CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 19-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2007 |
19-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8246 |
0.8265 |
0.0019 |
0.2% |
0.8179 |
| High |
0.8290 |
0.8275 |
-0.0015 |
-0.2% |
0.8337 |
| Low |
0.8240 |
0.8243 |
0.0003 |
0.0% |
0.8158 |
| Close |
0.8269 |
0.8254 |
-0.0015 |
-0.2% |
0.8262 |
| Range |
0.0050 |
0.0032 |
-0.0018 |
-36.0% |
0.0179 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
133,631 |
80,359 |
-53,272 |
-39.9% |
727,257 |
|
| Daily Pivots for day following 19-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8353 |
0.8336 |
0.8272 |
|
| R3 |
0.8321 |
0.8304 |
0.8263 |
|
| R2 |
0.8289 |
0.8289 |
0.8260 |
|
| R1 |
0.8272 |
0.8272 |
0.8257 |
0.8265 |
| PP |
0.8257 |
0.8257 |
0.8257 |
0.8254 |
| S1 |
0.8240 |
0.8240 |
0.8251 |
0.8233 |
| S2 |
0.8225 |
0.8225 |
0.8248 |
|
| S3 |
0.8193 |
0.8208 |
0.8245 |
|
| S4 |
0.8161 |
0.8176 |
0.8236 |
|
|
| 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% |
0.0045 |
0.5% |
44% |
False |
False |
116,381 |
| 10 |
0.8337 |
0.8158 |
0.0179 |
2.2% |
0.0058 |
0.7% |
54% |
False |
False |
126,956 |
| 20 |
0.8337 |
0.8140 |
0.0197 |
2.4% |
0.0054 |
0.6% |
58% |
False |
False |
111,667 |
| 40 |
0.8394 |
0.8140 |
0.0254 |
3.1% |
0.0047 |
0.6% |
45% |
False |
False |
73,241 |
| 60 |
0.8605 |
0.8140 |
0.0465 |
5.6% |
0.0044 |
0.5% |
25% |
False |
False |
48,889 |
| 80 |
0.8779 |
0.8140 |
0.0639 |
7.7% |
0.0046 |
0.6% |
18% |
False |
False |
36,721 |
| 100 |
0.8885 |
0.8140 |
0.0745 |
9.0% |
0.0044 |
0.5% |
15% |
False |
False |
29,387 |
| 120 |
0.8885 |
0.8140 |
0.0745 |
9.0% |
0.0038 |
0.5% |
15% |
False |
False |
24,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8411 |
|
2.618 |
0.8359 |
|
1.618 |
0.8327 |
|
1.000 |
0.8307 |
|
0.618 |
0.8295 |
|
HIGH |
0.8275 |
|
0.618 |
0.8263 |
|
0.500 |
0.8259 |
|
0.382 |
0.8255 |
|
LOW |
0.8243 |
|
0.618 |
0.8223 |
|
1.000 |
0.8211 |
|
1.618 |
0.8191 |
|
2.618 |
0.8159 |
|
4.250 |
0.8107 |
|
|
| Fisher Pivots for day following 19-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8259 |
0.8261 |
| PP |
0.8257 |
0.8259 |
| S1 |
0.8256 |
0.8256 |
|