CME Japanese Yen Future December 2007
Trading Metrics calculated at close of trading on 30-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2007 |
30-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
0.8868 |
0.8735 |
-0.0133 |
-1.5% |
0.8872 |
High |
0.8900 |
0.8796 |
-0.0104 |
-1.2% |
0.8903 |
Low |
0.8730 |
0.8735 |
0.0005 |
0.1% |
0.8657 |
Close |
0.8783 |
0.8761 |
-0.0022 |
-0.3% |
0.8725 |
Range |
0.0170 |
0.0061 |
-0.0109 |
-64.1% |
0.0246 |
ATR |
0.0109 |
0.0106 |
-0.0003 |
-3.2% |
0.0000 |
Volume |
1,522 |
662 |
-860 |
-56.5% |
8,114 |
|
Daily Pivots for day following 30-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8947 |
0.8915 |
0.8795 |
|
R3 |
0.8886 |
0.8854 |
0.8778 |
|
R2 |
0.8825 |
0.8825 |
0.8772 |
|
R1 |
0.8793 |
0.8793 |
0.8767 |
0.8809 |
PP |
0.8764 |
0.8764 |
0.8764 |
0.8772 |
S1 |
0.8732 |
0.8732 |
0.8755 |
0.8748 |
S2 |
0.8703 |
0.8703 |
0.8750 |
|
S3 |
0.8642 |
0.8671 |
0.8744 |
|
S4 |
0.8581 |
0.8610 |
0.8727 |
|
|
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 |
0.9055 |
2.618 |
0.8956 |
1.618 |
0.8895 |
1.000 |
0.8857 |
0.618 |
0.8834 |
HIGH |
0.8796 |
0.618 |
0.8773 |
0.500 |
0.8766 |
0.382 |
0.8758 |
LOW |
0.8735 |
0.618 |
0.8697 |
1.000 |
0.8674 |
1.618 |
0.8636 |
2.618 |
0.8575 |
4.250 |
0.8476 |
|
|
Fisher Pivots for day following 30-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8766 |
0.8815 |
PP |
0.8764 |
0.8797 |
S1 |
0.8763 |
0.8779 |
|