CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 20-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2007 |
20-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8265 |
0.8250 |
-0.0015 |
-0.2% |
0.8266 |
| High |
0.8275 |
0.8335 |
0.0060 |
0.7% |
0.8335 |
| Low |
0.8243 |
0.8226 |
-0.0017 |
-0.2% |
0.8226 |
| Close |
0.8254 |
0.8307 |
0.0053 |
0.6% |
0.8307 |
| Range |
0.0032 |
0.0109 |
0.0077 |
240.6% |
0.0109 |
| ATR |
0.0052 |
0.0056 |
0.0004 |
7.8% |
0.0000 |
| Volume |
80,359 |
189,259 |
108,900 |
135.5% |
636,328 |
|
| Daily Pivots for day following 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8616 |
0.8571 |
0.8367 |
|
| R3 |
0.8507 |
0.8462 |
0.8337 |
|
| R2 |
0.8398 |
0.8398 |
0.8327 |
|
| R1 |
0.8353 |
0.8353 |
0.8317 |
0.8376 |
| PP |
0.8289 |
0.8289 |
0.8289 |
0.8301 |
| S1 |
0.8244 |
0.8244 |
0.8297 |
0.8267 |
| S2 |
0.8180 |
0.8180 |
0.8287 |
|
| S3 |
0.8071 |
0.8135 |
0.8277 |
|
| S4 |
0.7962 |
0.8026 |
0.8247 |
|
|
| Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8616 |
0.8571 |
0.8367 |
|
| R3 |
0.8507 |
0.8462 |
0.8337 |
|
| R2 |
0.8398 |
0.8398 |
0.8327 |
|
| R1 |
0.8353 |
0.8353 |
0.8317 |
0.8376 |
| PP |
0.8289 |
0.8289 |
0.8289 |
0.8301 |
| S1 |
0.8244 |
0.8244 |
0.8297 |
0.8267 |
| S2 |
0.8180 |
0.8180 |
0.8287 |
|
| S3 |
0.8071 |
0.8135 |
0.8277 |
|
| S4 |
0.7962 |
0.8026 |
0.8247 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8335 |
0.8226 |
0.0109 |
1.3% |
0.0057 |
0.7% |
74% |
True |
True |
127,265 |
| 10 |
0.8337 |
0.8158 |
0.0179 |
2.2% |
0.0064 |
0.8% |
83% |
False |
False |
136,358 |
| 20 |
0.8337 |
0.8140 |
0.0197 |
2.4% |
0.0058 |
0.7% |
85% |
False |
False |
118,686 |
| 40 |
0.8394 |
0.8140 |
0.0254 |
3.1% |
0.0049 |
0.6% |
66% |
False |
False |
77,967 |
| 60 |
0.8583 |
0.8140 |
0.0443 |
5.3% |
0.0045 |
0.5% |
38% |
False |
False |
52,043 |
| 80 |
0.8755 |
0.8140 |
0.0615 |
7.4% |
0.0046 |
0.5% |
27% |
False |
False |
39,086 |
| 100 |
0.8885 |
0.8140 |
0.0745 |
9.0% |
0.0045 |
0.5% |
22% |
False |
False |
31,279 |
| 120 |
0.8885 |
0.8140 |
0.0745 |
9.0% |
0.0039 |
0.5% |
22% |
False |
False |
26,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8798 |
|
2.618 |
0.8620 |
|
1.618 |
0.8511 |
|
1.000 |
0.8444 |
|
0.618 |
0.8402 |
|
HIGH |
0.8335 |
|
0.618 |
0.8293 |
|
0.500 |
0.8281 |
|
0.382 |
0.8268 |
|
LOW |
0.8226 |
|
0.618 |
0.8159 |
|
1.000 |
0.8117 |
|
1.618 |
0.8050 |
|
2.618 |
0.7941 |
|
4.250 |
0.7763 |
|
|
| Fisher Pivots for day following 20-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8298 |
0.8298 |
| PP |
0.8289 |
0.8289 |
| S1 |
0.8281 |
0.8281 |
|