CME Japanese Yen Future March 2008
Trading Metrics calculated at close of trading on 17-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2007 |
17-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
0.8691 |
0.8740 |
0.0049 |
0.6% |
0.8693 |
High |
0.8726 |
0.8742 |
0.0016 |
0.2% |
0.8711 |
Low |
0.8691 |
0.8685 |
-0.0006 |
-0.1% |
0.8643 |
Close |
0.8719 |
0.8729 |
0.0010 |
0.1% |
0.8657 |
Range |
0.0035 |
0.0057 |
0.0022 |
62.9% |
0.0068 |
ATR |
0.0051 |
0.0051 |
0.0000 |
0.8% |
0.0000 |
Volume |
45 |
158 |
113 |
251.1% |
563 |
|
Daily Pivots for day following 17-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8890 |
0.8866 |
0.8760 |
|
R3 |
0.8833 |
0.8809 |
0.8745 |
|
R2 |
0.8776 |
0.8776 |
0.8739 |
|
R1 |
0.8752 |
0.8752 |
0.8734 |
0.8736 |
PP |
0.8719 |
0.8719 |
0.8719 |
0.8710 |
S1 |
0.8695 |
0.8695 |
0.8724 |
0.8679 |
S2 |
0.8662 |
0.8662 |
0.8719 |
|
S3 |
0.8605 |
0.8638 |
0.8713 |
|
S4 |
0.8548 |
0.8581 |
0.8698 |
|
|
Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8874 |
0.8834 |
0.8694 |
|
R3 |
0.8806 |
0.8766 |
0.8676 |
|
R2 |
0.8738 |
0.8738 |
0.8669 |
|
R1 |
0.8698 |
0.8698 |
0.8663 |
0.8684 |
PP |
0.8670 |
0.8670 |
0.8670 |
0.8664 |
S1 |
0.8630 |
0.8630 |
0.8651 |
0.8616 |
S2 |
0.8602 |
0.8602 |
0.8645 |
|
S3 |
0.8534 |
0.8562 |
0.8638 |
|
S4 |
0.8466 |
0.8494 |
0.8620 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8742 |
0.8631 |
0.0111 |
1.3% |
0.0044 |
0.5% |
88% |
True |
False |
119 |
10 |
0.8752 |
0.8631 |
0.0121 |
1.4% |
0.0039 |
0.4% |
81% |
False |
False |
106 |
20 |
0.8936 |
0.8631 |
0.0305 |
3.5% |
0.0046 |
0.5% |
32% |
False |
False |
474 |
40 |
0.9060 |
0.8631 |
0.0429 |
4.9% |
0.0031 |
0.4% |
23% |
False |
False |
250 |
60 |
0.9098 |
0.8580 |
0.0518 |
5.9% |
0.0025 |
0.3% |
29% |
False |
False |
170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8984 |
2.618 |
0.8891 |
1.618 |
0.8834 |
1.000 |
0.8799 |
0.618 |
0.8777 |
HIGH |
0.8742 |
0.618 |
0.8720 |
0.500 |
0.8714 |
0.382 |
0.8707 |
LOW |
0.8685 |
0.618 |
0.8650 |
1.000 |
0.8628 |
1.618 |
0.8593 |
2.618 |
0.8536 |
4.250 |
0.8443 |
|
|
Fisher Pivots for day following 17-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8724 |
0.8715 |
PP |
0.8719 |
0.8701 |
S1 |
0.8714 |
0.8687 |
|