CME Japanese Yen Future December 2007
Trading Metrics calculated at close of trading on 24-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2007 |
24-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
0.8784 |
0.8725 |
-0.0059 |
-0.7% |
0.8872 |
High |
0.8784 |
0.8775 |
-0.0009 |
-0.1% |
0.8903 |
Low |
0.8657 |
0.8711 |
0.0054 |
0.6% |
0.8657 |
Close |
0.8748 |
0.8725 |
-0.0023 |
-0.3% |
0.8725 |
Range |
0.0127 |
0.0064 |
-0.0063 |
-49.6% |
0.0246 |
ATR |
0.0108 |
0.0105 |
-0.0003 |
-2.9% |
0.0000 |
Volume |
2,185 |
2,198 |
13 |
0.6% |
8,114 |
|
Daily Pivots for day following 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8929 |
0.8891 |
0.8760 |
|
R3 |
0.8865 |
0.8827 |
0.8743 |
|
R2 |
0.8801 |
0.8801 |
0.8737 |
|
R1 |
0.8763 |
0.8763 |
0.8731 |
0.8757 |
PP |
0.8737 |
0.8737 |
0.8737 |
0.8734 |
S1 |
0.8699 |
0.8699 |
0.8719 |
0.8693 |
S2 |
0.8673 |
0.8673 |
0.8713 |
|
S3 |
0.8609 |
0.8635 |
0.8707 |
|
S4 |
0.8545 |
0.8571 |
0.8690 |
|
|
Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9500 |
0.9358 |
0.8860 |
|
R3 |
0.9254 |
0.9112 |
0.8793 |
|
R2 |
0.9008 |
0.9008 |
0.8770 |
|
R1 |
0.8866 |
0.8866 |
0.8748 |
0.8814 |
PP |
0.8762 |
0.8762 |
0.8762 |
0.8736 |
S1 |
0.8620 |
0.8620 |
0.8702 |
0.8568 |
S2 |
0.8516 |
0.8516 |
0.8680 |
|
S3 |
0.8270 |
0.8374 |
0.8657 |
|
S4 |
0.8024 |
0.8128 |
0.8590 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9047 |
2.618 |
0.8943 |
1.618 |
0.8879 |
1.000 |
0.8839 |
0.618 |
0.8815 |
HIGH |
0.8775 |
0.618 |
0.8751 |
0.500 |
0.8743 |
0.382 |
0.8735 |
LOW |
0.8711 |
0.618 |
0.8671 |
1.000 |
0.8647 |
1.618 |
0.8607 |
2.618 |
0.8543 |
4.250 |
0.8439 |
|
|
Fisher Pivots for day following 24-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8743 |
0.8771 |
PP |
0.8737 |
0.8755 |
S1 |
0.8731 |
0.8740 |
|