CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 24-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2007 |
24-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8266 |
0.8317 |
0.0051 |
0.6% |
0.8266 |
| High |
0.8338 |
0.8390 |
0.0052 |
0.6% |
0.8335 |
| Low |
0.8240 |
0.8312 |
0.0072 |
0.9% |
0.8226 |
| Close |
0.8302 |
0.8365 |
0.0063 |
0.8% |
0.8307 |
| Range |
0.0098 |
0.0078 |
-0.0020 |
-20.4% |
0.0109 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
3.5% |
0.0000 |
| Volume |
120,118 |
155,187 |
35,069 |
29.2% |
636,328 |
|
| Daily Pivots for day following 24-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8590 |
0.8555 |
0.8408 |
|
| R3 |
0.8512 |
0.8477 |
0.8386 |
|
| R2 |
0.8434 |
0.8434 |
0.8379 |
|
| R1 |
0.8399 |
0.8399 |
0.8372 |
0.8417 |
| PP |
0.8356 |
0.8356 |
0.8356 |
0.8364 |
| S1 |
0.8321 |
0.8321 |
0.8358 |
0.8339 |
| S2 |
0.8278 |
0.8278 |
0.8351 |
|
| S3 |
0.8200 |
0.8243 |
0.8344 |
|
| S4 |
0.8122 |
0.8165 |
0.8322 |
|
|
| 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 |
0.8390 |
0.8226 |
0.0164 |
2.0% |
0.0073 |
0.9% |
85% |
True |
False |
135,710 |
| 10 |
0.8390 |
0.8222 |
0.0168 |
2.0% |
0.0067 |
0.8% |
85% |
True |
False |
137,457 |
| 20 |
0.8390 |
0.8158 |
0.0232 |
2.8% |
0.0063 |
0.8% |
89% |
True |
False |
123,877 |
| 40 |
0.8390 |
0.8140 |
0.0250 |
3.0% |
0.0052 |
0.6% |
90% |
True |
False |
84,827 |
| 60 |
0.8537 |
0.8140 |
0.0397 |
4.7% |
0.0046 |
0.5% |
57% |
False |
False |
56,628 |
| 80 |
0.8687 |
0.8140 |
0.0547 |
6.5% |
0.0046 |
0.5% |
41% |
False |
False |
42,524 |
| 100 |
0.8885 |
0.8140 |
0.0745 |
8.9% |
0.0047 |
0.6% |
30% |
False |
False |
34,032 |
| 120 |
0.8885 |
0.8140 |
0.0745 |
8.9% |
0.0040 |
0.5% |
30% |
False |
False |
28,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8722 |
|
2.618 |
0.8594 |
|
1.618 |
0.8516 |
|
1.000 |
0.8468 |
|
0.618 |
0.8438 |
|
HIGH |
0.8390 |
|
0.618 |
0.8360 |
|
0.500 |
0.8351 |
|
0.382 |
0.8342 |
|
LOW |
0.8312 |
|
0.618 |
0.8264 |
|
1.000 |
0.8234 |
|
1.618 |
0.8186 |
|
2.618 |
0.8108 |
|
4.250 |
0.7981 |
|
|
| Fisher Pivots for day following 24-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8360 |
0.8346 |
| PP |
0.8356 |
0.8327 |
| S1 |
0.8351 |
0.8308 |
|