CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 25-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2007 |
25-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8317 |
0.8378 |
0.0061 |
0.7% |
0.8266 |
| High |
0.8390 |
0.8406 |
0.0016 |
0.2% |
0.8335 |
| Low |
0.8312 |
0.8346 |
0.0034 |
0.4% |
0.8226 |
| Close |
0.8365 |
0.8356 |
-0.0009 |
-0.1% |
0.8307 |
| Range |
0.0078 |
0.0060 |
-0.0018 |
-23.1% |
0.0109 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
155,187 |
150,202 |
-4,985 |
-3.2% |
636,328 |
|
| Daily Pivots for day following 25-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8549 |
0.8513 |
0.8389 |
|
| R3 |
0.8489 |
0.8453 |
0.8373 |
|
| R2 |
0.8429 |
0.8429 |
0.8367 |
|
| R1 |
0.8393 |
0.8393 |
0.8362 |
0.8381 |
| PP |
0.8369 |
0.8369 |
0.8369 |
0.8364 |
| S1 |
0.8333 |
0.8333 |
0.8351 |
0.8321 |
| S2 |
0.8309 |
0.8309 |
0.8345 |
|
| S3 |
0.8249 |
0.8273 |
0.8340 |
|
| S4 |
0.8189 |
0.8213 |
0.8323 |
|
|
| 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 |
0.8406 |
0.8226 |
0.0180 |
2.2% |
0.0075 |
0.9% |
72% |
True |
False |
139,025 |
| 10 |
0.8406 |
0.8222 |
0.0184 |
2.2% |
0.0062 |
0.7% |
73% |
True |
False |
131,490 |
| 20 |
0.8406 |
0.8158 |
0.0248 |
3.0% |
0.0063 |
0.8% |
80% |
True |
False |
125,500 |
| 40 |
0.8406 |
0.8140 |
0.0266 |
3.2% |
0.0052 |
0.6% |
81% |
True |
False |
88,569 |
| 60 |
0.8537 |
0.8140 |
0.0397 |
4.8% |
0.0046 |
0.6% |
54% |
False |
False |
59,129 |
| 80 |
0.8680 |
0.8140 |
0.0540 |
6.5% |
0.0046 |
0.6% |
40% |
False |
False |
44,396 |
| 100 |
0.8840 |
0.8140 |
0.0700 |
8.4% |
0.0047 |
0.6% |
31% |
False |
False |
35,534 |
| 120 |
0.8885 |
0.8140 |
0.0745 |
8.9% |
0.0041 |
0.5% |
29% |
False |
False |
29,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8661 |
|
2.618 |
0.8563 |
|
1.618 |
0.8503 |
|
1.000 |
0.8466 |
|
0.618 |
0.8443 |
|
HIGH |
0.8406 |
|
0.618 |
0.8383 |
|
0.500 |
0.8376 |
|
0.382 |
0.8369 |
|
LOW |
0.8346 |
|
0.618 |
0.8309 |
|
1.000 |
0.8286 |
|
1.618 |
0.8249 |
|
2.618 |
0.8189 |
|
4.250 |
0.8091 |
|
|
| Fisher Pivots for day following 25-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8376 |
0.8345 |
| PP |
0.8369 |
0.8334 |
| S1 |
0.8363 |
0.8323 |
|