CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 08-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2007 |
08-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8456 |
0.8460 |
0.0004 |
0.0% |
0.8488 |
| High |
0.8522 |
0.8465 |
-0.0057 |
-0.7% |
0.8555 |
| Low |
0.8450 |
0.8386 |
-0.0064 |
-0.8% |
0.8420 |
| Close |
0.8476 |
0.8397 |
-0.0079 |
-0.9% |
0.8492 |
| Range |
0.0072 |
0.0079 |
0.0007 |
9.7% |
0.0135 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.1% |
0.0000 |
| Volume |
128,281 |
138,145 |
9,864 |
7.7% |
760,767 |
|
| Daily Pivots for day following 08-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8653 |
0.8604 |
0.8440 |
|
| R3 |
0.8574 |
0.8525 |
0.8419 |
|
| R2 |
0.8495 |
0.8495 |
0.8411 |
|
| R1 |
0.8446 |
0.8446 |
0.8404 |
0.8431 |
| PP |
0.8416 |
0.8416 |
0.8416 |
0.8409 |
| S1 |
0.8367 |
0.8367 |
0.8390 |
0.8352 |
| S2 |
0.8337 |
0.8337 |
0.8383 |
|
| S3 |
0.8258 |
0.8288 |
0.8375 |
|
| S4 |
0.8179 |
0.8209 |
0.8354 |
|
|
| 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 |
0.8386 |
0.0194 |
2.3% |
0.0093 |
1.1% |
6% |
False |
True |
132,492 |
| 10 |
0.8580 |
0.8337 |
0.0243 |
2.9% |
0.0096 |
1.1% |
25% |
False |
False |
160,302 |
| 20 |
0.8580 |
0.8222 |
0.0358 |
4.3% |
0.0079 |
0.9% |
49% |
False |
False |
145,896 |
| 40 |
0.8580 |
0.8140 |
0.0440 |
5.2% |
0.0066 |
0.8% |
58% |
False |
False |
124,118 |
| 60 |
0.8580 |
0.8140 |
0.0440 |
5.2% |
0.0057 |
0.7% |
58% |
False |
False |
85,829 |
| 80 |
0.8665 |
0.8140 |
0.0525 |
6.3% |
0.0052 |
0.6% |
49% |
False |
False |
64,404 |
| 100 |
0.8779 |
0.8140 |
0.0639 |
7.6% |
0.0052 |
0.6% |
40% |
False |
False |
51,559 |
| 120 |
0.8885 |
0.8140 |
0.0745 |
8.9% |
0.0049 |
0.6% |
34% |
False |
False |
42,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8801 |
|
2.618 |
0.8672 |
|
1.618 |
0.8593 |
|
1.000 |
0.8544 |
|
0.618 |
0.8514 |
|
HIGH |
0.8465 |
|
0.618 |
0.8435 |
|
0.500 |
0.8426 |
|
0.382 |
0.8416 |
|
LOW |
0.8386 |
|
0.618 |
0.8337 |
|
1.000 |
0.8307 |
|
1.618 |
0.8258 |
|
2.618 |
0.8179 |
|
4.250 |
0.8050 |
|
|
| Fisher Pivots for day following 08-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8426 |
0.8483 |
| PP |
0.8416 |
0.8454 |
| S1 |
0.8407 |
0.8426 |
|