CME Japanese Yen Future December 2007
Trading Metrics calculated at close of trading on 20-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2007 |
20-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
0.8855 |
0.8872 |
0.0017 |
0.2% |
0.8596 |
High |
0.9089 |
0.8903 |
-0.0186 |
-2.0% |
0.9089 |
Low |
0.8830 |
0.8785 |
-0.0045 |
-0.5% |
0.8572 |
Close |
0.8903 |
0.8834 |
-0.0069 |
-0.8% |
0.8903 |
Range |
0.0259 |
0.0118 |
-0.0141 |
-54.4% |
0.0517 |
ATR |
0.0106 |
0.0107 |
0.0001 |
0.8% |
0.0000 |
Volume |
2,817 |
2,335 |
-482 |
-17.1% |
4,431 |
|
Daily Pivots for day following 20-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9195 |
0.9132 |
0.8899 |
|
R3 |
0.9077 |
0.9014 |
0.8866 |
|
R2 |
0.8959 |
0.8959 |
0.8856 |
|
R1 |
0.8896 |
0.8896 |
0.8845 |
0.8869 |
PP |
0.8841 |
0.8841 |
0.8841 |
0.8827 |
S1 |
0.8778 |
0.8778 |
0.8823 |
0.8751 |
S2 |
0.8723 |
0.8723 |
0.8812 |
|
S3 |
0.8605 |
0.8660 |
0.8802 |
|
S4 |
0.8487 |
0.8542 |
0.8769 |
|
|
Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0406 |
1.0171 |
0.9187 |
|
R3 |
0.9889 |
0.9654 |
0.9045 |
|
R2 |
0.9372 |
0.9372 |
0.8998 |
|
R1 |
0.9137 |
0.9137 |
0.8950 |
0.9255 |
PP |
0.8855 |
0.8855 |
0.8855 |
0.8913 |
S1 |
0.8620 |
0.8620 |
0.8856 |
0.8738 |
S2 |
0.8338 |
0.8338 |
0.8808 |
|
S3 |
0.7821 |
0.8103 |
0.8761 |
|
S4 |
0.7304 |
0.7586 |
0.8619 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9405 |
2.618 |
0.9212 |
1.618 |
0.9094 |
1.000 |
0.9021 |
0.618 |
0.8976 |
HIGH |
0.8903 |
0.618 |
0.8858 |
0.500 |
0.8844 |
0.382 |
0.8830 |
LOW |
0.8785 |
0.618 |
0.8712 |
1.000 |
0.8667 |
1.618 |
0.8594 |
2.618 |
0.8476 |
4.250 |
0.8284 |
|
|
Fisher Pivots for day following 20-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8844 |
0.8898 |
PP |
0.8841 |
0.8876 |
S1 |
0.8837 |
0.8855 |
|