CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 07-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2007 |
07-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8870 |
0.9027 |
0.0157 |
1.8% |
0.8850 |
| High |
0.8870 |
0.9027 |
0.0157 |
1.8% |
0.9027 |
| Low |
0.8870 |
0.9027 |
0.0157 |
1.8% |
0.8834 |
| Close |
0.8878 |
0.9027 |
0.0149 |
1.7% |
0.9027 |
| Range |
|
|
|
|
|
| ATR |
0.0047 |
0.0054 |
0.0007 |
15.4% |
0.0000 |
| Volume |
0 |
101 |
101 |
|
155 |
|
| Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9027 |
0.9027 |
0.9027 |
|
| R3 |
0.9027 |
0.9027 |
0.9027 |
|
| R2 |
0.9027 |
0.9027 |
0.9027 |
|
| R1 |
0.9027 |
0.9027 |
0.9027 |
0.9027 |
| PP |
0.9027 |
0.9027 |
0.9027 |
0.9027 |
| S1 |
0.9027 |
0.9027 |
0.9027 |
0.9027 |
| S2 |
0.9027 |
0.9027 |
0.9027 |
|
| S3 |
0.9027 |
0.9027 |
0.9027 |
|
| S4 |
0.9027 |
0.9027 |
0.9027 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9542 |
0.9477 |
0.9133 |
|
| R3 |
0.9349 |
0.9284 |
0.9080 |
|
| R2 |
0.9156 |
0.9156 |
0.9062 |
|
| R1 |
0.9091 |
0.9091 |
0.9045 |
0.9124 |
| PP |
0.8963 |
0.8963 |
0.8963 |
0.8979 |
| S1 |
0.8898 |
0.8898 |
0.9009 |
0.8931 |
| S2 |
0.8770 |
0.8770 |
0.8992 |
|
| S3 |
0.8577 |
0.8705 |
0.8974 |
|
| S4 |
0.8384 |
0.8512 |
0.8921 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9027 |
|
2.618 |
0.9027 |
|
1.618 |
0.9027 |
|
1.000 |
0.9027 |
|
0.618 |
0.9027 |
|
HIGH |
0.9027 |
|
0.618 |
0.9027 |
|
0.500 |
0.9027 |
|
0.382 |
0.9027 |
|
LOW |
0.9027 |
|
0.618 |
0.9027 |
|
1.000 |
0.9027 |
|
1.618 |
0.9027 |
|
2.618 |
0.9027 |
|
4.250 |
0.9027 |
|
|
| Fisher Pivots for day following 07-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9027 |
0.9001 |
| PP |
0.9027 |
0.8975 |
| S1 |
0.9027 |
0.8949 |
|