CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 23-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2007 |
23-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
0.8680 |
0.8700 |
0.0020 |
0.2% |
0.8731 |
High |
0.8680 |
0.8700 |
0.0020 |
0.2% |
0.8731 |
Low |
0.8649 |
0.8659 |
0.0010 |
0.1% |
0.8649 |
Close |
0.8654 |
0.8661 |
0.0007 |
0.1% |
0.8661 |
Range |
0.0031 |
0.0041 |
0.0010 |
32.3% |
0.0082 |
ATR |
0.0052 |
0.0051 |
0.0000 |
-0.8% |
0.0000 |
Volume |
14 |
88 |
74 |
528.6% |
375 |
|
Daily Pivots for day following 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8796 |
0.8770 |
0.8684 |
|
R3 |
0.8755 |
0.8729 |
0.8672 |
|
R2 |
0.8714 |
0.8714 |
0.8669 |
|
R1 |
0.8688 |
0.8688 |
0.8665 |
0.8681 |
PP |
0.8673 |
0.8673 |
0.8673 |
0.8670 |
S1 |
0.8647 |
0.8647 |
0.8657 |
0.8640 |
S2 |
0.8632 |
0.8632 |
0.8653 |
|
S3 |
0.8591 |
0.8606 |
0.8650 |
|
S4 |
0.8550 |
0.8565 |
0.8638 |
|
|
Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8926 |
0.8876 |
0.8706 |
|
R3 |
0.8844 |
0.8794 |
0.8684 |
|
R2 |
0.8762 |
0.8762 |
0.8676 |
|
R1 |
0.8712 |
0.8712 |
0.8669 |
0.8696 |
PP |
0.8680 |
0.8680 |
0.8680 |
0.8673 |
S1 |
0.8630 |
0.8630 |
0.8653 |
0.8614 |
S2 |
0.8598 |
0.8598 |
0.8646 |
|
S3 |
0.8516 |
0.8548 |
0.8638 |
|
S4 |
0.8434 |
0.8466 |
0.8616 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8731 |
0.8649 |
0.0082 |
0.9% |
0.0039 |
0.5% |
15% |
False |
False |
75 |
10 |
0.8800 |
0.8649 |
0.0151 |
1.7% |
0.0048 |
0.5% |
8% |
False |
False |
79 |
20 |
0.8885 |
0.8512 |
0.0373 |
4.3% |
0.0037 |
0.4% |
40% |
False |
False |
46 |
40 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0021 |
0.2% |
50% |
False |
False |
214 |
60 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0015 |
0.2% |
50% |
False |
False |
143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8874 |
2.618 |
0.8807 |
1.618 |
0.8766 |
1.000 |
0.8741 |
0.618 |
0.8725 |
HIGH |
0.8700 |
0.618 |
0.8684 |
0.500 |
0.8680 |
0.382 |
0.8675 |
LOW |
0.8659 |
0.618 |
0.8634 |
1.000 |
0.8618 |
1.618 |
0.8593 |
2.618 |
0.8552 |
4.250 |
0.8485 |
|
|
Fisher Pivots for day following 23-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8680 |
0.8686 |
PP |
0.8673 |
0.8677 |
S1 |
0.8667 |
0.8669 |
|