CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 26-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2007 |
26-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
0.8700 |
0.8677 |
-0.0023 |
-0.3% |
0.8731 |
High |
0.8700 |
0.8685 |
-0.0015 |
-0.2% |
0.8731 |
Low |
0.8659 |
0.8633 |
-0.0026 |
-0.3% |
0.8649 |
Close |
0.8661 |
0.8661 |
0.0000 |
0.0% |
0.8661 |
Range |
0.0041 |
0.0052 |
0.0011 |
26.8% |
0.0082 |
ATR |
0.0051 |
0.0051 |
0.0000 |
0.1% |
0.0000 |
Volume |
88 |
102 |
14 |
15.9% |
375 |
|
Daily Pivots for day following 26-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8816 |
0.8790 |
0.8690 |
|
R3 |
0.8764 |
0.8738 |
0.8675 |
|
R2 |
0.8712 |
0.8712 |
0.8671 |
|
R1 |
0.8686 |
0.8686 |
0.8666 |
0.8673 |
PP |
0.8660 |
0.8660 |
0.8660 |
0.8653 |
S1 |
0.8634 |
0.8634 |
0.8656 |
0.8621 |
S2 |
0.8608 |
0.8608 |
0.8651 |
|
S3 |
0.8556 |
0.8582 |
0.8647 |
|
S4 |
0.8504 |
0.8530 |
0.8632 |
|
|
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 |
0.8730 |
0.8633 |
0.0097 |
1.1% |
0.0044 |
0.5% |
29% |
False |
True |
82 |
10 |
0.8800 |
0.8633 |
0.0167 |
1.9% |
0.0045 |
0.5% |
17% |
False |
True |
58 |
20 |
0.8885 |
0.8579 |
0.0306 |
3.5% |
0.0039 |
0.5% |
27% |
False |
False |
51 |
40 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0022 |
0.3% |
50% |
False |
False |
216 |
60 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0016 |
0.2% |
50% |
False |
False |
144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8906 |
2.618 |
0.8821 |
1.618 |
0.8769 |
1.000 |
0.8737 |
0.618 |
0.8717 |
HIGH |
0.8685 |
0.618 |
0.8665 |
0.500 |
0.8659 |
0.382 |
0.8653 |
LOW |
0.8633 |
0.618 |
0.8601 |
1.000 |
0.8581 |
1.618 |
0.8549 |
2.618 |
0.8497 |
4.250 |
0.8412 |
|
|
Fisher Pivots for day following 26-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8660 |
0.8667 |
PP |
0.8660 |
0.8665 |
S1 |
0.8659 |
0.8663 |
|