CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 13-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2007 |
13-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8505 |
0.8489 |
-0.0016 |
-0.2% |
0.8542 |
| High |
0.8574 |
0.8537 |
-0.0037 |
-0.4% |
0.8580 |
| Low |
0.8462 |
0.8473 |
0.0011 |
0.1% |
0.8386 |
| Close |
0.8494 |
0.8488 |
-0.0006 |
-0.1% |
0.8494 |
| Range |
0.0112 |
0.0064 |
-0.0048 |
-42.9% |
0.0194 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
243,798 |
127,631 |
-116,167 |
-47.6% |
876,311 |
|
| Daily Pivots for day following 13-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8691 |
0.8654 |
0.8523 |
|
| R3 |
0.8627 |
0.8590 |
0.8506 |
|
| R2 |
0.8563 |
0.8563 |
0.8500 |
|
| R1 |
0.8526 |
0.8526 |
0.8494 |
0.8513 |
| PP |
0.8499 |
0.8499 |
0.8499 |
0.8493 |
| S1 |
0.8462 |
0.8462 |
0.8482 |
0.8449 |
| S2 |
0.8435 |
0.8435 |
0.8476 |
|
| S3 |
0.8371 |
0.8398 |
0.8470 |
|
| S4 |
0.8307 |
0.8334 |
0.8453 |
|
|
| 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 |
0.8574 |
0.8386 |
0.0188 |
2.2% |
0.0089 |
1.0% |
54% |
False |
False |
171,969 |
| 10 |
0.8580 |
0.8386 |
0.0194 |
2.3% |
0.0093 |
1.1% |
53% |
False |
False |
162,485 |
| 20 |
0.8580 |
0.8226 |
0.0354 |
4.2% |
0.0086 |
1.0% |
74% |
False |
False |
158,101 |
| 40 |
0.8580 |
0.8140 |
0.0440 |
5.2% |
0.0069 |
0.8% |
79% |
False |
False |
130,708 |
| 60 |
0.8580 |
0.8140 |
0.0440 |
5.2% |
0.0060 |
0.7% |
79% |
False |
False |
95,704 |
| 80 |
0.8610 |
0.8140 |
0.0470 |
5.5% |
0.0054 |
0.6% |
74% |
False |
False |
71,812 |
| 100 |
0.8779 |
0.8140 |
0.0639 |
7.5% |
0.0054 |
0.6% |
54% |
False |
False |
57,491 |
| 120 |
0.8885 |
0.8140 |
0.0745 |
8.8% |
0.0051 |
0.6% |
47% |
False |
False |
47,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8809 |
|
2.618 |
0.8705 |
|
1.618 |
0.8641 |
|
1.000 |
0.8601 |
|
0.618 |
0.8577 |
|
HIGH |
0.8537 |
|
0.618 |
0.8513 |
|
0.500 |
0.8505 |
|
0.382 |
0.8497 |
|
LOW |
0.8473 |
|
0.618 |
0.8433 |
|
1.000 |
0.8409 |
|
1.618 |
0.8369 |
|
2.618 |
0.8305 |
|
4.250 |
0.8201 |
|
|
| Fisher Pivots for day following 13-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8505 |
0.8486 |
| PP |
0.8499 |
0.8484 |
| S1 |
0.8494 |
0.8482 |
|