CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 22-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2007 |
22-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8951 |
0.8903 |
-0.0048 |
-0.5% |
0.8671 |
| High |
0.8951 |
0.8903 |
-0.0048 |
-0.5% |
0.9098 |
| Low |
0.8951 |
0.8903 |
-0.0048 |
-0.5% |
0.8663 |
| Close |
0.8953 |
0.8903 |
-0.0050 |
-0.6% |
0.8990 |
| Range |
|
|
|
|
|
| ATR |
0.0057 |
0.0056 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
1 |
15 |
14 |
1,400.0% |
68 |
|
| Daily Pivots for day following 22-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8903 |
0.8903 |
0.8903 |
|
| R3 |
0.8903 |
0.8903 |
0.8903 |
|
| R2 |
0.8903 |
0.8903 |
0.8903 |
|
| R1 |
0.8903 |
0.8903 |
0.8903 |
0.8903 |
| PP |
0.8903 |
0.8903 |
0.8903 |
0.8903 |
| S1 |
0.8903 |
0.8903 |
0.8903 |
0.8903 |
| S2 |
0.8903 |
0.8903 |
0.8903 |
|
| S3 |
0.8903 |
0.8903 |
0.8903 |
|
| S4 |
0.8903 |
0.8903 |
0.8903 |
|
|
| Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0222 |
1.0041 |
0.9229 |
|
| R3 |
0.9787 |
0.9606 |
0.9110 |
|
| R2 |
0.9352 |
0.9352 |
0.9070 |
|
| R1 |
0.9171 |
0.9171 |
0.9030 |
0.9262 |
| PP |
0.8917 |
0.8917 |
0.8917 |
0.8962 |
| S1 |
0.8736 |
0.8736 |
0.8950 |
0.8827 |
| S2 |
0.8482 |
0.8482 |
0.8910 |
|
| S3 |
0.8047 |
0.8301 |
0.8870 |
|
| S4 |
0.7612 |
0.7866 |
0.8751 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8903 |
|
2.618 |
0.8903 |
|
1.618 |
0.8903 |
|
1.000 |
0.8903 |
|
0.618 |
0.8903 |
|
HIGH |
0.8903 |
|
0.618 |
0.8903 |
|
0.500 |
0.8903 |
|
0.382 |
0.8903 |
|
LOW |
0.8903 |
|
0.618 |
0.8903 |
|
1.000 |
0.8903 |
|
1.618 |
0.8903 |
|
2.618 |
0.8903 |
|
4.250 |
0.8903 |
|
|
| Fisher Pivots for day following 22-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8903 |
0.8923 |
| PP |
0.8903 |
0.8916 |
| S1 |
0.8903 |
0.8910 |
|