CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 10-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2007 |
10-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8179 |
0.8178 |
-0.0001 |
0.0% |
0.8200 |
| High |
0.8189 |
0.8288 |
0.0099 |
1.2% |
0.8271 |
| Low |
0.8158 |
0.8170 |
0.0012 |
0.1% |
0.8167 |
| Close |
0.8180 |
0.8268 |
0.0088 |
1.1% |
0.8179 |
| Range |
0.0031 |
0.0118 |
0.0087 |
280.6% |
0.0104 |
| ATR |
0.0046 |
0.0052 |
0.0005 |
11.0% |
0.0000 |
| Volume |
67,874 |
196,440 |
128,566 |
189.4% |
395,577 |
|
| Daily Pivots for day following 10-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8596 |
0.8550 |
0.8333 |
|
| R3 |
0.8478 |
0.8432 |
0.8300 |
|
| R2 |
0.8360 |
0.8360 |
0.8290 |
|
| R1 |
0.8314 |
0.8314 |
0.8279 |
0.8337 |
| PP |
0.8242 |
0.8242 |
0.8242 |
0.8254 |
| S1 |
0.8196 |
0.8196 |
0.8257 |
0.8219 |
| S2 |
0.8124 |
0.8124 |
0.8246 |
|
| S3 |
0.8006 |
0.8078 |
0.8236 |
|
| S4 |
0.7888 |
0.7960 |
0.8203 |
|
|
| 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 |
0.8288 |
0.8158 |
0.0130 |
1.6% |
0.0059 |
0.7% |
85% |
True |
False |
109,980 |
| 10 |
0.8288 |
0.8158 |
0.0130 |
1.6% |
0.0059 |
0.7% |
85% |
True |
False |
110,296 |
| 20 |
0.8332 |
0.8140 |
0.0192 |
2.3% |
0.0049 |
0.6% |
67% |
False |
False |
94,191 |
| 40 |
0.8458 |
0.8140 |
0.0318 |
3.8% |
0.0044 |
0.5% |
40% |
False |
False |
50,552 |
| 60 |
0.8665 |
0.8140 |
0.0525 |
6.3% |
0.0043 |
0.5% |
24% |
False |
False |
33,749 |
| 80 |
0.8779 |
0.8140 |
0.0639 |
7.7% |
0.0045 |
0.5% |
20% |
False |
False |
25,352 |
| 100 |
0.8885 |
0.8140 |
0.0745 |
9.0% |
0.0042 |
0.5% |
17% |
False |
False |
20,287 |
| 120 |
0.8885 |
0.8140 |
0.0745 |
9.0% |
0.0035 |
0.4% |
17% |
False |
False |
16,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8790 |
|
2.618 |
0.8597 |
|
1.618 |
0.8479 |
|
1.000 |
0.8406 |
|
0.618 |
0.8361 |
|
HIGH |
0.8288 |
|
0.618 |
0.8243 |
|
0.500 |
0.8229 |
|
0.382 |
0.8215 |
|
LOW |
0.8170 |
|
0.618 |
0.8097 |
|
1.000 |
0.8052 |
|
1.618 |
0.7979 |
|
2.618 |
0.7861 |
|
4.250 |
0.7669 |
|
|
| Fisher Pivots for day following 10-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8255 |
0.8253 |
| PP |
0.8242 |
0.8238 |
| S1 |
0.8229 |
0.8223 |
|