CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 12-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2007 |
12-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
0.8679 |
0.8690 |
0.0011 |
0.1% |
0.8885 |
High |
0.8679 |
0.8731 |
0.0052 |
0.6% |
0.8885 |
Low |
0.8661 |
0.8656 |
-0.0005 |
-0.1% |
0.8661 |
Close |
0.8670 |
0.8707 |
0.0037 |
0.4% |
0.8670 |
Range |
0.0018 |
0.0075 |
0.0057 |
316.7% |
0.0224 |
ATR |
0.0042 |
0.0044 |
0.0002 |
5.7% |
0.0000 |
Volume |
10 |
309 |
299 |
2,990.0% |
79 |
|
Daily Pivots for day following 12-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8923 |
0.8890 |
0.8748 |
|
R3 |
0.8848 |
0.8815 |
0.8728 |
|
R2 |
0.8773 |
0.8773 |
0.8721 |
|
R1 |
0.8740 |
0.8740 |
0.8714 |
0.8757 |
PP |
0.8698 |
0.8698 |
0.8698 |
0.8706 |
S1 |
0.8665 |
0.8665 |
0.8700 |
0.8682 |
S2 |
0.8623 |
0.8623 |
0.8693 |
|
S3 |
0.8548 |
0.8590 |
0.8686 |
|
S4 |
0.8473 |
0.8515 |
0.8666 |
|
|
Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9411 |
0.9264 |
0.8793 |
|
R3 |
0.9187 |
0.9040 |
0.8732 |
|
R2 |
0.8963 |
0.8963 |
0.8711 |
|
R1 |
0.8816 |
0.8816 |
0.8691 |
0.8778 |
PP |
0.8739 |
0.8739 |
0.8739 |
0.8719 |
S1 |
0.8592 |
0.8592 |
0.8649 |
0.8554 |
S2 |
0.8515 |
0.8515 |
0.8629 |
|
S3 |
0.8291 |
0.8368 |
0.8608 |
|
S4 |
0.8067 |
0.8144 |
0.8547 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8840 |
0.8656 |
0.0184 |
2.1% |
0.0046 |
0.5% |
28% |
False |
True |
77 |
10 |
0.8885 |
0.8579 |
0.0306 |
3.5% |
0.0033 |
0.4% |
42% |
False |
False |
44 |
20 |
0.8885 |
0.8437 |
0.0448 |
5.1% |
0.0020 |
0.2% |
60% |
False |
False |
403 |
40 |
0.8885 |
0.8437 |
0.0448 |
5.1% |
0.0013 |
0.1% |
60% |
False |
False |
202 |
60 |
0.8885 |
0.8437 |
0.0448 |
5.1% |
0.0008 |
0.1% |
60% |
False |
False |
135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9050 |
2.618 |
0.8927 |
1.618 |
0.8852 |
1.000 |
0.8806 |
0.618 |
0.8777 |
HIGH |
0.8731 |
0.618 |
0.8702 |
0.500 |
0.8694 |
0.382 |
0.8685 |
LOW |
0.8656 |
0.618 |
0.8610 |
1.000 |
0.8581 |
1.618 |
0.8535 |
2.618 |
0.8460 |
4.250 |
0.8337 |
|
|
Fisher Pivots for day following 12-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8703 |
0.8748 |
PP |
0.8698 |
0.8734 |
S1 |
0.8694 |
0.8721 |
|