CME Japanese Yen Future September 2008
Trading Metrics calculated at close of trading on 02-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2008 |
02-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
0.9995 |
0.9890 |
-0.0105 |
-1.1% |
1.0065 |
High |
0.9995 |
0.9895 |
-0.0100 |
-1.0% |
1.0290 |
Low |
0.9873 |
0.9826 |
-0.0047 |
-0.5% |
0.9974 |
Close |
0.9883 |
0.9849 |
-0.0034 |
-0.3% |
1.0135 |
Range |
0.0122 |
0.0069 |
-0.0053 |
-43.4% |
0.0316 |
ATR |
0.0123 |
0.0119 |
-0.0004 |
-3.1% |
0.0000 |
Volume |
16 |
49 |
33 |
206.3% |
1,114 |
|
Daily Pivots for day following 02-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0064 |
1.0025 |
0.9887 |
|
R3 |
0.9995 |
0.9956 |
0.9868 |
|
R2 |
0.9926 |
0.9926 |
0.9862 |
|
R1 |
0.9887 |
0.9887 |
0.9855 |
0.9872 |
PP |
0.9857 |
0.9857 |
0.9857 |
0.9849 |
S1 |
0.9818 |
0.9818 |
0.9843 |
0.9803 |
S2 |
0.9788 |
0.9788 |
0.9836 |
|
S3 |
0.9719 |
0.9749 |
0.9830 |
|
S4 |
0.9650 |
0.9680 |
0.9811 |
|
|
Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1081 |
1.0924 |
1.0309 |
|
R3 |
1.0765 |
1.0608 |
1.0222 |
|
R2 |
1.0449 |
1.0449 |
1.0193 |
|
R1 |
1.0292 |
1.0292 |
1.0164 |
1.0371 |
PP |
1.0133 |
1.0133 |
1.0133 |
1.0172 |
S1 |
0.9976 |
0.9976 |
1.0106 |
1.0055 |
S2 |
0.9817 |
0.9817 |
1.0077 |
|
S3 |
0.9501 |
0.9660 |
1.0048 |
|
S4 |
0.9185 |
0.9344 |
0.9961 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0188 |
2.618 |
1.0076 |
1.618 |
1.0007 |
1.000 |
0.9964 |
0.618 |
0.9938 |
HIGH |
0.9895 |
0.618 |
0.9869 |
0.500 |
0.9861 |
0.382 |
0.9852 |
LOW |
0.9826 |
0.618 |
0.9783 |
1.000 |
0.9757 |
1.618 |
0.9714 |
2.618 |
0.9645 |
4.250 |
0.9533 |
|
|
Fisher Pivots for day following 02-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9861 |
0.9983 |
PP |
0.9857 |
0.9938 |
S1 |
0.9853 |
0.9894 |
|