CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 18-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2007 |
18-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8271 |
0.8246 |
-0.0025 |
-0.3% |
0.8179 |
| High |
0.8283 |
0.8290 |
0.0007 |
0.1% |
0.8337 |
| Low |
0.8232 |
0.8240 |
0.0008 |
0.1% |
0.8158 |
| Close |
0.8236 |
0.8269 |
0.0033 |
0.4% |
0.8262 |
| Range |
0.0051 |
0.0050 |
-0.0001 |
-2.0% |
0.0179 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.0% |
0.0000 |
| Volume |
136,822 |
133,631 |
-3,191 |
-2.3% |
727,257 |
|
| Daily Pivots for day following 18-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8416 |
0.8393 |
0.8297 |
|
| R3 |
0.8366 |
0.8343 |
0.8283 |
|
| R2 |
0.8316 |
0.8316 |
0.8278 |
|
| R1 |
0.8293 |
0.8293 |
0.8274 |
0.8305 |
| PP |
0.8266 |
0.8266 |
0.8266 |
0.8272 |
| S1 |
0.8243 |
0.8243 |
0.8264 |
0.8255 |
| S2 |
0.8216 |
0.8216 |
0.8260 |
|
| S3 |
0.8166 |
0.8193 |
0.8255 |
|
| S4 |
0.8116 |
0.8143 |
0.8242 |
|
|
| 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 |
0.8295 |
0.8222 |
0.0073 |
0.9% |
0.0049 |
0.6% |
64% |
False |
False |
123,956 |
| 10 |
0.8337 |
0.8158 |
0.0179 |
2.2% |
0.0061 |
0.7% |
62% |
False |
False |
131,167 |
| 20 |
0.8337 |
0.8140 |
0.0197 |
2.4% |
0.0054 |
0.7% |
65% |
False |
False |
111,318 |
| 40 |
0.8394 |
0.8140 |
0.0254 |
3.1% |
0.0047 |
0.6% |
51% |
False |
False |
71,244 |
| 60 |
0.8610 |
0.8140 |
0.0470 |
5.7% |
0.0044 |
0.5% |
27% |
False |
False |
47,551 |
| 80 |
0.8779 |
0.8140 |
0.0639 |
7.7% |
0.0046 |
0.6% |
20% |
False |
False |
35,717 |
| 100 |
0.8885 |
0.8140 |
0.0745 |
9.0% |
0.0044 |
0.5% |
17% |
False |
False |
28,584 |
| 120 |
0.8885 |
0.8140 |
0.0745 |
9.0% |
0.0038 |
0.5% |
17% |
False |
False |
23,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8503 |
|
2.618 |
0.8421 |
|
1.618 |
0.8371 |
|
1.000 |
0.8340 |
|
0.618 |
0.8321 |
|
HIGH |
0.8290 |
|
0.618 |
0.8271 |
|
0.500 |
0.8265 |
|
0.382 |
0.8259 |
|
LOW |
0.8240 |
|
0.618 |
0.8209 |
|
1.000 |
0.8190 |
|
1.618 |
0.8159 |
|
2.618 |
0.8109 |
|
4.250 |
0.8028 |
|
|
| Fisher Pivots for day following 18-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8268 |
0.8267 |
| PP |
0.8266 |
0.8265 |
| S1 |
0.8265 |
0.8264 |
|