CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 14-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2007 |
14-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8489 |
0.8504 |
0.0015 |
0.2% |
0.8542 |
| High |
0.8537 |
0.8545 |
0.0008 |
0.1% |
0.8580 |
| Low |
0.8473 |
0.8477 |
0.0004 |
0.0% |
0.8386 |
| Close |
0.8488 |
0.8528 |
0.0040 |
0.5% |
0.8494 |
| Range |
0.0064 |
0.0068 |
0.0004 |
6.3% |
0.0194 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
127,631 |
157,372 |
29,741 |
23.3% |
876,311 |
|
| Daily Pivots for day following 14-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8721 |
0.8692 |
0.8565 |
|
| R3 |
0.8653 |
0.8624 |
0.8547 |
|
| R2 |
0.8585 |
0.8585 |
0.8540 |
|
| R1 |
0.8556 |
0.8556 |
0.8534 |
0.8571 |
| PP |
0.8517 |
0.8517 |
0.8517 |
0.8524 |
| S1 |
0.8488 |
0.8488 |
0.8522 |
0.8503 |
| S2 |
0.8449 |
0.8449 |
0.8516 |
|
| S3 |
0.8381 |
0.8420 |
0.8509 |
|
| S4 |
0.8313 |
0.8352 |
0.8491 |
|
|
| 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% |
0.0088 |
1.0% |
76% |
False |
False |
177,788 |
| 10 |
0.8580 |
0.8386 |
0.0194 |
2.3% |
0.0093 |
1.1% |
73% |
False |
False |
162,709 |
| 20 |
0.8580 |
0.8226 |
0.0354 |
4.2% |
0.0087 |
1.0% |
85% |
False |
False |
159,128 |
| 40 |
0.8580 |
0.8140 |
0.0440 |
5.2% |
0.0070 |
0.8% |
88% |
False |
False |
133,283 |
| 60 |
0.8580 |
0.8140 |
0.0440 |
5.2% |
0.0060 |
0.7% |
88% |
False |
False |
98,324 |
| 80 |
0.8610 |
0.8140 |
0.0470 |
5.5% |
0.0054 |
0.6% |
83% |
False |
False |
73,778 |
| 100 |
0.8779 |
0.8140 |
0.0639 |
7.5% |
0.0054 |
0.6% |
61% |
False |
False |
59,064 |
| 120 |
0.8885 |
0.8140 |
0.0745 |
8.7% |
0.0051 |
0.6% |
52% |
False |
False |
49,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8834 |
|
2.618 |
0.8723 |
|
1.618 |
0.8655 |
|
1.000 |
0.8613 |
|
0.618 |
0.8587 |
|
HIGH |
0.8545 |
|
0.618 |
0.8519 |
|
0.500 |
0.8511 |
|
0.382 |
0.8503 |
|
LOW |
0.8477 |
|
0.618 |
0.8435 |
|
1.000 |
0.8409 |
|
1.618 |
0.8367 |
|
2.618 |
0.8299 |
|
4.250 |
0.8188 |
|
|
| Fisher Pivots for day following 14-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8522 |
0.8525 |
| PP |
0.8517 |
0.8521 |
| S1 |
0.8511 |
0.8518 |
|