CME Japanese Yen Future March 2008
Trading Metrics calculated at close of trading on 26-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2007 |
26-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
0.8928 |
0.8850 |
-0.0078 |
-0.9% |
0.8874 |
High |
0.8933 |
0.8850 |
-0.0083 |
-0.9% |
0.8936 |
Low |
0.8880 |
0.8812 |
-0.0068 |
-0.8% |
0.8773 |
Close |
0.8903 |
0.8832 |
-0.0071 |
-0.8% |
0.8835 |
Range |
0.0053 |
0.0038 |
-0.0015 |
-28.3% |
0.0163 |
ATR |
0.0059 |
0.0062 |
0.0002 |
3.8% |
0.0000 |
Volume |
36 |
148 |
112 |
311.1% |
470 |
|
Daily Pivots for day following 26-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8945 |
0.8927 |
0.8853 |
|
R3 |
0.8907 |
0.8889 |
0.8842 |
|
R2 |
0.8869 |
0.8869 |
0.8839 |
|
R1 |
0.8851 |
0.8851 |
0.8835 |
0.8841 |
PP |
0.8831 |
0.8831 |
0.8831 |
0.8827 |
S1 |
0.8813 |
0.8813 |
0.8829 |
0.8803 |
S2 |
0.8793 |
0.8793 |
0.8825 |
|
S3 |
0.8755 |
0.8775 |
0.8822 |
|
S4 |
0.8717 |
0.8737 |
0.8811 |
|
|
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 |
0.9012 |
2.618 |
0.8949 |
1.618 |
0.8911 |
1.000 |
0.8888 |
0.618 |
0.8873 |
HIGH |
0.8850 |
0.618 |
0.8835 |
0.500 |
0.8831 |
0.382 |
0.8827 |
LOW |
0.8812 |
0.618 |
0.8789 |
1.000 |
0.8774 |
1.618 |
0.8751 |
2.618 |
0.8713 |
4.250 |
0.8651 |
|
|
Fisher Pivots for day following 26-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8832 |
0.8873 |
PP |
0.8831 |
0.8859 |
S1 |
0.8831 |
0.8846 |
|