CME Japanese Yen Future March 2008
Trading Metrics calculated at close of trading on 21-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2007 |
21-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
0.8787 |
0.8815 |
0.0028 |
0.3% |
0.8874 |
High |
0.8936 |
0.8830 |
-0.0106 |
-1.2% |
0.8936 |
Low |
0.8787 |
0.8815 |
0.0028 |
0.3% |
0.8773 |
Close |
0.8910 |
0.8835 |
-0.0075 |
-0.8% |
0.8835 |
Range |
0.0149 |
0.0015 |
-0.0134 |
-89.9% |
0.0163 |
ATR |
0.0057 |
0.0060 |
0.0003 |
4.8% |
0.0000 |
Volume |
18 |
415 |
397 |
2,205.6% |
470 |
|
Daily Pivots for day following 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8872 |
0.8868 |
0.8843 |
|
R3 |
0.8857 |
0.8853 |
0.8839 |
|
R2 |
0.8842 |
0.8842 |
0.8838 |
|
R1 |
0.8838 |
0.8838 |
0.8836 |
0.8840 |
PP |
0.8827 |
0.8827 |
0.8827 |
0.8828 |
S1 |
0.8823 |
0.8823 |
0.8834 |
0.8825 |
S2 |
0.8812 |
0.8812 |
0.8832 |
|
S3 |
0.8797 |
0.8808 |
0.8831 |
|
S4 |
0.8782 |
0.8793 |
0.8827 |
|
|
Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9337 |
0.9249 |
0.8925 |
|
R3 |
0.9174 |
0.9086 |
0.8880 |
|
R2 |
0.9011 |
0.9011 |
0.8865 |
|
R1 |
0.8923 |
0.8923 |
0.8850 |
0.8886 |
PP |
0.8848 |
0.8848 |
0.8848 |
0.8829 |
S1 |
0.8760 |
0.8760 |
0.8820 |
0.8723 |
S2 |
0.8685 |
0.8685 |
0.8805 |
|
S3 |
0.8522 |
0.8597 |
0.8790 |
|
S4 |
0.8359 |
0.8434 |
0.8745 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8894 |
2.618 |
0.8869 |
1.618 |
0.8854 |
1.000 |
0.8845 |
0.618 |
0.8839 |
HIGH |
0.8830 |
0.618 |
0.8824 |
0.500 |
0.8823 |
0.382 |
0.8821 |
LOW |
0.8815 |
0.618 |
0.8806 |
1.000 |
0.8800 |
1.618 |
0.8791 |
2.618 |
0.8776 |
4.250 |
0.8751 |
|
|
Fisher Pivots for day following 21-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8831 |
0.8855 |
PP |
0.8827 |
0.8848 |
S1 |
0.8823 |
0.8842 |
|