CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 01-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2007 |
01-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8844 |
0.8869 |
0.0025 |
0.3% |
0.8859 |
| High |
0.8880 |
0.8869 |
-0.0011 |
-0.1% |
0.8933 |
| Low |
0.8844 |
0.8785 |
-0.0059 |
-0.7% |
0.8795 |
| Close |
0.8882 |
0.8804 |
-0.0078 |
-0.9% |
0.8882 |
| Range |
0.0036 |
0.0084 |
0.0048 |
133.3% |
0.0138 |
| ATR |
0.0061 |
0.0064 |
0.0003 |
4.2% |
0.0000 |
| Volume |
20 |
19 |
-1 |
-5.0% |
7,832 |
|
| Daily Pivots for day following 01-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9071 |
0.9022 |
0.8850 |
|
| R3 |
0.8987 |
0.8938 |
0.8827 |
|
| R2 |
0.8903 |
0.8903 |
0.8819 |
|
| R1 |
0.8854 |
0.8854 |
0.8812 |
0.8837 |
| PP |
0.8819 |
0.8819 |
0.8819 |
0.8811 |
| S1 |
0.8770 |
0.8770 |
0.8796 |
0.8753 |
| S2 |
0.8735 |
0.8735 |
0.8789 |
|
| S3 |
0.8651 |
0.8686 |
0.8781 |
|
| S4 |
0.8567 |
0.8602 |
0.8758 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9284 |
0.9221 |
0.8958 |
|
| R3 |
0.9146 |
0.9083 |
0.8920 |
|
| R2 |
0.9008 |
0.9008 |
0.8907 |
|
| R1 |
0.8945 |
0.8945 |
0.8895 |
0.8977 |
| PP |
0.8870 |
0.8870 |
0.8870 |
0.8886 |
| S1 |
0.8807 |
0.8807 |
0.8869 |
0.8839 |
| S2 |
0.8732 |
0.8732 |
0.8857 |
|
| S3 |
0.8594 |
0.8669 |
0.8844 |
|
| S4 |
0.8456 |
0.8531 |
0.8806 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9226 |
|
2.618 |
0.9089 |
|
1.618 |
0.9005 |
|
1.000 |
0.8953 |
|
0.618 |
0.8921 |
|
HIGH |
0.8869 |
|
0.618 |
0.8837 |
|
0.500 |
0.8827 |
|
0.382 |
0.8817 |
|
LOW |
0.8785 |
|
0.618 |
0.8733 |
|
1.000 |
0.8701 |
|
1.618 |
0.8649 |
|
2.618 |
0.8565 |
|
4.250 |
0.8428 |
|
|
| Fisher Pivots for day following 01-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8827 |
0.8833 |
| PP |
0.8819 |
0.8823 |
| S1 |
0.8812 |
0.8814 |
|