CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 16-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2007 |
16-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8780 |
0.8946 |
0.0166 |
1.9% |
0.8673 |
| High |
0.8780 |
0.9098 |
0.0318 |
3.6% |
0.8677 |
| Low |
0.8780 |
0.8943 |
0.0163 |
1.9% |
0.8580 |
| Close |
0.8773 |
0.9063 |
0.0290 |
3.3% |
0.8677 |
| Range |
0.0000 |
0.0155 |
0.0155 |
|
0.0097 |
| ATR |
0.0027 |
0.0048 |
0.0021 |
79.2% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
11 |
|
| Daily Pivots for day following 16-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9500 |
0.9436 |
0.9148 |
|
| R3 |
0.9345 |
0.9281 |
0.9106 |
|
| R2 |
0.9190 |
0.9190 |
0.9091 |
|
| R1 |
0.9126 |
0.9126 |
0.9077 |
0.9158 |
| PP |
0.9035 |
0.9035 |
0.9035 |
0.9051 |
| S1 |
0.8971 |
0.8971 |
0.9049 |
0.9003 |
| S2 |
0.8880 |
0.8880 |
0.9035 |
|
| S3 |
0.8725 |
0.8816 |
0.9020 |
|
| S4 |
0.8570 |
0.8661 |
0.8978 |
|
|
| 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 |
0.9757 |
|
2.618 |
0.9504 |
|
1.618 |
0.9349 |
|
1.000 |
0.9253 |
|
0.618 |
0.9194 |
|
HIGH |
0.9098 |
|
0.618 |
0.9039 |
|
0.500 |
0.9021 |
|
0.382 |
0.9002 |
|
LOW |
0.8943 |
|
0.618 |
0.8847 |
|
1.000 |
0.8788 |
|
1.618 |
0.8692 |
|
2.618 |
0.8537 |
|
4.250 |
0.8284 |
|
|
| Fisher Pivots for day following 16-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9049 |
0.9002 |
| PP |
0.9035 |
0.8941 |
| S1 |
0.9021 |
0.8881 |
|