CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 10-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2007 |
10-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8401 |
0.8505 |
0.0104 |
1.2% |
0.8542 |
| High |
0.8507 |
0.8574 |
0.0067 |
0.8% |
0.8580 |
| Low |
0.8389 |
0.8462 |
0.0073 |
0.9% |
0.8386 |
| Close |
0.8495 |
0.8494 |
-0.0001 |
0.0% |
0.8494 |
| Range |
0.0118 |
0.0112 |
-0.0006 |
-5.1% |
0.0194 |
| ATR |
0.0082 |
0.0084 |
0.0002 |
2.6% |
0.0000 |
| Volume |
221,994 |
243,798 |
21,804 |
9.8% |
876,311 |
|
| Daily Pivots for day following 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8846 |
0.8782 |
0.8556 |
|
| R3 |
0.8734 |
0.8670 |
0.8525 |
|
| R2 |
0.8622 |
0.8622 |
0.8515 |
|
| R1 |
0.8558 |
0.8558 |
0.8504 |
0.8534 |
| PP |
0.8510 |
0.8510 |
0.8510 |
0.8498 |
| S1 |
0.8446 |
0.8446 |
0.8484 |
0.8422 |
| S2 |
0.8398 |
0.8398 |
0.8473 |
|
| S3 |
0.8286 |
0.8334 |
0.8463 |
|
| S4 |
0.8174 |
0.8222 |
0.8432 |
|
|
| Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9069 |
0.8975 |
0.8601 |
|
| R3 |
0.8875 |
0.8781 |
0.8547 |
|
| R2 |
0.8681 |
0.8681 |
0.8530 |
|
| R1 |
0.8587 |
0.8587 |
0.8512 |
0.8537 |
| PP |
0.8487 |
0.8487 |
0.8487 |
0.8462 |
| S1 |
0.8393 |
0.8393 |
0.8476 |
0.8343 |
| S2 |
0.8293 |
0.8293 |
0.8458 |
|
| S3 |
0.8099 |
0.8199 |
0.8441 |
|
| S4 |
0.7905 |
0.8005 |
0.8387 |
|
|
| 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% |
0.0104 |
1.2% |
56% |
False |
False |
175,262 |
| 10 |
0.8580 |
0.8386 |
0.0194 |
2.3% |
0.0095 |
1.1% |
56% |
False |
False |
163,707 |
| 20 |
0.8580 |
0.8226 |
0.0354 |
4.2% |
0.0085 |
1.0% |
76% |
False |
False |
156,532 |
| 40 |
0.8580 |
0.8140 |
0.0440 |
5.2% |
0.0069 |
0.8% |
80% |
False |
False |
130,044 |
| 60 |
0.8580 |
0.8140 |
0.0440 |
5.2% |
0.0059 |
0.7% |
80% |
False |
False |
93,583 |
| 80 |
0.8665 |
0.8140 |
0.0525 |
6.2% |
0.0054 |
0.6% |
67% |
False |
False |
70,220 |
| 100 |
0.8779 |
0.8140 |
0.0639 |
7.5% |
0.0054 |
0.6% |
55% |
False |
False |
56,215 |
| 120 |
0.8885 |
0.8140 |
0.0745 |
8.8% |
0.0050 |
0.6% |
48% |
False |
False |
46,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9050 |
|
2.618 |
0.8867 |
|
1.618 |
0.8755 |
|
1.000 |
0.8686 |
|
0.618 |
0.8643 |
|
HIGH |
0.8574 |
|
0.618 |
0.8531 |
|
0.500 |
0.8518 |
|
0.382 |
0.8505 |
|
LOW |
0.8462 |
|
0.618 |
0.8393 |
|
1.000 |
0.8350 |
|
1.618 |
0.8281 |
|
2.618 |
0.8169 |
|
4.250 |
0.7986 |
|
|
| Fisher Pivots for day following 10-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8518 |
0.8489 |
| PP |
0.8510 |
0.8485 |
| S1 |
0.8502 |
0.8480 |
|