
137 |
28.4% |
1,767 |
|
Daily Pivots for day following 13-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8735 |
0.8707 |
0.8608 |
|
R3 |
0.8687 |
0.8659 |
0.8595 |
|
R2 |
0.8639 |
0.8639 |
0.8591 |
|
R1 |
0.8611 |
0.8611 |
0.8586 |
0.8601 |
PP |
0.8591 |
0.8591 |
0.8591 |
0.8587 |
S1 |
0.8563 |
0.8563 |
0.8578 |
0.8553 |
S2 |
0.8543 |
0.8543 |
0.8573 |
|
S3 |
0.8495 |
0.8515 |
0.8569 |
|
S4 |
0.8447 |
0.8467 |
0.8556 |
|
|
Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9193 |
0.9092 |
0.8699 |
|
R3 |
0.8991 |
0.8890 |
0.8644 |
|
R2 |
0.8789 |
0.8789 |
0.8625 |
|
R1 |
0.8688 |
0.8688 |
0.8607 |
0.8638 |
PP |
0.8587 |
0.8587 |
0.8587 |
0.8561 |
S1 |
0.8486 |
0.8486 |
0.8569 |
0.8436 |
S2 |
0.8385 |
0.8385 |
0.8551 |
|
S3 |
0.8183 |
0.8284 |
0.8532 |
|
S4 |
0.7981 |
0.8082 |
0.8477 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8824 |
2.618 |
0.8746 |
1.618 |
0.8698 |
1.000 |
0.8668 |
0.618 |
0.8650 |
HIGH |
0.8620 |
0.618 |
0.8602 |
0.500 |
0.8596 |
0.382 |
0.8590 |
LOW |
0.8572 |
0.618 |
0.8542 |
1.000 |
0.8524 |
1.618 |
0.8494 |
2.618 |
0.8446 |
4.250 |
0.8368 |
|
|
Fisher Pivots for day following 13-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8596 |
0.8588 |
PP |
0.8591 |
0.8586 |
S1 |
0.8587 |
0.8584 |
|