CME Japanese Yen Future March 2008
Trading Metrics calculated at close of trading on 23-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2007 |
23-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
0.8903 |
0.8870 |
-0.0033 |
-0.4% |
0.8671 |
High |
0.8903 |
0.8870 |
-0.0033 |
-0.4% |
0.9098 |
Low |
0.8903 |
0.8756 |
-0.0147 |
-1.7% |
0.8663 |
Close |
0.8903 |
0.8834 |
-0.0069 |
-0.8% |
0.8990 |
Range |
0.0000 |
0.0114 |
0.0114 |
|
0.0435 |
ATR |
0.0056 |
0.0063 |
0.0006 |
11.6% |
0.0000 |
Volume |
15 |
0 |
-15 |
-100.0% |
68 |
|
Daily Pivots for day following 23-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9162 |
0.9112 |
0.8897 |
|
R3 |
0.9048 |
0.8998 |
0.8865 |
|
R2 |
0.8934 |
0.8934 |
0.8855 |
|
R1 |
0.8884 |
0.8884 |
0.8844 |
0.8852 |
PP |
0.8820 |
0.8820 |
0.8820 |
0.8804 |
S1 |
0.8770 |
0.8770 |
0.8824 |
0.8738 |
S2 |
0.8706 |
0.8706 |
0.8813 |
|
S3 |
0.8592 |
0.8656 |
0.8803 |
|
S4 |
0.8478 |
0.8542 |
0.8771 |
|
|
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 |
0.9355 |
2.618 |
0.9168 |
1.618 |
0.9054 |
1.000 |
0.8984 |
0.618 |
0.8940 |
HIGH |
0.8870 |
0.618 |
0.8826 |
0.500 |
0.8813 |
0.382 |
0.8800 |
LOW |
0.8756 |
0.618 |
0.8686 |
1.000 |
0.8642 |
1.618 |
0.8572 |
2.618 |
0.8458 |
4.250 |
0.8272 |
|
|
Fisher Pivots for day following 23-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8827 |
0.8854 |
PP |
0.8820 |
0.8847 |
S1 |
0.8813 |
0.8841 |
|