CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 30-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2007 |
30-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8512 |
0.8488 |
-0.0024 |
-0.3% |
0.8266 |
| High |
0.8516 |
0.8526 |
0.0010 |
0.1% |
0.8516 |
| Low |
0.8436 |
0.8445 |
0.0009 |
0.1% |
0.8240 |
| Close |
0.8474 |
0.8471 |
-0.0003 |
0.0% |
0.8474 |
| Range |
0.0080 |
0.0081 |
0.0001 |
1.3% |
0.0276 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.3% |
0.0000 |
| Volume |
210,385 |
139,855 |
-70,530 |
-33.5% |
857,241 |
|
| Daily Pivots for day following 30-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8724 |
0.8678 |
0.8516 |
|
| R3 |
0.8643 |
0.8597 |
0.8493 |
|
| R2 |
0.8562 |
0.8562 |
0.8486 |
|
| R1 |
0.8516 |
0.8516 |
0.8478 |
0.8499 |
| PP |
0.8481 |
0.8481 |
0.8481 |
0.8472 |
| S1 |
0.8435 |
0.8435 |
0.8464 |
0.8418 |
| S2 |
0.8400 |
0.8400 |
0.8456 |
|
| S3 |
0.8319 |
0.8354 |
0.8449 |
|
| S4 |
0.8238 |
0.8273 |
0.8426 |
|
|
| Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9238 |
0.9132 |
0.8626 |
|
| R3 |
0.8962 |
0.8856 |
0.8550 |
|
| R2 |
0.8686 |
0.8686 |
0.8525 |
|
| R1 |
0.8580 |
0.8580 |
0.8499 |
0.8633 |
| PP |
0.8410 |
0.8410 |
0.8410 |
0.8437 |
| S1 |
0.8304 |
0.8304 |
0.8449 |
0.8357 |
| S2 |
0.8134 |
0.8134 |
0.8423 |
|
| S3 |
0.7858 |
0.8028 |
0.8398 |
|
| S4 |
0.7582 |
0.7752 |
0.8322 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8526 |
0.8312 |
0.0214 |
2.5% |
0.0091 |
1.1% |
74% |
True |
False |
175,395 |
| 10 |
0.8526 |
0.8226 |
0.0300 |
3.5% |
0.0080 |
0.9% |
82% |
True |
False |
153,716 |
| 20 |
0.8526 |
0.8158 |
0.0368 |
4.3% |
0.0071 |
0.8% |
85% |
True |
False |
137,812 |
| 40 |
0.8526 |
0.8140 |
0.0386 |
4.6% |
0.0058 |
0.7% |
86% |
True |
False |
102,678 |
| 60 |
0.8526 |
0.8140 |
0.0386 |
4.6% |
0.0050 |
0.6% |
86% |
True |
False |
68,651 |
| 80 |
0.8665 |
0.8140 |
0.0525 |
6.2% |
0.0048 |
0.6% |
63% |
False |
False |
51,527 |
| 100 |
0.8800 |
0.8140 |
0.0660 |
7.8% |
0.0049 |
0.6% |
50% |
False |
False |
41,250 |
| 120 |
0.8885 |
0.8140 |
0.0745 |
8.8% |
0.0043 |
0.5% |
44% |
False |
False |
34,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8870 |
|
2.618 |
0.8738 |
|
1.618 |
0.8657 |
|
1.000 |
0.8607 |
|
0.618 |
0.8576 |
|
HIGH |
0.8526 |
|
0.618 |
0.8495 |
|
0.500 |
0.8486 |
|
0.382 |
0.8476 |
|
LOW |
0.8445 |
|
0.618 |
0.8395 |
|
1.000 |
0.8364 |
|
1.618 |
0.8314 |
|
2.618 |
0.8233 |
|
4.250 |
0.8101 |
|
|
| Fisher Pivots for day following 30-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8486 |
0.8458 |
| PP |
0.8481 |
0.8445 |
| S1 |
0.8476 |
0.8432 |
|