CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 13-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2007 |
13-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8677 |
0.8671 |
-0.0006 |
-0.1% |
0.8673 |
| High |
0.8677 |
0.8671 |
-0.0006 |
-0.1% |
0.8677 |
| Low |
0.8677 |
0.8671 |
-0.0006 |
-0.1% |
0.8580 |
| Close |
0.8677 |
0.8671 |
-0.0006 |
-0.1% |
0.8677 |
| Range |
|
|
|
|
|
| ATR |
0.0026 |
0.0025 |
-0.0001 |
-5.5% |
0.0000 |
| Volume |
10 |
0 |
-10 |
-100.0% |
11 |
|
| Daily Pivots for day following 13-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8671 |
0.8671 |
0.8671 |
|
| R3 |
0.8671 |
0.8671 |
0.8671 |
|
| R2 |
0.8671 |
0.8671 |
0.8671 |
|
| R1 |
0.8671 |
0.8671 |
0.8671 |
0.8671 |
| PP |
0.8671 |
0.8671 |
0.8671 |
0.8671 |
| S1 |
0.8671 |
0.8671 |
0.8671 |
0.8671 |
| S2 |
0.8671 |
0.8671 |
0.8671 |
|
| S3 |
0.8671 |
0.8671 |
0.8671 |
|
| S4 |
0.8671 |
0.8671 |
0.8671 |
|
|
| Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8936 |
0.8903 |
0.8730 |
|
| R3 |
0.8839 |
0.8806 |
0.8704 |
|
| R2 |
0.8742 |
0.8742 |
0.8695 |
|
| R1 |
0.8709 |
0.8709 |
0.8686 |
0.8726 |
| PP |
0.8645 |
0.8645 |
0.8645 |
0.8653 |
| S1 |
0.8612 |
0.8612 |
0.8668 |
0.8629 |
| S2 |
0.8548 |
0.8548 |
0.8659 |
|
| S3 |
0.8451 |
0.8515 |
0.8650 |
|
| S4 |
0.8354 |
0.8418 |
0.8624 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8671 |
|
2.618 |
0.8671 |
|
1.618 |
0.8671 |
|
1.000 |
0.8671 |
|
0.618 |
0.8671 |
|
HIGH |
0.8671 |
|
0.618 |
0.8671 |
|
0.500 |
0.8671 |
|
0.382 |
0.8671 |
|
LOW |
0.8671 |
|
0.618 |
0.8671 |
|
1.000 |
0.8671 |
|
1.618 |
0.8671 |
|
2.618 |
0.8671 |
|
4.250 |
0.8671 |
|
|
| Fisher Pivots for day following 13-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8671 |
0.8662 |
| PP |
0.8671 |
0.8653 |
| S1 |
0.8671 |
0.8644 |
|