CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 02-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2007 |
02-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
0.8666 |
0.8716 |
0.0050 |
0.6% |
0.8512 |
High |
0.8666 |
0.8716 |
0.0050 |
0.6% |
0.8716 |
Low |
0.8666 |
0.8716 |
0.0050 |
0.6% |
0.8512 |
Close |
0.8716 |
0.8775 |
0.0059 |
0.7% |
0.8775 |
Range |
|
|
|
|
|
ATR |
0.0028 |
0.0026 |
-0.0002 |
-7.1% |
0.0000 |
Volume |
0 |
2 |
2 |
|
64 |
|
Daily Pivots for day following 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8736 |
0.8755 |
0.8775 |
|
R3 |
0.8736 |
0.8755 |
0.8775 |
|
R2 |
0.8736 |
0.8736 |
0.8775 |
|
R1 |
0.8755 |
0.8755 |
0.8775 |
0.8746 |
PP |
0.8736 |
0.8736 |
0.8736 |
0.8731 |
S1 |
0.8755 |
0.8755 |
0.8775 |
0.8746 |
S2 |
0.8736 |
0.8736 |
0.8775 |
|
S3 |
0.8736 |
0.8755 |
0.8775 |
|
S4 |
0.8736 |
0.8755 |
0.8775 |
|
|
Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9280 |
0.9231 |
0.8887 |
|
R3 |
0.9076 |
0.9027 |
0.8831 |
|
R2 |
0.8872 |
0.8872 |
0.8812 |
|
R1 |
0.8823 |
0.8823 |
0.8794 |
0.8848 |
PP |
0.8668 |
0.8668 |
0.8668 |
0.8680 |
S1 |
0.8619 |
0.8619 |
0.8756 |
0.8644 |
S2 |
0.8464 |
0.8464 |
0.8738 |
|
S3 |
0.8260 |
0.8415 |
0.8719 |
|
S4 |
0.8056 |
0.8211 |
0.8663 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8716 |
0.8512 |
0.0204 |
2.3% |
0.0017 |
0.2% |
129% |
True |
False |
12 |
10 |
0.8716 |
0.8465 |
0.0251 |
2.9% |
0.0015 |
0.2% |
124% |
True |
False |
7 |
20 |
0.8716 |
0.8437 |
0.0279 |
3.2% |
0.0008 |
0.1% |
121% |
True |
False |
384 |
40 |
0.8716 |
0.8437 |
0.0279 |
3.2% |
0.0007 |
0.1% |
121% |
True |
False |
192 |
60 |
0.9024 |
0.8437 |
0.0587 |
6.7% |
0.0004 |
0.0% |
58% |
False |
False |
128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8716 |
2.618 |
0.8716 |
1.618 |
0.8716 |
1.000 |
0.8716 |
0.618 |
0.8716 |
HIGH |
0.8716 |
0.618 |
0.8716 |
0.500 |
0.8716 |
0.382 |
0.8716 |
LOW |
0.8716 |
0.618 |
0.8716 |
1.000 |
0.8716 |
1.618 |
0.8716 |
2.618 |
0.8716 |
4.250 |
0.8716 |
|
|
Fisher Pivots for day following 02-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8755 |
0.8733 |
PP |
0.8736 |
0.8690 |
S1 |
0.8716 |
0.8648 |
|