CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 23-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2007 |
23-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8250 |
0.8266 |
0.0016 |
0.2% |
0.8266 |
| High |
0.8335 |
0.8338 |
0.0003 |
0.0% |
0.8335 |
| Low |
0.8226 |
0.8240 |
0.0014 |
0.2% |
0.8226 |
| Close |
0.8307 |
0.8302 |
-0.0005 |
-0.1% |
0.8307 |
| Range |
0.0109 |
0.0098 |
-0.0011 |
-10.1% |
0.0109 |
| ATR |
0.0056 |
0.0059 |
0.0003 |
5.3% |
0.0000 |
| Volume |
189,259 |
120,118 |
-69,141 |
-36.5% |
636,328 |
|
| Daily Pivots for day following 23-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8587 |
0.8543 |
0.8356 |
|
| R3 |
0.8489 |
0.8445 |
0.8329 |
|
| R2 |
0.8391 |
0.8391 |
0.8320 |
|
| R1 |
0.8347 |
0.8347 |
0.8311 |
0.8369 |
| PP |
0.8293 |
0.8293 |
0.8293 |
0.8305 |
| S1 |
0.8249 |
0.8249 |
0.8293 |
0.8271 |
| S2 |
0.8195 |
0.8195 |
0.8284 |
|
| S3 |
0.8097 |
0.8151 |
0.8275 |
|
| S4 |
0.7999 |
0.8053 |
0.8248 |
|
|
| 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 |
0.8338 |
0.8226 |
0.0112 |
1.3% |
0.0068 |
0.8% |
68% |
True |
False |
132,037 |
| 10 |
0.8338 |
0.8170 |
0.0168 |
2.0% |
0.0071 |
0.9% |
79% |
True |
False |
141,582 |
| 20 |
0.8338 |
0.8155 |
0.0183 |
2.2% |
0.0061 |
0.7% |
80% |
True |
False |
120,605 |
| 40 |
0.8394 |
0.8140 |
0.0254 |
3.1% |
0.0051 |
0.6% |
64% |
False |
False |
80,960 |
| 60 |
0.8563 |
0.8140 |
0.0423 |
5.1% |
0.0046 |
0.5% |
38% |
False |
False |
54,043 |
| 80 |
0.8704 |
0.8140 |
0.0564 |
6.8% |
0.0046 |
0.5% |
29% |
False |
False |
40,585 |
| 100 |
0.8885 |
0.8140 |
0.0745 |
9.0% |
0.0046 |
0.6% |
22% |
False |
False |
32,481 |
| 120 |
0.8885 |
0.8140 |
0.0745 |
9.0% |
0.0040 |
0.5% |
22% |
False |
False |
27,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8755 |
|
2.618 |
0.8595 |
|
1.618 |
0.8497 |
|
1.000 |
0.8436 |
|
0.618 |
0.8399 |
|
HIGH |
0.8338 |
|
0.618 |
0.8301 |
|
0.500 |
0.8289 |
|
0.382 |
0.8277 |
|
LOW |
0.8240 |
|
0.618 |
0.8179 |
|
1.000 |
0.8142 |
|
1.618 |
0.8081 |
|
2.618 |
0.7983 |
|
4.250 |
0.7824 |
|
|
| Fisher Pivots for day following 23-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8298 |
0.8295 |
| PP |
0.8293 |
0.8289 |
| S1 |
0.8289 |
0.8282 |
|