CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 09-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2007 |
09-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8580 |
0.8610 |
0.0030 |
0.3% |
0.8694 |
| High |
0.8580 |
0.8610 |
0.0030 |
0.3% |
0.8694 |
| Low |
0.8580 |
0.8610 |
0.0030 |
0.3% |
0.8623 |
| Close |
0.8580 |
0.8678 |
0.0098 |
1.1% |
0.8675 |
| Range |
|
|
|
|
|
| ATR |
0.0028 |
0.0028 |
0.0000 |
0.5% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
101 |
|
| Daily Pivots for day following 09-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8633 |
0.8655 |
0.8678 |
|
| R3 |
0.8633 |
0.8655 |
0.8678 |
|
| R2 |
0.8633 |
0.8633 |
0.8678 |
|
| R1 |
0.8655 |
0.8655 |
0.8678 |
0.8644 |
| PP |
0.8633 |
0.8633 |
0.8633 |
0.8627 |
| S1 |
0.8655 |
0.8655 |
0.8678 |
0.8644 |
| S2 |
0.8633 |
0.8633 |
0.8678 |
|
| S3 |
0.8633 |
0.8655 |
0.8678 |
|
| S4 |
0.8633 |
0.8655 |
0.8678 |
|
|
| Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8877 |
0.8847 |
0.8714 |
|
| R3 |
0.8806 |
0.8776 |
0.8695 |
|
| R2 |
0.8735 |
0.8735 |
0.8688 |
|
| R1 |
0.8705 |
0.8705 |
0.8682 |
0.8685 |
| PP |
0.8664 |
0.8664 |
0.8664 |
0.8654 |
| S1 |
0.8634 |
0.8634 |
0.8668 |
0.8614 |
| S2 |
0.8593 |
0.8593 |
0.8662 |
|
| S3 |
0.8522 |
0.8563 |
0.8655 |
|
| S4 |
0.8451 |
0.8492 |
0.8636 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8610 |
|
2.618 |
0.8610 |
|
1.618 |
0.8610 |
|
1.000 |
0.8610 |
|
0.618 |
0.8610 |
|
HIGH |
0.8610 |
|
0.618 |
0.8610 |
|
0.500 |
0.8610 |
|
0.382 |
0.8610 |
|
LOW |
0.8610 |
|
0.618 |
0.8610 |
|
1.000 |
0.8610 |
|
1.618 |
0.8610 |
|
2.618 |
0.8610 |
|
4.250 |
0.8610 |
|
|
| Fisher Pivots for day following 09-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8655 |
0.8660 |
| PP |
0.8633 |
0.8642 |
| S1 |
0.8610 |
0.8624 |
|