CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 30-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2007 |
30-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8657 |
0.8694 |
0.0037 |
0.4% |
0.8484 |
| High |
0.8657 |
0.8694 |
0.0037 |
0.4% |
0.8657 |
| Low |
0.8657 |
0.8694 |
0.0037 |
0.4% |
0.8484 |
| Close |
0.8657 |
0.8654 |
-0.0003 |
0.0% |
0.8657 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
1 |
0 |
-1 |
-100.0% |
28 |
|
| Daily Pivots for day following 30-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8681 |
0.8667 |
0.8654 |
|
| R3 |
0.8681 |
0.8667 |
0.8654 |
|
| R2 |
0.8681 |
0.8681 |
0.8654 |
|
| R1 |
0.8667 |
0.8667 |
0.8654 |
0.8674 |
| PP |
0.8681 |
0.8681 |
0.8681 |
0.8684 |
| S1 |
0.8667 |
0.8667 |
0.8654 |
0.8674 |
| S2 |
0.8681 |
0.8681 |
0.8654 |
|
| S3 |
0.8681 |
0.8667 |
0.8654 |
|
| S4 |
0.8681 |
0.8667 |
0.8654 |
|
|
| Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9118 |
0.9061 |
0.8752 |
|
| R3 |
0.8945 |
0.8888 |
0.8705 |
|
| R2 |
0.8772 |
0.8772 |
0.8689 |
|
| R1 |
0.8715 |
0.8715 |
0.8673 |
0.8744 |
| PP |
0.8599 |
0.8599 |
0.8599 |
0.8614 |
| S1 |
0.8542 |
0.8542 |
0.8641 |
0.8571 |
| S2 |
0.8426 |
0.8426 |
0.8625 |
|
| S3 |
0.8253 |
0.8369 |
0.8609 |
|
| S4 |
0.8080 |
0.8196 |
0.8562 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8694 |
|
2.618 |
0.8694 |
|
1.618 |
0.8694 |
|
1.000 |
0.8694 |
|
0.618 |
0.8694 |
|
HIGH |
0.8694 |
|
0.618 |
0.8694 |
|
0.500 |
0.8694 |
|
0.382 |
0.8694 |
|
LOW |
0.8694 |
|
0.618 |
0.8694 |
|
1.000 |
0.8694 |
|
1.618 |
0.8694 |
|
2.618 |
0.8694 |
|
4.250 |
0.8694 |
|
|
| Fisher Pivots for day following 30-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8694 |
0.8665 |
| PP |
0.8681 |
0.8661 |
| S1 |
0.8667 |
0.8658 |
|