CME Japanese Yen Future March 2008
Trading Metrics calculated at close of trading on 17-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
0.8869 |
0.8874 |
0.0005 |
0.1% |
0.9060 |
High |
0.8869 |
0.8874 |
0.0005 |
0.1% |
0.9060 |
Low |
0.8864 |
0.8874 |
0.0010 |
0.1% |
0.8864 |
Close |
0.8874 |
0.8874 |
0.0000 |
0.0% |
0.8874 |
Range |
0.0005 |
0.0000 |
-0.0005 |
-100.0% |
0.0196 |
ATR |
0.0049 |
0.0045 |
-0.0003 |
-7.1% |
0.0000 |
Volume |
0 |
5 |
5 |
|
8 |
|
Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8874 |
0.8874 |
0.8874 |
|
R3 |
0.8874 |
0.8874 |
0.8874 |
|
R2 |
0.8874 |
0.8874 |
0.8874 |
|
R1 |
0.8874 |
0.8874 |
0.8874 |
0.8874 |
PP |
0.8874 |
0.8874 |
0.8874 |
0.8874 |
S1 |
0.8874 |
0.8874 |
0.8874 |
0.8874 |
S2 |
0.8874 |
0.8874 |
0.8874 |
|
S3 |
0.8874 |
0.8874 |
0.8874 |
|
S4 |
0.8874 |
0.8874 |
0.8874 |
|
|
Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9521 |
0.9393 |
0.8982 |
|
R3 |
0.9325 |
0.9197 |
0.8928 |
|
R2 |
0.9129 |
0.9129 |
0.8910 |
|
R1 |
0.9001 |
0.9001 |
0.8892 |
0.8967 |
PP |
0.8933 |
0.8933 |
0.8933 |
0.8916 |
S1 |
0.8805 |
0.8805 |
0.8856 |
0.8771 |
S2 |
0.8737 |
0.8737 |
0.8838 |
|
S3 |
0.8541 |
0.8609 |
0.8820 |
|
S4 |
0.8345 |
0.8413 |
0.8766 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8874 |
2.618 |
0.8874 |
1.618 |
0.8874 |
1.000 |
0.8874 |
0.618 |
0.8874 |
HIGH |
0.8874 |
0.618 |
0.8874 |
0.500 |
0.8874 |
0.382 |
0.8874 |
LOW |
0.8874 |
0.618 |
0.8874 |
1.000 |
0.8874 |
1.618 |
0.8874 |
2.618 |
0.8874 |
4.250 |
0.8874 |
|
|
Fisher Pivots for day following 17-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8874 |
0.8872 |
PP |
0.8874 |
0.8871 |
S1 |
0.8874 |
0.8869 |
|