CME Japanese Yen Future March 2008
Trading Metrics calculated at close of trading on 01-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2007 |
01-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
0.8652 |
0.8659 |
0.0007 |
0.1% |
0.8484 |
High |
0.8652 |
0.8659 |
0.0007 |
0.1% |
0.8657 |
Low |
0.8652 |
0.8655 |
0.0003 |
0.0% |
0.8484 |
Close |
0.8652 |
0.8670 |
0.0018 |
0.2% |
0.8657 |
Range |
0.0000 |
0.0004 |
0.0004 |
|
0.0173 |
ATR |
0.0000 |
0.0024 |
0.0024 |
|
0.0000 |
Volume |
2 |
1 |
-1 |
-50.0% |
28 |
|
Daily Pivots for day following 01-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8673 |
0.8676 |
0.8672 |
|
R3 |
0.8669 |
0.8672 |
0.8671 |
|
R2 |
0.8665 |
0.8665 |
0.8671 |
|
R1 |
0.8668 |
0.8668 |
0.8670 |
0.8667 |
PP |
0.8661 |
0.8661 |
0.8661 |
0.8661 |
S1 |
0.8664 |
0.8664 |
0.8670 |
0.8663 |
S2 |
0.8657 |
0.8657 |
0.8669 |
|
S3 |
0.8653 |
0.8660 |
0.8669 |
|
S4 |
0.8649 |
0.8656 |
0.8668 |
|
|
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 |
0.8676 |
2.618 |
0.8669 |
1.618 |
0.8665 |
1.000 |
0.8663 |
0.618 |
0.8661 |
HIGH |
0.8659 |
0.618 |
0.8657 |
0.500 |
0.8657 |
0.382 |
0.8657 |
LOW |
0.8655 |
0.618 |
0.8653 |
1.000 |
0.8651 |
1.618 |
0.8649 |
2.618 |
0.8645 |
4.250 |
0.8638 |
|
|
Fisher Pivots for day following 01-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8666 |
0.8673 |
PP |
0.8661 |
0.8672 |
S1 |
0.8657 |
0.8671 |
|