CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 12-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2007 |
12-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8311 |
0.8236 |
-0.0075 |
-0.9% |
0.8200 |
| High |
0.8337 |
0.8275 |
-0.0062 |
-0.7% |
0.8271 |
| Low |
0.8233 |
0.8223 |
-0.0010 |
-0.1% |
0.8167 |
| Close |
0.8267 |
0.8236 |
-0.0031 |
-0.4% |
0.8179 |
| Range |
0.0104 |
0.0052 |
-0.0052 |
-50.0% |
0.0104 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
209,872 |
118,235 |
-91,637 |
-43.7% |
395,577 |
|
| Daily Pivots for day following 12-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8401 |
0.8370 |
0.8265 |
|
| R3 |
0.8349 |
0.8318 |
0.8250 |
|
| R2 |
0.8297 |
0.8297 |
0.8246 |
|
| R1 |
0.8266 |
0.8266 |
0.8241 |
0.8262 |
| PP |
0.8245 |
0.8245 |
0.8245 |
0.8243 |
| S1 |
0.8214 |
0.8214 |
0.8231 |
0.8210 |
| S2 |
0.8193 |
0.8193 |
0.8226 |
|
| S3 |
0.8141 |
0.8162 |
0.8222 |
|
| S4 |
0.8089 |
0.8110 |
0.8207 |
|
|
| 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% |
0.0071 |
0.9% |
44% |
False |
False |
137,531 |
| 10 |
0.8337 |
0.8158 |
0.0179 |
2.2% |
0.0062 |
0.8% |
44% |
False |
False |
119,148 |
| 20 |
0.8337 |
0.8140 |
0.0197 |
2.4% |
0.0052 |
0.6% |
49% |
False |
False |
102,591 |
| 40 |
0.8447 |
0.8140 |
0.0307 |
3.7% |
0.0046 |
0.6% |
31% |
False |
False |
58,750 |
| 60 |
0.8665 |
0.8140 |
0.0525 |
6.4% |
0.0043 |
0.5% |
18% |
False |
False |
39,203 |
| 80 |
0.8779 |
0.8140 |
0.0639 |
7.8% |
0.0045 |
0.6% |
15% |
False |
False |
29,453 |
| 100 |
0.8885 |
0.8140 |
0.0745 |
9.0% |
0.0043 |
0.5% |
13% |
False |
False |
23,568 |
| 120 |
0.8885 |
0.8140 |
0.0745 |
9.0% |
0.0037 |
0.4% |
13% |
False |
False |
19,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8496 |
|
2.618 |
0.8411 |
|
1.618 |
0.8359 |
|
1.000 |
0.8327 |
|
0.618 |
0.8307 |
|
HIGH |
0.8275 |
|
0.618 |
0.8255 |
|
0.500 |
0.8249 |
|
0.382 |
0.8243 |
|
LOW |
0.8223 |
|
0.618 |
0.8191 |
|
1.000 |
0.8171 |
|
1.618 |
0.8139 |
|
2.618 |
0.8087 |
|
4.250 |
0.8002 |
|
|
| Fisher Pivots for day following 12-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8249 |
0.8254 |
| PP |
0.8245 |
0.8248 |
| S1 |
0.8240 |
0.8242 |
|