CME Japanese Yen Future September 2008
Trading Metrics calculated at close of trading on 23-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
0.9769 |
0.9774 |
0.0005 |
0.1% |
0.9947 |
High |
0.9785 |
0.9808 |
0.0023 |
0.2% |
0.9989 |
Low |
0.9748 |
0.9736 |
-0.0012 |
-0.1% |
0.9647 |
Close |
0.9802 |
0.9742 |
-0.0060 |
-0.6% |
0.9714 |
Range |
0.0037 |
0.0072 |
0.0035 |
94.6% |
0.0342 |
ATR |
0.0090 |
0.0088 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
62 |
17 |
-45 |
-72.6% |
43 |
|
Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9978 |
0.9932 |
0.9782 |
|
R3 |
0.9906 |
0.9860 |
0.9762 |
|
R2 |
0.9834 |
0.9834 |
0.9755 |
|
R1 |
0.9788 |
0.9788 |
0.9749 |
0.9775 |
PP |
0.9762 |
0.9762 |
0.9762 |
0.9756 |
S1 |
0.9716 |
0.9716 |
0.9735 |
0.9703 |
S2 |
0.9690 |
0.9690 |
0.9729 |
|
S3 |
0.9618 |
0.9644 |
0.9722 |
|
S4 |
0.9546 |
0.9572 |
0.9702 |
|
|
Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0809 |
1.0604 |
0.9902 |
|
R3 |
1.0467 |
1.0262 |
0.9808 |
|
R2 |
1.0125 |
1.0125 |
0.9777 |
|
R1 |
0.9920 |
0.9920 |
0.9745 |
0.9852 |
PP |
0.9783 |
0.9783 |
0.9783 |
0.9749 |
S1 |
0.9578 |
0.9578 |
0.9683 |
0.9510 |
S2 |
0.9441 |
0.9441 |
0.9651 |
|
S3 |
0.9099 |
0.9236 |
0.9620 |
|
S4 |
0.8757 |
0.8894 |
0.9526 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0114 |
2.618 |
0.9996 |
1.618 |
0.9924 |
1.000 |
0.9880 |
0.618 |
0.9852 |
HIGH |
0.9808 |
0.618 |
0.9780 |
0.500 |
0.9772 |
0.382 |
0.9764 |
LOW |
0.9736 |
0.618 |
0.9692 |
1.000 |
0.9664 |
1.618 |
0.9620 |
2.618 |
0.9548 |
4.250 |
0.9430 |
|
|
Fisher Pivots for day following 23-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9772 |
0.9772 |
PP |
0.9762 |
0.9762 |
S1 |
0.9752 |
0.9752 |
|