CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 05-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2007 |
05-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8249 |
0.8245 |
-0.0004 |
0.0% |
0.8160 |
| High |
0.8270 |
0.8261 |
-0.0009 |
-0.1% |
0.8269 |
| Low |
0.8230 |
0.8203 |
-0.0027 |
-0.3% |
0.8155 |
| Close |
0.8256 |
0.8215 |
-0.0041 |
-0.5% |
0.8201 |
| Range |
0.0040 |
0.0058 |
0.0018 |
45.0% |
0.0114 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
1.7% |
0.0000 |
| Volume |
67,874 |
122,474 |
54,600 |
80.4% |
532,823 |
|
| Daily Pivots for day following 05-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8400 |
0.8366 |
0.8247 |
|
| R3 |
0.8342 |
0.8308 |
0.8231 |
|
| R2 |
0.8284 |
0.8284 |
0.8226 |
|
| R1 |
0.8250 |
0.8250 |
0.8220 |
0.8238 |
| PP |
0.8226 |
0.8226 |
0.8226 |
0.8221 |
| S1 |
0.8192 |
0.8192 |
0.8210 |
0.8180 |
| S2 |
0.8168 |
0.8168 |
0.8204 |
|
| S3 |
0.8110 |
0.8134 |
0.8199 |
|
| S4 |
0.8052 |
0.8076 |
0.8183 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8550 |
0.8490 |
0.8264 |
|
| R3 |
0.8436 |
0.8376 |
0.8232 |
|
| R2 |
0.8322 |
0.8322 |
0.8222 |
|
| R1 |
0.8262 |
0.8262 |
0.8211 |
0.8292 |
| PP |
0.8208 |
0.8208 |
0.8208 |
0.8224 |
| S1 |
0.8148 |
0.8148 |
0.8191 |
0.8178 |
| S2 |
0.8094 |
0.8094 |
0.8180 |
|
| S3 |
0.7980 |
0.8034 |
0.8170 |
|
| S4 |
0.7866 |
0.7920 |
0.8138 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8271 |
0.8173 |
0.0098 |
1.2% |
0.0053 |
0.7% |
43% |
False |
False |
100,765 |
| 10 |
0.8271 |
0.8140 |
0.0131 |
1.6% |
0.0049 |
0.6% |
57% |
False |
False |
96,379 |
| 20 |
0.8385 |
0.8140 |
0.0245 |
3.0% |
0.0047 |
0.6% |
31% |
False |
False |
81,722 |
| 40 |
0.8498 |
0.8140 |
0.0358 |
4.4% |
0.0042 |
0.5% |
21% |
False |
False |
41,571 |
| 60 |
0.8665 |
0.8140 |
0.0525 |
6.4% |
0.0042 |
0.5% |
14% |
False |
False |
27,767 |
| 80 |
0.8788 |
0.8140 |
0.0648 |
7.9% |
0.0044 |
0.5% |
12% |
False |
False |
20,859 |
| 100 |
0.8885 |
0.8140 |
0.0745 |
9.1% |
0.0040 |
0.5% |
10% |
False |
False |
16,768 |
| 120 |
0.8885 |
0.8140 |
0.0745 |
9.1% |
0.0034 |
0.4% |
10% |
False |
False |
13,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8508 |
|
2.618 |
0.8413 |
|
1.618 |
0.8355 |
|
1.000 |
0.8319 |
|
0.618 |
0.8297 |
|
HIGH |
0.8261 |
|
0.618 |
0.8239 |
|
0.500 |
0.8232 |
|
0.382 |
0.8225 |
|
LOW |
0.8203 |
|
0.618 |
0.8167 |
|
1.000 |
0.8145 |
|
1.618 |
0.8109 |
|
2.618 |
0.8051 |
|
4.250 |
0.7957 |
|
|
| Fisher Pivots for day following 05-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8232 |
0.8231 |
| PP |
0.8226 |
0.8225 |
| S1 |
0.8221 |
0.8220 |
|