CME Japanese Yen Future March 2008
Trading Metrics calculated at close of trading on 13-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2007 |
13-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
0.8960 |
0.8866 |
-0.0094 |
-1.0% |
0.8850 |
High |
0.8960 |
0.8866 |
-0.0094 |
-1.0% |
0.9027 |
Low |
0.8960 |
0.8866 |
-0.0094 |
-1.0% |
0.8834 |
Close |
0.8953 |
0.8866 |
-0.0087 |
-1.0% |
0.9027 |
Range |
|
|
|
|
|
ATR |
0.0049 |
0.0052 |
0.0003 |
5.5% |
0.0000 |
Volume |
2 |
3 |
1 |
50.0% |
155 |
|
Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8866 |
0.8866 |
0.8866 |
|
R3 |
0.8866 |
0.8866 |
0.8866 |
|
R2 |
0.8866 |
0.8866 |
0.8866 |
|
R1 |
0.8866 |
0.8866 |
0.8866 |
0.8866 |
PP |
0.8866 |
0.8866 |
0.8866 |
0.8866 |
S1 |
0.8866 |
0.8866 |
0.8866 |
0.8866 |
S2 |
0.8866 |
0.8866 |
0.8866 |
|
S3 |
0.8866 |
0.8866 |
0.8866 |
|
S4 |
0.8866 |
0.8866 |
0.8866 |
|
|
Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9542 |
0.9477 |
0.9133 |
|
R3 |
0.9349 |
0.9284 |
0.9080 |
|
R2 |
0.9156 |
0.9156 |
0.9062 |
|
R1 |
0.9091 |
0.9091 |
0.9045 |
0.9124 |
PP |
0.8963 |
0.8963 |
0.8963 |
0.8979 |
S1 |
0.8898 |
0.8898 |
0.9009 |
0.8931 |
S2 |
0.8770 |
0.8770 |
0.8992 |
|
S3 |
0.8577 |
0.8705 |
0.8974 |
|
S4 |
0.8384 |
0.8512 |
0.8921 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8866 |
2.618 |
0.8866 |
1.618 |
0.8866 |
1.000 |
0.8866 |
0.618 |
0.8866 |
HIGH |
0.8866 |
0.618 |
0.8866 |
0.500 |
0.8866 |
0.382 |
0.8866 |
LOW |
0.8866 |
0.618 |
0.8866 |
1.000 |
0.8866 |
1.618 |
0.8866 |
2.618 |
0.8866 |
4.250 |
0.8866 |
|
|
Fisher Pivots for day following 13-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8866 |
0.8921 |
PP |
0.8866 |
0.8903 |
S1 |
0.8866 |
0.8884 |
|