CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 03-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2007 |
03-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8820 |
0.8775 |
-0.0045 |
-0.5% |
0.8859 |
| High |
0.8820 |
0.8775 |
-0.0045 |
-0.5% |
0.8933 |
| Low |
0.8790 |
0.8728 |
-0.0062 |
-0.7% |
0.8795 |
| Close |
0.8796 |
0.8731 |
-0.0065 |
-0.7% |
0.8882 |
| Range |
0.0030 |
0.0047 |
0.0017 |
56.7% |
0.0138 |
| ATR |
0.0061 |
0.0062 |
0.0000 |
0.8% |
0.0000 |
| Volume |
51 |
90 |
39 |
76.5% |
7,832 |
|
| Daily Pivots for day following 03-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8886 |
0.8855 |
0.8757 |
|
| R3 |
0.8839 |
0.8808 |
0.8744 |
|
| R2 |
0.8792 |
0.8792 |
0.8740 |
|
| R1 |
0.8761 |
0.8761 |
0.8735 |
0.8753 |
| PP |
0.8745 |
0.8745 |
0.8745 |
0.8741 |
| S1 |
0.8714 |
0.8714 |
0.8727 |
0.8706 |
| S2 |
0.8698 |
0.8698 |
0.8722 |
|
| S3 |
0.8651 |
0.8667 |
0.8718 |
|
| S4 |
0.8604 |
0.8620 |
0.8705 |
|
|
| 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 |
0.8975 |
|
2.618 |
0.8898 |
|
1.618 |
0.8851 |
|
1.000 |
0.8822 |
|
0.618 |
0.8804 |
|
HIGH |
0.8775 |
|
0.618 |
0.8757 |
|
0.500 |
0.8752 |
|
0.382 |
0.8746 |
|
LOW |
0.8728 |
|
0.618 |
0.8699 |
|
1.000 |
0.8681 |
|
1.618 |
0.8652 |
|
2.618 |
0.8605 |
|
4.250 |
0.8528 |
|
|
| Fisher Pivots for day following 03-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8752 |
0.8799 |
| PP |
0.8745 |
0.8776 |
| S1 |
0.8738 |
0.8754 |
|