CME Japanese Yen Future March 2008
Trading Metrics calculated at close of trading on 28-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2007 |
28-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
0.8819 |
0.8844 |
0.0025 |
0.3% |
0.8859 |
High |
0.8847 |
0.8880 |
0.0033 |
0.4% |
0.8933 |
Low |
0.8795 |
0.8844 |
0.0049 |
0.6% |
0.8795 |
Close |
0.8816 |
0.8882 |
0.0066 |
0.7% |
0.8882 |
Range |
0.0052 |
0.0036 |
-0.0016 |
-30.8% |
0.0138 |
ATR |
0.0061 |
0.0061 |
0.0000 |
0.4% |
0.0000 |
Volume |
7,622 |
20 |
-7,602 |
-99.7% |
7,832 |
|
Daily Pivots for day following 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8977 |
0.8965 |
0.8902 |
|
R3 |
0.8941 |
0.8929 |
0.8892 |
|
R2 |
0.8905 |
0.8905 |
0.8889 |
|
R1 |
0.8893 |
0.8893 |
0.8885 |
0.8899 |
PP |
0.8869 |
0.8869 |
0.8869 |
0.8872 |
S1 |
0.8857 |
0.8857 |
0.8879 |
0.8863 |
S2 |
0.8833 |
0.8833 |
0.8875 |
|
S3 |
0.8797 |
0.8821 |
0.8872 |
|
S4 |
0.8761 |
0.8785 |
0.8862 |
|
|
Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9284 |
0.9221 |
0.8958 |
|
R3 |
0.9146 |
0.9083 |
0.8920 |
|
R2 |
0.9008 |
0.9008 |
0.8907 |
|
R1 |
0.8945 |
0.8945 |
0.8895 |
0.8977 |
PP |
0.8870 |
0.8870 |
0.8870 |
0.8886 |
S1 |
0.8807 |
0.8807 |
0.8869 |
0.8839 |
S2 |
0.8732 |
0.8732 |
0.8857 |
|
S3 |
0.8594 |
0.8669 |
0.8844 |
|
S4 |
0.8456 |
0.8531 |
0.8806 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9033 |
2.618 |
0.8974 |
1.618 |
0.8938 |
1.000 |
0.8916 |
0.618 |
0.8902 |
HIGH |
0.8880 |
0.618 |
0.8866 |
0.500 |
0.8862 |
0.382 |
0.8858 |
LOW |
0.8844 |
0.618 |
0.8822 |
1.000 |
0.8808 |
1.618 |
0.8786 |
2.618 |
0.8750 |
4.250 |
0.8691 |
|
|
Fisher Pivots for day following 28-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8875 |
0.8867 |
PP |
0.8869 |
0.8852 |
S1 |
0.8862 |
0.8838 |
|