CME Japanese Yen Future September 2008
Trading Metrics calculated at close of trading on 20-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2008 |
20-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
1.0086 |
1.0176 |
0.0090 |
0.9% |
0.9850 |
High |
1.0221 |
1.0176 |
-0.0045 |
-0.4% |
1.0129 |
Low |
1.0026 |
1.0176 |
0.0150 |
1.5% |
0.9725 |
Close |
1.0123 |
1.0220 |
0.0097 |
1.0% |
1.0155 |
Range |
0.0195 |
0.0000 |
-0.0195 |
-100.0% |
0.0404 |
ATR |
0.0132 |
0.0126 |
-0.0006 |
-4.3% |
0.0000 |
Volume |
123 |
31 |
-92 |
-74.8% |
37 |
|
Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0191 |
1.0205 |
1.0220 |
|
R3 |
1.0191 |
1.0205 |
1.0220 |
|
R2 |
1.0191 |
1.0191 |
1.0220 |
|
R1 |
1.0205 |
1.0205 |
1.0220 |
1.0198 |
PP |
1.0191 |
1.0191 |
1.0191 |
1.0187 |
S1 |
1.0205 |
1.0205 |
1.0220 |
1.0198 |
S2 |
1.0191 |
1.0191 |
1.0220 |
|
S3 |
1.0191 |
1.0205 |
1.0220 |
|
S4 |
1.0191 |
1.0205 |
1.0220 |
|
|
Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1215 |
1.1089 |
1.0377 |
|
R3 |
1.0811 |
1.0685 |
1.0266 |
|
R2 |
1.0407 |
1.0407 |
1.0229 |
|
R1 |
1.0281 |
1.0281 |
1.0192 |
1.0344 |
PP |
1.0003 |
1.0003 |
1.0003 |
1.0035 |
S1 |
0.9877 |
0.9877 |
1.0118 |
0.9940 |
S2 |
0.9599 |
0.9599 |
1.0081 |
|
S3 |
0.9195 |
0.9473 |
1.0044 |
|
S4 |
0.8791 |
0.9069 |
0.9933 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0176 |
2.618 |
1.0176 |
1.618 |
1.0176 |
1.000 |
1.0176 |
0.618 |
1.0176 |
HIGH |
1.0176 |
0.618 |
1.0176 |
0.500 |
1.0176 |
0.382 |
1.0176 |
LOW |
1.0176 |
0.618 |
1.0176 |
1.000 |
1.0176 |
1.618 |
1.0176 |
2.618 |
1.0176 |
4.250 |
1.0176 |
|
|
Fisher Pivots for day following 20-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
1.0205 |
1.0207 |
PP |
1.0191 |
1.0194 |
S1 |
1.0176 |
1.0181 |
|