CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 27-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2007 |
27-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
0.8512 |
0.8579 |
0.0067 |
0.8% |
0.8613 |
High |
0.8512 |
0.8622 |
0.0110 |
1.3% |
0.8613 |
Low |
0.8512 |
0.8579 |
0.0067 |
0.8% |
0.8465 |
Close |
0.8509 |
0.8675 |
0.0166 |
2.0% |
0.8479 |
Range |
0.0000 |
0.0043 |
0.0043 |
|
0.0148 |
ATR |
0.0018 |
0.0025 |
0.0007 |
36.8% |
0.0000 |
Volume |
6 |
4 |
-2 |
-33.3% |
7 |
|
Daily Pivots for day following 27-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8754 |
0.8758 |
0.8699 |
|
R3 |
0.8711 |
0.8715 |
0.8687 |
|
R2 |
0.8668 |
0.8668 |
0.8683 |
|
R1 |
0.8672 |
0.8672 |
0.8679 |
0.8670 |
PP |
0.8625 |
0.8625 |
0.8625 |
0.8625 |
S1 |
0.8629 |
0.8629 |
0.8671 |
0.8627 |
S2 |
0.8582 |
0.8582 |
0.8667 |
|
S3 |
0.8539 |
0.8586 |
0.8663 |
|
S4 |
0.8496 |
0.8543 |
0.8651 |
|
|
Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8963 |
0.8869 |
0.8560 |
|
R3 |
0.8815 |
0.8721 |
0.8520 |
|
R2 |
0.8667 |
0.8667 |
0.8506 |
|
R1 |
0.8573 |
0.8573 |
0.8493 |
0.8546 |
PP |
0.8519 |
0.8519 |
0.8519 |
0.8506 |
S1 |
0.8425 |
0.8425 |
0.8465 |
0.8398 |
S2 |
0.8371 |
0.8371 |
0.8452 |
|
S3 |
0.8223 |
0.8277 |
0.8438 |
|
S4 |
0.8075 |
0.8129 |
0.8398 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8805 |
2.618 |
0.8735 |
1.618 |
0.8692 |
1.000 |
0.8665 |
0.618 |
0.8649 |
HIGH |
0.8622 |
0.618 |
0.8606 |
0.500 |
0.8601 |
0.382 |
0.8595 |
LOW |
0.8579 |
0.618 |
0.8552 |
1.000 |
0.8536 |
1.618 |
0.8509 |
2.618 |
0.8466 |
4.250 |
0.8396 |
|
|
Fisher Pivots for day following 27-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8650 |
0.8632 |
PP |
0.8625 |
0.8589 |
S1 |
0.8601 |
0.8546 |
|