CME Japanese Yen Future March 2008
Trading Metrics calculated at close of trading on 09-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2007 |
09-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
0.8580 |
0.8610 |
0.0030 |
0.3% |
0.8694 |
High |
0.8580 |
0.8610 |
0.0030 |
0.3% |
0.8694 |
Low |
0.8580 |
0.8610 |
0.0030 |
0.3% |
0.8623 |
Close |
0.8580 |
0.8678 |
0.0098 |
1.1% |
0.8675 |
Range |
|
|
|
|
|
ATR |
0.0028 |
0.0028 |
0.0000 |
0.5% |
0.0000 |
Volume |
1 |
0 |
-1 |
-100.0% |
101 |
|
Daily Pivots for day following 09-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8633 |
0.8655 |
0.8678 |
|
R3 |
0.8633 |
0.8655 |
0.8678 |
|
R2 |
0.8633 |
0.8633 |
0.8678 |
|
R1 |
0.8655 |
0.8655 |
0.8678 |
0.8644 |
PP |
0.8633 |
0.8633 |
0.8633 |
0.8627 |
S1 |
0.8655 |
0.8655 |
0.8678 |
0.8644 |
S2 |
0.8633 |
0.8633 |
0.8678 |
|
S3 |
0.8633 |
0.8655 |
0.8678 |
|
S4 |
0.8633 |
0.8655 |
0.8678 |
|
|
Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8877 |
0.8847 |
0.8714 |
|
R3 |
0.8806 |
0.8776 |
0.8695 |
|
R2 |
0.8735 |
0.8735 |
0.8688 |
|
R1 |
0.8705 |
0.8705 |
0.8682 |
0.8685 |
PP |
0.8664 |
0.8664 |
0.8664 |
0.8654 |
S1 |
0.8634 |
0.8634 |
0.8668 |
0.8614 |
S2 |
0.8593 |
0.8593 |
0.8662 |
|
S3 |
0.8522 |
0.8563 |
0.8655 |
|
S4 |
0.8451 |
0.8492 |
0.8636 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8610 |
2.618 |
0.8610 |
1.618 |
0.8610 |
1.000 |
0.8610 |
0.618 |
0.8610 |
HIGH |
0.8610 |
0.618 |
0.8610 |
0.500 |
0.8610 |
0.382 |
0.8610 |
LOW |
0.8610 |
0.618 |
0.8610 |
1.000 |
0.8610 |
1.618 |
0.8610 |
2.618 |
0.8610 |
4.250 |
0.8610 |
|
|
Fisher Pivots for day following 09-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8655 |
0.8660 |
PP |
0.8633 |
0.8642 |
S1 |
0.8610 |
0.8624 |
|