CME Japanese Yen Future December 2007
Trading Metrics calculated at close of trading on 21-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2007 |
21-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
0.8872 |
0.8830 |
-0.0042 |
-0.5% |
0.8596 |
High |
0.8903 |
0.8884 |
-0.0019 |
-0.2% |
0.9089 |
Low |
0.8785 |
0.8808 |
0.0023 |
0.3% |
0.8572 |
Close |
0.8834 |
0.8867 |
0.0033 |
0.4% |
0.8903 |
Range |
0.0118 |
0.0076 |
-0.0042 |
-35.6% |
0.0517 |
ATR |
0.0107 |
0.0104 |
-0.0002 |
-2.1% |
0.0000 |
Volume |
2,335 |
897 |
-1,438 |
-61.6% |
4,431 |
|
Daily Pivots for day following 21-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9081 |
0.9050 |
0.8909 |
|
R3 |
0.9005 |
0.8974 |
0.8888 |
|
R2 |
0.8929 |
0.8929 |
0.8881 |
|
R1 |
0.8898 |
0.8898 |
0.8874 |
0.8914 |
PP |
0.8853 |
0.8853 |
0.8853 |
0.8861 |
S1 |
0.8822 |
0.8822 |
0.8860 |
0.8838 |
S2 |
0.8777 |
0.8777 |
0.8853 |
|
S3 |
0.8701 |
0.8746 |
0.8846 |
|
S4 |
0.8625 |
0.8670 |
0.8825 |
|
|
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 |
0.9207 |
2.618 |
0.9083 |
1.618 |
0.9007 |
1.000 |
0.8960 |
0.618 |
0.8931 |
HIGH |
0.8884 |
0.618 |
0.8855 |
0.500 |
0.8846 |
0.382 |
0.8837 |
LOW |
0.8808 |
0.618 |
0.8761 |
1.000 |
0.8732 |
1.618 |
0.8685 |
2.618 |
0.8609 |
4.250 |
0.8485 |
|
|
Fisher Pivots for day following 21-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8860 |
0.8937 |
PP |
0.8853 |
0.8914 |
S1 |
0.8846 |
0.8890 |
|