CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 16-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2007 |
16-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
0.8540 |
0.8631 |
0.0091 |
1.1% |
0.8542 |
High |
0.8620 |
0.8965 |
0.0345 |
4.0% |
0.8580 |
Low |
0.8537 |
0.8600 |
0.0063 |
0.7% |
0.8386 |
Close |
0.8589 |
0.8875 |
0.0286 |
3.3% |
0.8494 |
Range |
0.0083 |
0.0365 |
0.0282 |
339.8% |
0.0194 |
ATR |
0.0082 |
0.0103 |
0.0021 |
25.4% |
0.0000 |
Volume |
206,792 |
412,256 |
205,464 |
99.4% |
876,311 |
|
Daily Pivots for day following 16-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9908 |
0.9757 |
0.9076 |
|
R3 |
0.9543 |
0.9392 |
0.8975 |
|
R2 |
0.9178 |
0.9178 |
0.8942 |
|
R1 |
0.9027 |
0.9027 |
0.8908 |
0.9103 |
PP |
0.8813 |
0.8813 |
0.8813 |
0.8851 |
S1 |
0.8662 |
0.8662 |
0.8842 |
0.8738 |
S2 |
0.8448 |
0.8448 |
0.8808 |
|
S3 |
0.8083 |
0.8297 |
0.8775 |
|
S4 |
0.7718 |
0.7932 |
0.8674 |
|
|
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 |
0.8965 |
0.8462 |
0.0503 |
5.7% |
0.0138 |
1.6% |
82% |
True |
False |
229,569 |
10 |
0.8965 |
0.8386 |
0.0579 |
6.5% |
0.0120 |
1.4% |
84% |
True |
False |
192,056 |
20 |
0.8965 |
0.8226 |
0.0739 |
8.3% |
0.0106 |
1.2% |
88% |
True |
False |
179,381 |
40 |
0.8965 |
0.8140 |
0.0825 |
9.3% |
0.0080 |
0.9% |
89% |
True |
False |
145,524 |
60 |
0.8965 |
0.8140 |
0.0825 |
9.3% |
0.0067 |
0.8% |
89% |
True |
False |
108,621 |
80 |
0.8965 |
0.8140 |
0.0825 |
9.3% |
0.0059 |
0.7% |
89% |
True |
False |
81,512 |
100 |
0.8965 |
0.8140 |
0.0825 |
9.3% |
0.0058 |
0.6% |
89% |
True |
False |
65,253 |
120 |
0.8965 |
0.8140 |
0.0825 |
9.3% |
0.0055 |
0.6% |
89% |
True |
False |
54,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0516 |
2.618 |
0.9921 |
1.618 |
0.9556 |
1.000 |
0.9330 |
0.618 |
0.9191 |
HIGH |
0.8965 |
0.618 |
0.8826 |
0.500 |
0.8783 |
0.382 |
0.8739 |
LOW |
0.8600 |
0.618 |
0.8374 |
1.000 |
0.8235 |
1.618 |
0.8009 |
2.618 |
0.7644 |
4.250 |
0.7049 |
|
|
Fisher Pivots for day following 16-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8844 |
0.8824 |
PP |
0.8813 |
0.8772 |
S1 |
0.8783 |
0.8721 |
|