CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 15-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2007 |
15-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8504 |
0.8540 |
0.0036 |
0.4% |
0.8542 |
| High |
0.8545 |
0.8620 |
0.0075 |
0.9% |
0.8580 |
| Low |
0.8477 |
0.8537 |
0.0060 |
0.7% |
0.8386 |
| Close |
0.8528 |
0.8589 |
0.0061 |
0.7% |
0.8494 |
| Range |
0.0068 |
0.0083 |
0.0015 |
22.1% |
0.0194 |
| ATR |
0.0082 |
0.0082 |
0.0001 |
0.9% |
0.0000 |
| Volume |
157,372 |
206,792 |
49,420 |
31.4% |
876,311 |
|
| Daily Pivots for day following 15-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8831 |
0.8793 |
0.8635 |
|
| R3 |
0.8748 |
0.8710 |
0.8612 |
|
| R2 |
0.8665 |
0.8665 |
0.8604 |
|
| R1 |
0.8627 |
0.8627 |
0.8597 |
0.8646 |
| PP |
0.8582 |
0.8582 |
0.8582 |
0.8592 |
| S1 |
0.8544 |
0.8544 |
0.8581 |
0.8563 |
| S2 |
0.8499 |
0.8499 |
0.8574 |
|
| S3 |
0.8416 |
0.8461 |
0.8566 |
|
| S4 |
0.8333 |
0.8378 |
0.8543 |
|
|
| 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 |
0.8620 |
0.8389 |
0.0231 |
2.7% |
0.0089 |
1.0% |
87% |
True |
False |
191,517 |
| 10 |
0.8620 |
0.8386 |
0.0234 |
2.7% |
0.0091 |
1.1% |
87% |
True |
False |
162,004 |
| 20 |
0.8620 |
0.8226 |
0.0394 |
4.6% |
0.0089 |
1.0% |
92% |
True |
False |
162,786 |
| 40 |
0.8620 |
0.8140 |
0.0480 |
5.6% |
0.0071 |
0.8% |
94% |
True |
False |
137,052 |
| 60 |
0.8620 |
0.8140 |
0.0480 |
5.6% |
0.0061 |
0.7% |
94% |
True |
False |
101,758 |
| 80 |
0.8620 |
0.8140 |
0.0480 |
5.6% |
0.0055 |
0.6% |
94% |
True |
False |
76,360 |
| 100 |
0.8779 |
0.8140 |
0.0639 |
7.4% |
0.0054 |
0.6% |
70% |
False |
False |
61,131 |
| 120 |
0.8885 |
0.8140 |
0.0745 |
8.7% |
0.0052 |
0.6% |
60% |
False |
False |
50,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8973 |
|
2.618 |
0.8837 |
|
1.618 |
0.8754 |
|
1.000 |
0.8703 |
|
0.618 |
0.8671 |
|
HIGH |
0.8620 |
|
0.618 |
0.8588 |
|
0.500 |
0.8579 |
|
0.382 |
0.8569 |
|
LOW |
0.8537 |
|
0.618 |
0.8486 |
|
1.000 |
0.8454 |
|
1.618 |
0.8403 |
|
2.618 |
0.8320 |
|
4.250 |
0.8184 |
|
|
| Fisher Pivots for day following 15-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8586 |
0.8575 |
| PP |
0.8582 |
0.8561 |
| S1 |
0.8579 |
0.8547 |
|