CME Japanese Yen Future March 2008
Trading Metrics calculated at close of trading on 25-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2007 |
25-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
0.8859 |
0.8928 |
0.0069 |
0.8% |
0.8874 |
High |
0.8894 |
0.8933 |
0.0039 |
0.4% |
0.8936 |
Low |
0.8859 |
0.8880 |
0.0021 |
0.2% |
0.8773 |
Close |
0.8878 |
0.8903 |
0.0025 |
0.3% |
0.8835 |
Range |
0.0035 |
0.0053 |
0.0018 |
51.4% |
0.0163 |
ATR |
0.0060 |
0.0059 |
0.0000 |
-0.6% |
0.0000 |
Volume |
6 |
36 |
30 |
500.0% |
470 |
|
Daily Pivots for day following 25-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9064 |
0.9037 |
0.8932 |
|
R3 |
0.9011 |
0.8984 |
0.8918 |
|
R2 |
0.8958 |
0.8958 |
0.8913 |
|
R1 |
0.8931 |
0.8931 |
0.8908 |
0.8918 |
PP |
0.8905 |
0.8905 |
0.8905 |
0.8899 |
S1 |
0.8878 |
0.8878 |
0.8898 |
0.8865 |
S2 |
0.8852 |
0.8852 |
0.8893 |
|
S3 |
0.8799 |
0.8825 |
0.8888 |
|
S4 |
0.8746 |
0.8772 |
0.8874 |
|
|
Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9337 |
0.9249 |
0.8925 |
|
R3 |
0.9174 |
0.9086 |
0.8880 |
|
R2 |
0.9011 |
0.9011 |
0.8865 |
|
R1 |
0.8923 |
0.8923 |
0.8850 |
0.8886 |
PP |
0.8848 |
0.8848 |
0.8848 |
0.8829 |
S1 |
0.8760 |
0.8760 |
0.8820 |
0.8723 |
S2 |
0.8685 |
0.8685 |
0.8805 |
|
S3 |
0.8522 |
0.8597 |
0.8790 |
|
S4 |
0.8359 |
0.8434 |
0.8745 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9158 |
2.618 |
0.9072 |
1.618 |
0.9019 |
1.000 |
0.8986 |
0.618 |
0.8966 |
HIGH |
0.8933 |
0.618 |
0.8913 |
0.500 |
0.8907 |
0.382 |
0.8900 |
LOW |
0.8880 |
0.618 |
0.8847 |
1.000 |
0.8827 |
1.618 |
0.8794 |
2.618 |
0.8741 |
4.250 |
0.8655 |
|
|
Fisher Pivots for day following 25-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8907 |
0.8893 |
PP |
0.8905 |
0.8884 |
S1 |
0.8904 |
0.8874 |
|