CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 07-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2007 |
07-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8542 |
0.8456 |
-0.0086 |
-1.0% |
0.8488 |
| High |
0.8580 |
0.8522 |
-0.0058 |
-0.7% |
0.8555 |
| Low |
0.8441 |
0.8450 |
0.0009 |
0.1% |
0.8420 |
| Close |
0.8490 |
0.8476 |
-0.0014 |
-0.2% |
0.8492 |
| Range |
0.0139 |
0.0072 |
-0.0067 |
-48.2% |
0.0135 |
| ATR |
0.0079 |
0.0078 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
144,093 |
128,281 |
-15,812 |
-11.0% |
760,767 |
|
| Daily Pivots for day following 07-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8699 |
0.8659 |
0.8516 |
|
| R3 |
0.8627 |
0.8587 |
0.8496 |
|
| R2 |
0.8555 |
0.8555 |
0.8489 |
|
| R1 |
0.8515 |
0.8515 |
0.8483 |
0.8535 |
| PP |
0.8483 |
0.8483 |
0.8483 |
0.8493 |
| S1 |
0.8443 |
0.8443 |
0.8469 |
0.8463 |
| S2 |
0.8411 |
0.8411 |
0.8463 |
|
| S3 |
0.8339 |
0.8371 |
0.8456 |
|
| S4 |
0.8267 |
0.8299 |
0.8436 |
|
|
| Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8894 |
0.8828 |
0.8566 |
|
| R3 |
0.8759 |
0.8693 |
0.8529 |
|
| R2 |
0.8624 |
0.8624 |
0.8517 |
|
| R1 |
0.8558 |
0.8558 |
0.8504 |
0.8591 |
| PP |
0.8489 |
0.8489 |
0.8489 |
0.8506 |
| S1 |
0.8423 |
0.8423 |
0.8480 |
0.8456 |
| S2 |
0.8354 |
0.8354 |
0.8467 |
|
| S3 |
0.8219 |
0.8288 |
0.8455 |
|
| S4 |
0.8084 |
0.8153 |
0.8418 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8580 |
0.8424 |
0.0156 |
1.8% |
0.0097 |
1.1% |
33% |
False |
False |
147,631 |
| 10 |
0.8580 |
0.8337 |
0.0243 |
2.9% |
0.0094 |
1.1% |
57% |
False |
False |
161,507 |
| 20 |
0.8580 |
0.8222 |
0.0358 |
4.2% |
0.0080 |
0.9% |
71% |
False |
False |
149,482 |
| 40 |
0.8580 |
0.8140 |
0.0440 |
5.2% |
0.0065 |
0.8% |
76% |
False |
False |
121,836 |
| 60 |
0.8580 |
0.8140 |
0.0440 |
5.2% |
0.0056 |
0.7% |
76% |
False |
False |
83,529 |
| 80 |
0.8665 |
0.8140 |
0.0525 |
6.2% |
0.0052 |
0.6% |
64% |
False |
False |
62,682 |
| 100 |
0.8779 |
0.8140 |
0.0639 |
7.5% |
0.0052 |
0.6% |
53% |
False |
False |
50,178 |
| 120 |
0.8885 |
0.8140 |
0.0745 |
8.8% |
0.0048 |
0.6% |
45% |
False |
False |
41,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8828 |
|
2.618 |
0.8710 |
|
1.618 |
0.8638 |
|
1.000 |
0.8594 |
|
0.618 |
0.8566 |
|
HIGH |
0.8522 |
|
0.618 |
0.8494 |
|
0.500 |
0.8486 |
|
0.382 |
0.8478 |
|
LOW |
0.8450 |
|
0.618 |
0.8406 |
|
1.000 |
0.8378 |
|
1.618 |
0.8334 |
|
2.618 |
0.8262 |
|
4.250 |
0.8144 |
|
|
| Fisher Pivots for day following 07-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8486 |
0.8504 |
| PP |
0.8483 |
0.8494 |
| S1 |
0.8479 |
0.8485 |
|