CME Japanese Yen Future March 2008
Trading Metrics calculated at close of trading on 21-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2007 |
21-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
0.8895 |
0.8951 |
0.0056 |
0.6% |
0.8671 |
High |
0.8895 |
0.8951 |
0.0056 |
0.6% |
0.9098 |
Low |
0.8895 |
0.8951 |
0.0056 |
0.6% |
0.8663 |
Close |
0.8920 |
0.8953 |
0.0033 |
0.4% |
0.8990 |
Range |
|
|
|
|
|
ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.4% |
0.0000 |
Volume |
33 |
1 |
-32 |
-97.0% |
68 |
|
Daily Pivots for day following 21-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8952 |
0.8952 |
0.8953 |
|
R3 |
0.8952 |
0.8952 |
0.8953 |
|
R2 |
0.8952 |
0.8952 |
0.8953 |
|
R1 |
0.8952 |
0.8952 |
0.8953 |
0.8952 |
PP |
0.8952 |
0.8952 |
0.8952 |
0.8952 |
S1 |
0.8952 |
0.8952 |
0.8953 |
0.8952 |
S2 |
0.8952 |
0.8952 |
0.8953 |
|
S3 |
0.8952 |
0.8952 |
0.8953 |
|
S4 |
0.8952 |
0.8952 |
0.8953 |
|
|
Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0222 |
1.0041 |
0.9229 |
|
R3 |
0.9787 |
0.9606 |
0.9110 |
|
R2 |
0.9352 |
0.9352 |
0.9070 |
|
R1 |
0.9171 |
0.9171 |
0.9030 |
0.9262 |
PP |
0.8917 |
0.8917 |
0.8917 |
0.8962 |
S1 |
0.8736 |
0.8736 |
0.8950 |
0.8827 |
S2 |
0.8482 |
0.8482 |
0.8910 |
|
S3 |
0.8047 |
0.8301 |
0.8870 |
|
S4 |
0.7612 |
0.7866 |
0.8751 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8951 |
2.618 |
0.8951 |
1.618 |
0.8951 |
1.000 |
0.8951 |
0.618 |
0.8951 |
HIGH |
0.8951 |
0.618 |
0.8951 |
0.500 |
0.8951 |
0.382 |
0.8951 |
LOW |
0.8951 |
0.618 |
0.8951 |
1.000 |
0.8951 |
1.618 |
0.8951 |
2.618 |
0.8951 |
4.250 |
0.8951 |
|
|
Fisher Pivots for day following 21-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8952 |
0.8950 |
PP |
0.8952 |
0.8946 |
S1 |
0.8951 |
0.8943 |
|