CME Japanese Yen Future March 2008
Trading Metrics calculated at close of trading on 06-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2007 |
06-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
0.8894 |
0.8870 |
-0.0024 |
-0.3% |
0.8818 |
High |
0.8894 |
0.8870 |
-0.0024 |
-0.3% |
0.8935 |
Low |
0.8894 |
0.8870 |
-0.0024 |
-0.3% |
0.8818 |
Close |
0.8894 |
0.8878 |
-0.0016 |
-0.2% |
0.8836 |
Range |
|
|
|
|
|
ATR |
0.0049 |
0.0047 |
-0.0002 |
-3.6% |
0.0000 |
Volume |
1 |
0 |
-1 |
-100.0% |
37 |
|
Daily Pivots for day following 06-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8873 |
0.8875 |
0.8878 |
|
R3 |
0.8873 |
0.8875 |
0.8878 |
|
R2 |
0.8873 |
0.8873 |
0.8878 |
|
R1 |
0.8875 |
0.8875 |
0.8878 |
0.8874 |
PP |
0.8873 |
0.8873 |
0.8873 |
0.8872 |
S1 |
0.8875 |
0.8875 |
0.8878 |
0.8874 |
S2 |
0.8873 |
0.8873 |
0.8878 |
|
S3 |
0.8873 |
0.8875 |
0.8878 |
|
S4 |
0.8873 |
0.8875 |
0.8878 |
|
|
Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9214 |
0.9142 |
0.8900 |
|
R3 |
0.9097 |
0.9025 |
0.8868 |
|
R2 |
0.8980 |
0.8980 |
0.8857 |
|
R1 |
0.8908 |
0.8908 |
0.8847 |
0.8944 |
PP |
0.8863 |
0.8863 |
0.8863 |
0.8881 |
S1 |
0.8791 |
0.8791 |
0.8825 |
0.8827 |
S2 |
0.8746 |
0.8746 |
0.8815 |
|
S3 |
0.8629 |
0.8674 |
0.8804 |
|
S4 |
0.8512 |
0.8557 |
0.8772 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8870 |
2.618 |
0.8870 |
1.618 |
0.8870 |
1.000 |
0.8870 |
0.618 |
0.8870 |
HIGH |
0.8870 |
0.618 |
0.8870 |
0.500 |
0.8870 |
0.382 |
0.8870 |
LOW |
0.8870 |
0.618 |
0.8870 |
1.000 |
0.8870 |
1.618 |
0.8870 |
2.618 |
0.8870 |
4.250 |
0.8870 |
|
|
Fisher Pivots for day following 06-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8875 |
0.8873 |
PP |
0.8873 |
0.8869 |
S1 |
0.8870 |
0.8864 |
|