CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 26-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2007 |
26-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8378 |
0.8356 |
-0.0022 |
-0.3% |
0.8266 |
| High |
0.8406 |
0.8493 |
0.0087 |
1.0% |
0.8335 |
| Low |
0.8346 |
0.8337 |
-0.0009 |
-0.1% |
0.8226 |
| Close |
0.8356 |
0.8486 |
0.0130 |
1.6% |
0.8307 |
| Range |
0.0060 |
0.0156 |
0.0096 |
160.0% |
0.0109 |
| ATR |
0.0061 |
0.0068 |
0.0007 |
11.1% |
0.0000 |
| Volume |
150,202 |
221,349 |
71,147 |
47.4% |
636,328 |
|
| Daily Pivots for day following 26-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8907 |
0.8852 |
0.8572 |
|
| R3 |
0.8751 |
0.8696 |
0.8529 |
|
| R2 |
0.8595 |
0.8595 |
0.8515 |
|
| R1 |
0.8540 |
0.8540 |
0.8500 |
0.8568 |
| PP |
0.8439 |
0.8439 |
0.8439 |
0.8452 |
| S1 |
0.8384 |
0.8384 |
0.8472 |
0.8412 |
| S2 |
0.8283 |
0.8283 |
0.8457 |
|
| S3 |
0.8127 |
0.8228 |
0.8443 |
|
| S4 |
0.7971 |
0.8072 |
0.8400 |
|
|
| 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 |
0.8493 |
0.8226 |
0.0267 |
3.1% |
0.0100 |
1.2% |
97% |
True |
False |
167,223 |
| 10 |
0.8493 |
0.8222 |
0.0271 |
3.2% |
0.0073 |
0.9% |
97% |
True |
False |
141,802 |
| 20 |
0.8493 |
0.8158 |
0.0335 |
3.9% |
0.0067 |
0.8% |
98% |
True |
False |
130,475 |
| 40 |
0.8493 |
0.8140 |
0.0353 |
4.2% |
0.0055 |
0.7% |
98% |
True |
False |
94,074 |
| 60 |
0.8509 |
0.8140 |
0.0369 |
4.3% |
0.0048 |
0.6% |
94% |
False |
False |
62,817 |
| 80 |
0.8665 |
0.8140 |
0.0525 |
6.2% |
0.0047 |
0.6% |
66% |
False |
False |
47,158 |
| 100 |
0.8840 |
0.8140 |
0.0700 |
8.2% |
0.0048 |
0.6% |
49% |
False |
False |
37,748 |
| 120 |
0.8885 |
0.8140 |
0.0745 |
8.8% |
0.0042 |
0.5% |
46% |
False |
False |
31,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9156 |
|
2.618 |
0.8901 |
|
1.618 |
0.8745 |
|
1.000 |
0.8649 |
|
0.618 |
0.8589 |
|
HIGH |
0.8493 |
|
0.618 |
0.8433 |
|
0.500 |
0.8415 |
|
0.382 |
0.8397 |
|
LOW |
0.8337 |
|
0.618 |
0.8241 |
|
1.000 |
0.8181 |
|
1.618 |
0.8085 |
|
2.618 |
0.7929 |
|
4.250 |
0.7674 |
|
|
| Fisher Pivots for day following 26-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8462 |
0.8458 |
| PP |
0.8439 |
0.8430 |
| S1 |
0.8415 |
0.8403 |
|