CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 16-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2007 |
16-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8238 |
0.8266 |
0.0028 |
0.3% |
0.8179 |
| High |
0.8270 |
0.8295 |
0.0025 |
0.3% |
0.8337 |
| Low |
0.8222 |
0.8250 |
0.0028 |
0.3% |
0.8158 |
| Close |
0.8262 |
0.8276 |
0.0014 |
0.2% |
0.8262 |
| Range |
0.0048 |
0.0045 |
-0.0003 |
-6.3% |
0.0179 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
134,836 |
96,257 |
-38,579 |
-28.6% |
727,257 |
|
| Daily Pivots for day following 16-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8409 |
0.8387 |
0.8301 |
|
| R3 |
0.8364 |
0.8342 |
0.8288 |
|
| R2 |
0.8319 |
0.8319 |
0.8284 |
|
| R1 |
0.8297 |
0.8297 |
0.8280 |
0.8308 |
| PP |
0.8274 |
0.8274 |
0.8274 |
0.8279 |
| S1 |
0.8252 |
0.8252 |
0.8272 |
0.8263 |
| S2 |
0.8229 |
0.8229 |
0.8268 |
|
| S3 |
0.8184 |
0.8207 |
0.8264 |
|
| S4 |
0.8139 |
0.8162 |
0.8251 |
|
|
| Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8789 |
0.8705 |
0.8360 |
|
| R3 |
0.8610 |
0.8526 |
0.8311 |
|
| R2 |
0.8431 |
0.8431 |
0.8295 |
|
| R1 |
0.8347 |
0.8347 |
0.8278 |
0.8389 |
| PP |
0.8252 |
0.8252 |
0.8252 |
0.8274 |
| S1 |
0.8168 |
0.8168 |
0.8246 |
0.8210 |
| S2 |
0.8073 |
0.8073 |
0.8229 |
|
| S3 |
0.7894 |
0.7989 |
0.8213 |
|
| S4 |
0.7715 |
0.7810 |
0.8164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8337 |
0.8170 |
0.0167 |
2.0% |
0.0073 |
0.9% |
63% |
False |
False |
151,128 |
| 10 |
0.8337 |
0.8158 |
0.0179 |
2.2% |
0.0063 |
0.8% |
66% |
False |
False |
121,909 |
| 20 |
0.8337 |
0.8140 |
0.0197 |
2.4% |
0.0052 |
0.6% |
69% |
False |
False |
103,316 |
| 40 |
0.8410 |
0.8140 |
0.0270 |
3.3% |
0.0047 |
0.6% |
50% |
False |
False |
64,506 |
| 60 |
0.8610 |
0.8140 |
0.0470 |
5.7% |
0.0043 |
0.5% |
29% |
False |
False |
43,049 |
| 80 |
0.8779 |
0.8140 |
0.0639 |
7.7% |
0.0046 |
0.6% |
21% |
False |
False |
32,339 |
| 100 |
0.8885 |
0.8140 |
0.0745 |
9.0% |
0.0044 |
0.5% |
18% |
False |
False |
25,879 |
| 120 |
0.8885 |
0.8140 |
0.0745 |
9.0% |
0.0037 |
0.4% |
18% |
False |
False |
21,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8486 |
|
2.618 |
0.8413 |
|
1.618 |
0.8368 |
|
1.000 |
0.8340 |
|
0.618 |
0.8323 |
|
HIGH |
0.8295 |
|
0.618 |
0.8278 |
|
0.500 |
0.8273 |
|
0.382 |
0.8267 |
|
LOW |
0.8250 |
|
0.618 |
0.8222 |
|
1.000 |
0.8205 |
|
1.618 |
0.8177 |
|
2.618 |
0.8132 |
|
4.250 |
0.8059 |
|
|
| Fisher Pivots for day following 16-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8275 |
0.8270 |
| PP |
0.8274 |
0.8264 |
| S1 |
0.8273 |
0.8259 |
|