CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 11-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2007 |
11-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8178 |
0.8311 |
0.0133 |
1.6% |
0.8200 |
| High |
0.8288 |
0.8337 |
0.0049 |
0.6% |
0.8271 |
| Low |
0.8170 |
0.8233 |
0.0063 |
0.8% |
0.8167 |
| Close |
0.8268 |
0.8267 |
-0.0001 |
0.0% |
0.8179 |
| Range |
0.0118 |
0.0104 |
-0.0014 |
-11.9% |
0.0104 |
| ATR |
0.0052 |
0.0055 |
0.0004 |
7.3% |
0.0000 |
| Volume |
196,440 |
209,872 |
13,432 |
6.8% |
395,577 |
|
| Daily Pivots for day following 11-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8591 |
0.8533 |
0.8324 |
|
| R3 |
0.8487 |
0.8429 |
0.8296 |
|
| R2 |
0.8383 |
0.8383 |
0.8286 |
|
| R1 |
0.8325 |
0.8325 |
0.8277 |
0.8302 |
| PP |
0.8279 |
0.8279 |
0.8279 |
0.8268 |
| S1 |
0.8221 |
0.8221 |
0.8257 |
0.8198 |
| S2 |
0.8175 |
0.8175 |
0.8248 |
|
| S3 |
0.8071 |
0.8117 |
0.8238 |
|
| S4 |
0.7967 |
0.8013 |
0.8210 |
|
|
| 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 |
0.8337 |
0.8158 |
0.0179 |
2.2% |
0.0072 |
0.9% |
61% |
True |
False |
138,379 |
| 10 |
0.8337 |
0.8158 |
0.0179 |
2.2% |
0.0064 |
0.8% |
61% |
True |
False |
119,509 |
| 20 |
0.8337 |
0.8140 |
0.0197 |
2.4% |
0.0053 |
0.6% |
64% |
True |
False |
102,340 |
| 40 |
0.8455 |
0.8140 |
0.0315 |
3.8% |
0.0046 |
0.6% |
40% |
False |
False |
55,796 |
| 60 |
0.8665 |
0.8140 |
0.0525 |
6.4% |
0.0044 |
0.5% |
24% |
False |
False |
37,240 |
| 80 |
0.8779 |
0.8140 |
0.0639 |
7.7% |
0.0045 |
0.6% |
20% |
False |
False |
27,975 |
| 100 |
0.8885 |
0.8140 |
0.0745 |
9.0% |
0.0043 |
0.5% |
17% |
False |
False |
22,386 |
| 120 |
0.8885 |
0.8140 |
0.0745 |
9.0% |
0.0036 |
0.4% |
17% |
False |
False |
18,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8779 |
|
2.618 |
0.8609 |
|
1.618 |
0.8505 |
|
1.000 |
0.8441 |
|
0.618 |
0.8401 |
|
HIGH |
0.8337 |
|
0.618 |
0.8297 |
|
0.500 |
0.8285 |
|
0.382 |
0.8273 |
|
LOW |
0.8233 |
|
0.618 |
0.8169 |
|
1.000 |
0.8129 |
|
1.618 |
0.8065 |
|
2.618 |
0.7961 |
|
4.250 |
0.7791 |
|
|
| Fisher Pivots for day following 11-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8285 |
0.8261 |
| PP |
0.8279 |
0.8254 |
| S1 |
0.8273 |
0.8248 |
|