CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 05-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2007 |
05-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8834 |
0.8894 |
0.0060 |
0.7% |
0.8818 |
| High |
0.8834 |
0.8894 |
0.0060 |
0.7% |
0.8935 |
| Low |
0.8834 |
0.8894 |
0.0060 |
0.7% |
0.8818 |
| Close |
0.8813 |
0.8894 |
0.0081 |
0.9% |
0.8836 |
| Range |
|
|
|
|
|
| ATR |
0.0047 |
0.0049 |
0.0002 |
5.3% |
0.0000 |
| Volume |
16 |
1 |
-15 |
-93.8% |
37 |
|
| Daily Pivots for day following 05-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8894 |
0.8894 |
0.8894 |
|
| R3 |
0.8894 |
0.8894 |
0.8894 |
|
| R2 |
0.8894 |
0.8894 |
0.8894 |
|
| R1 |
0.8894 |
0.8894 |
0.8894 |
0.8894 |
| PP |
0.8894 |
0.8894 |
0.8894 |
0.8894 |
| S1 |
0.8894 |
0.8894 |
0.8894 |
0.8894 |
| S2 |
0.8894 |
0.8894 |
0.8894 |
|
| S3 |
0.8894 |
0.8894 |
0.8894 |
|
| S4 |
0.8894 |
0.8894 |
0.8894 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9214 |
0.9142 |
0.8900 |
|
| R3 |
0.9097 |
0.9025 |
0.8868 |
|
| R2 |
0.8980 |
0.8980 |
0.8857 |
|
| R1 |
0.8908 |
0.8908 |
0.8847 |
0.8944 |
| PP |
0.8863 |
0.8863 |
0.8863 |
0.8881 |
| S1 |
0.8791 |
0.8791 |
0.8825 |
0.8827 |
| S2 |
0.8746 |
0.8746 |
0.8815 |
|
| S3 |
0.8629 |
0.8674 |
0.8804 |
|
| S4 |
0.8512 |
0.8557 |
0.8772 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8894 |
|
2.618 |
0.8894 |
|
1.618 |
0.8894 |
|
1.000 |
0.8894 |
|
0.618 |
0.8894 |
|
HIGH |
0.8894 |
|
0.618 |
0.8894 |
|
0.500 |
0.8894 |
|
0.382 |
0.8894 |
|
LOW |
0.8894 |
|
0.618 |
0.8894 |
|
1.000 |
0.8894 |
|
1.618 |
0.8894 |
|
2.618 |
0.8894 |
|
4.250 |
0.8894 |
|
|
| Fisher Pivots for day following 05-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8894 |
0.8884 |
| PP |
0.8894 |
0.8874 |
| S1 |
0.8894 |
0.8864 |
|