CME Japanese Yen Future March 2008
Trading Metrics calculated at close of trading on 02-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2007 |
02-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
0.8869 |
0.8820 |
-0.0049 |
-0.6% |
0.8859 |
High |
0.8869 |
0.8820 |
-0.0049 |
-0.6% |
0.8933 |
Low |
0.8785 |
0.8790 |
0.0005 |
0.1% |
0.8795 |
Close |
0.8804 |
0.8796 |
-0.0008 |
-0.1% |
0.8882 |
Range |
0.0084 |
0.0030 |
-0.0054 |
-64.3% |
0.0138 |
ATR |
0.0064 |
0.0061 |
-0.0002 |
-3.8% |
0.0000 |
Volume |
19 |
51 |
32 |
168.4% |
7,832 |
|
Daily Pivots for day following 02-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8892 |
0.8874 |
0.8813 |
|
R3 |
0.8862 |
0.8844 |
0.8804 |
|
R2 |
0.8832 |
0.8832 |
0.8802 |
|
R1 |
0.8814 |
0.8814 |
0.8799 |
0.8808 |
PP |
0.8802 |
0.8802 |
0.8802 |
0.8799 |
S1 |
0.8784 |
0.8784 |
0.8793 |
0.8778 |
S2 |
0.8772 |
0.8772 |
0.8791 |
|
S3 |
0.8742 |
0.8754 |
0.8788 |
|
S4 |
0.8712 |
0.8724 |
0.8780 |
|
|
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 |
0.8948 |
2.618 |
0.8899 |
1.618 |
0.8869 |
1.000 |
0.8850 |
0.618 |
0.8839 |
HIGH |
0.8820 |
0.618 |
0.8809 |
0.500 |
0.8805 |
0.382 |
0.8801 |
LOW |
0.8790 |
0.618 |
0.8771 |
1.000 |
0.8760 |
1.618 |
0.8741 |
2.618 |
0.8711 |
4.250 |
0.8663 |
|
|
Fisher Pivots for day following 02-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8805 |
0.8833 |
PP |
0.8802 |
0.8820 |
S1 |
0.8799 |
0.8808 |
|