CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 30-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2007 |
30-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
0.8755 |
0.8671 |
-0.0084 |
-1.0% |
0.8677 |
High |
0.8755 |
0.8704 |
-0.0051 |
-0.6% |
0.8779 |
Low |
0.8657 |
0.8631 |
-0.0026 |
-0.3% |
0.8631 |
Close |
0.8660 |
0.8673 |
0.0013 |
0.2% |
0.8673 |
Range |
0.0098 |
0.0073 |
-0.0025 |
-25.5% |
0.0148 |
ATR |
0.0058 |
0.0059 |
0.0001 |
1.8% |
0.0000 |
Volume |
153 |
76 |
-77 |
-50.3% |
458 |
|
Daily Pivots for day following 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8888 |
0.8854 |
0.8713 |
|
R3 |
0.8815 |
0.8781 |
0.8693 |
|
R2 |
0.8742 |
0.8742 |
0.8686 |
|
R1 |
0.8708 |
0.8708 |
0.8680 |
0.8725 |
PP |
0.8669 |
0.8669 |
0.8669 |
0.8678 |
S1 |
0.8635 |
0.8635 |
0.8666 |
0.8652 |
S2 |
0.8596 |
0.8596 |
0.8660 |
|
S3 |
0.8523 |
0.8562 |
0.8653 |
|
S4 |
0.8450 |
0.8489 |
0.8633 |
|
|
Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9138 |
0.9054 |
0.8754 |
|
R3 |
0.8990 |
0.8906 |
0.8714 |
|
R2 |
0.8842 |
0.8842 |
0.8700 |
|
R1 |
0.8758 |
0.8758 |
0.8687 |
0.8726 |
PP |
0.8694 |
0.8694 |
0.8694 |
0.8679 |
S1 |
0.8610 |
0.8610 |
0.8659 |
0.8578 |
S2 |
0.8546 |
0.8546 |
0.8646 |
|
S3 |
0.8398 |
0.8462 |
0.8632 |
|
S4 |
0.8250 |
0.8314 |
0.8592 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8779 |
0.8631 |
0.0148 |
1.7% |
0.0075 |
0.9% |
28% |
False |
True |
91 |
10 |
0.8779 |
0.8631 |
0.0148 |
1.7% |
0.0057 |
0.7% |
28% |
False |
True |
83 |
20 |
0.8885 |
0.8631 |
0.0254 |
2.9% |
0.0051 |
0.6% |
17% |
False |
True |
66 |
40 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0029 |
0.3% |
53% |
False |
False |
225 |
60 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0021 |
0.2% |
53% |
False |
False |
150 |
80 |
0.9024 |
0.8437 |
0.0587 |
6.8% |
0.0016 |
0.2% |
40% |
False |
False |
113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9014 |
2.618 |
0.8895 |
1.618 |
0.8822 |
1.000 |
0.8777 |
0.618 |
0.8749 |
HIGH |
0.8704 |
0.618 |
0.8676 |
0.500 |
0.8668 |
0.382 |
0.8659 |
LOW |
0.8631 |
0.618 |
0.8586 |
1.000 |
0.8558 |
1.618 |
0.8513 |
2.618 |
0.8440 |
4.250 |
0.8321 |
|
|
Fisher Pivots for day following 30-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8671 |
0.8705 |
PP |
0.8669 |
0.8694 |
S1 |
0.8668 |
0.8684 |
|