CME Japanese Yen Future March 2008
Trading Metrics calculated at close of trading on 15-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2007 |
15-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
0.8663 |
0.8780 |
0.0117 |
1.4% |
0.8673 |
High |
0.8663 |
0.8780 |
0.0117 |
1.4% |
0.8677 |
Low |
0.8663 |
0.8780 |
0.0117 |
1.4% |
0.8580 |
Close |
0.8712 |
0.8773 |
0.0061 |
0.7% |
0.8677 |
Range |
|
|
|
|
|
ATR |
0.0024 |
0.0027 |
0.0003 |
13.3% |
0.0000 |
Volume |
0 |
1 |
1 |
|
11 |
|
Daily Pivots for day following 15-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8778 |
0.8775 |
0.8773 |
|
R3 |
0.8778 |
0.8775 |
0.8773 |
|
R2 |
0.8778 |
0.8778 |
0.8773 |
|
R1 |
0.8775 |
0.8775 |
0.8773 |
0.8777 |
PP |
0.8778 |
0.8778 |
0.8778 |
0.8778 |
S1 |
0.8775 |
0.8775 |
0.8773 |
0.8777 |
S2 |
0.8778 |
0.8778 |
0.8773 |
|
S3 |
0.8778 |
0.8775 |
0.8773 |
|
S4 |
0.8778 |
0.8775 |
0.8773 |
|
|
Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8936 |
0.8903 |
0.8730 |
|
R3 |
0.8839 |
0.8806 |
0.8704 |
|
R2 |
0.8742 |
0.8742 |
0.8695 |
|
R1 |
0.8709 |
0.8709 |
0.8686 |
0.8726 |
PP |
0.8645 |
0.8645 |
0.8645 |
0.8653 |
S1 |
0.8612 |
0.8612 |
0.8668 |
0.8629 |
S2 |
0.8548 |
0.8548 |
0.8659 |
|
S3 |
0.8451 |
0.8515 |
0.8650 |
|
S4 |
0.8354 |
0.8418 |
0.8624 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8780 |
2.618 |
0.8780 |
1.618 |
0.8780 |
1.000 |
0.8780 |
0.618 |
0.8780 |
HIGH |
0.8780 |
0.618 |
0.8780 |
0.500 |
0.8780 |
0.382 |
0.8780 |
LOW |
0.8780 |
0.618 |
0.8780 |
1.000 |
0.8780 |
1.618 |
0.8780 |
2.618 |
0.8780 |
4.250 |
0.8780 |
|
|
Fisher Pivots for day following 15-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8780 |
0.8756 |
PP |
0.8778 |
0.8739 |
S1 |
0.8775 |
0.8722 |
|