CME Japanese Yen Future March 2008
Trading Metrics calculated at close of trading on 04-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2007 |
04-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
0.8775 |
0.8725 |
-0.0050 |
-0.6% |
0.8859 |
High |
0.8775 |
0.8752 |
-0.0023 |
-0.3% |
0.8933 |
Low |
0.8728 |
0.8725 |
-0.0003 |
0.0% |
0.8795 |
Close |
0.8731 |
0.8743 |
0.0012 |
0.1% |
0.8882 |
Range |
0.0047 |
0.0027 |
-0.0020 |
-42.6% |
0.0138 |
ATR |
0.0062 |
0.0059 |
-0.0002 |
-4.0% |
0.0000 |
Volume |
90 |
166 |
76 |
84.4% |
7,832 |
|
Daily Pivots for day following 04-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8821 |
0.8809 |
0.8758 |
|
R3 |
0.8794 |
0.8782 |
0.8750 |
|
R2 |
0.8767 |
0.8767 |
0.8748 |
|
R1 |
0.8755 |
0.8755 |
0.8745 |
0.8761 |
PP |
0.8740 |
0.8740 |
0.8740 |
0.8743 |
S1 |
0.8728 |
0.8728 |
0.8741 |
0.8734 |
S2 |
0.8713 |
0.8713 |
0.8738 |
|
S3 |
0.8686 |
0.8701 |
0.8736 |
|
S4 |
0.8659 |
0.8674 |
0.8728 |
|
|
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 |
0.8867 |
2.618 |
0.8823 |
1.618 |
0.8796 |
1.000 |
0.8779 |
0.618 |
0.8769 |
HIGH |
0.8752 |
0.618 |
0.8742 |
0.500 |
0.8739 |
0.382 |
0.8735 |
LOW |
0.8725 |
0.618 |
0.8708 |
1.000 |
0.8698 |
1.618 |
0.8681 |
2.618 |
0.8654 |
4.250 |
0.8610 |
|
|
Fisher Pivots for day following 04-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8742 |
0.8773 |
PP |
0.8740 |
0.8763 |
S1 |
0.8739 |
0.8753 |
|