CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 01-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2007 |
01-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8652 |
0.8659 |
0.0007 |
0.1% |
0.8484 |
| High |
0.8652 |
0.8659 |
0.0007 |
0.1% |
0.8657 |
| Low |
0.8652 |
0.8655 |
0.0003 |
0.0% |
0.8484 |
| Close |
0.8652 |
0.8670 |
0.0018 |
0.2% |
0.8657 |
| Range |
0.0000 |
0.0004 |
0.0004 |
|
0.0173 |
| ATR |
0.0000 |
0.0024 |
0.0024 |
|
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
28 |
|
| Daily Pivots for day following 01-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8673 |
0.8676 |
0.8672 |
|
| R3 |
0.8669 |
0.8672 |
0.8671 |
|
| R2 |
0.8665 |
0.8665 |
0.8671 |
|
| R1 |
0.8668 |
0.8668 |
0.8670 |
0.8667 |
| PP |
0.8661 |
0.8661 |
0.8661 |
0.8661 |
| S1 |
0.8664 |
0.8664 |
0.8670 |
0.8663 |
| S2 |
0.8657 |
0.8657 |
0.8669 |
|
| S3 |
0.8653 |
0.8660 |
0.8669 |
|
| S4 |
0.8649 |
0.8656 |
0.8668 |
|
|
| Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9118 |
0.9061 |
0.8752 |
|
| R3 |
0.8945 |
0.8888 |
0.8705 |
|
| R2 |
0.8772 |
0.8772 |
0.8689 |
|
| R1 |
0.8715 |
0.8715 |
0.8673 |
0.8744 |
| PP |
0.8599 |
0.8599 |
0.8599 |
0.8614 |
| S1 |
0.8542 |
0.8542 |
0.8641 |
0.8571 |
| S2 |
0.8426 |
0.8426 |
0.8625 |
|
| S3 |
0.8253 |
0.8369 |
0.8609 |
|
| S4 |
0.8080 |
0.8196 |
0.8562 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8676 |
|
2.618 |
0.8669 |
|
1.618 |
0.8665 |
|
1.000 |
0.8663 |
|
0.618 |
0.8661 |
|
HIGH |
0.8659 |
|
0.618 |
0.8657 |
|
0.500 |
0.8657 |
|
0.382 |
0.8657 |
|
LOW |
0.8655 |
|
0.618 |
0.8653 |
|
1.000 |
0.8651 |
|
1.618 |
0.8649 |
|
2.618 |
0.8645 |
|
4.250 |
0.8638 |
|
|
| Fisher Pivots for day following 01-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8666 |
0.8673 |
| PP |
0.8661 |
0.8672 |
| S1 |
0.8657 |
0.8671 |
|