CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 09-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2007 |
09-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8208 |
0.8179 |
-0.0029 |
-0.4% |
0.8200 |
| High |
0.8215 |
0.8189 |
-0.0026 |
-0.3% |
0.8271 |
| Low |
0.8167 |
0.8158 |
-0.0009 |
-0.1% |
0.8167 |
| Close |
0.8179 |
0.8180 |
0.0001 |
0.0% |
0.8179 |
| Range |
0.0048 |
0.0031 |
-0.0017 |
-35.4% |
0.0104 |
| ATR |
0.0048 |
0.0046 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
95,238 |
67,874 |
-27,364 |
-28.7% |
395,577 |
|
| Daily Pivots for day following 09-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8269 |
0.8255 |
0.8197 |
|
| R3 |
0.8238 |
0.8224 |
0.8189 |
|
| R2 |
0.8207 |
0.8207 |
0.8186 |
|
| R1 |
0.8193 |
0.8193 |
0.8183 |
0.8200 |
| PP |
0.8176 |
0.8176 |
0.8176 |
0.8179 |
| S1 |
0.8162 |
0.8162 |
0.8177 |
0.8169 |
| S2 |
0.8145 |
0.8145 |
0.8174 |
|
| S3 |
0.8114 |
0.8131 |
0.8171 |
|
| S4 |
0.8083 |
0.8100 |
0.8163 |
|
|
| Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8518 |
0.8452 |
0.8236 |
|
| R3 |
0.8414 |
0.8348 |
0.8208 |
|
| R2 |
0.8310 |
0.8310 |
0.8198 |
|
| R1 |
0.8244 |
0.8244 |
0.8189 |
0.8225 |
| PP |
0.8206 |
0.8206 |
0.8206 |
0.8196 |
| S1 |
0.8140 |
0.8140 |
0.8169 |
0.8121 |
| S2 |
0.8102 |
0.8102 |
0.8160 |
|
| S3 |
0.7998 |
0.8036 |
0.8150 |
|
| S4 |
0.7894 |
0.7932 |
0.8122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8271 |
0.8158 |
0.0113 |
1.4% |
0.0052 |
0.6% |
19% |
False |
True |
92,690 |
| 10 |
0.8271 |
0.8155 |
0.0116 |
1.4% |
0.0052 |
0.6% |
22% |
False |
False |
99,627 |
| 20 |
0.8333 |
0.8140 |
0.0193 |
2.4% |
0.0044 |
0.5% |
21% |
False |
False |
86,755 |
| 40 |
0.8498 |
0.8140 |
0.0358 |
4.4% |
0.0042 |
0.5% |
11% |
False |
False |
45,645 |
| 60 |
0.8665 |
0.8140 |
0.0525 |
6.4% |
0.0042 |
0.5% |
8% |
False |
False |
30,477 |
| 80 |
0.8779 |
0.8140 |
0.0639 |
7.8% |
0.0044 |
0.5% |
6% |
False |
False |
22,898 |
| 100 |
0.8885 |
0.8140 |
0.0745 |
9.1% |
0.0040 |
0.5% |
5% |
False |
False |
18,323 |
| 120 |
0.8885 |
0.8140 |
0.0745 |
9.1% |
0.0034 |
0.4% |
5% |
False |
False |
15,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8321 |
|
2.618 |
0.8270 |
|
1.618 |
0.8239 |
|
1.000 |
0.8220 |
|
0.618 |
0.8208 |
|
HIGH |
0.8189 |
|
0.618 |
0.8177 |
|
0.500 |
0.8174 |
|
0.382 |
0.8170 |
|
LOW |
0.8158 |
|
0.618 |
0.8139 |
|
1.000 |
0.8127 |
|
1.618 |
0.8108 |
|
2.618 |
0.8077 |
|
4.250 |
0.8026 |
|
|
| Fisher Pivots for day following 09-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8178 |
0.8210 |
| PP |
0.8176 |
0.8200 |
| S1 |
0.8174 |
0.8190 |
|