CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 17-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2007 |
17-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8631 |
0.8792 |
0.0161 |
1.9% |
0.8489 |
| High |
0.8965 |
0.8995 |
0.0030 |
0.3% |
0.8995 |
| Low |
0.8600 |
0.8735 |
0.0135 |
1.6% |
0.8473 |
| Close |
0.8875 |
0.8806 |
-0.0069 |
-0.8% |
0.8806 |
| Range |
0.0365 |
0.0260 |
-0.0105 |
-28.8% |
0.0522 |
| ATR |
0.0103 |
0.0115 |
0.0011 |
10.8% |
0.0000 |
| Volume |
412,256 |
280,334 |
-131,922 |
-32.0% |
1,184,385 |
|
| Daily Pivots for day following 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9625 |
0.9476 |
0.8949 |
|
| R3 |
0.9365 |
0.9216 |
0.8878 |
|
| R2 |
0.9105 |
0.9105 |
0.8854 |
|
| R1 |
0.8956 |
0.8956 |
0.8830 |
0.9031 |
| PP |
0.8845 |
0.8845 |
0.8845 |
0.8883 |
| S1 |
0.8696 |
0.8696 |
0.8782 |
0.8771 |
| S2 |
0.8585 |
0.8585 |
0.8758 |
|
| S3 |
0.8325 |
0.8436 |
0.8735 |
|
| S4 |
0.8065 |
0.8176 |
0.8663 |
|
|
| Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0324 |
1.0087 |
0.9093 |
|
| R3 |
0.9802 |
0.9565 |
0.8950 |
|
| R2 |
0.9280 |
0.9280 |
0.8902 |
|
| R1 |
0.9043 |
0.9043 |
0.8854 |
0.9162 |
| PP |
0.8758 |
0.8758 |
0.8758 |
0.8817 |
| S1 |
0.8521 |
0.8521 |
0.8758 |
0.8640 |
| S2 |
0.8236 |
0.8236 |
0.8710 |
|
| S3 |
0.7714 |
0.7999 |
0.8662 |
|
| S4 |
0.7192 |
0.7477 |
0.8519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8995 |
0.8473 |
0.0522 |
5.9% |
0.0168 |
1.9% |
64% |
True |
False |
236,877 |
| 10 |
0.8995 |
0.8386 |
0.0609 |
6.9% |
0.0136 |
1.5% |
69% |
True |
False |
206,069 |
| 20 |
0.8995 |
0.8240 |
0.0755 |
8.6% |
0.0113 |
1.3% |
75% |
True |
False |
183,935 |
| 40 |
0.8995 |
0.8140 |
0.0855 |
9.7% |
0.0086 |
1.0% |
78% |
True |
False |
151,310 |
| 60 |
0.8995 |
0.8140 |
0.0855 |
9.7% |
0.0071 |
0.8% |
78% |
True |
False |
113,290 |
| 80 |
0.8995 |
0.8140 |
0.0855 |
9.7% |
0.0062 |
0.7% |
78% |
True |
False |
85,016 |
| 100 |
0.8995 |
0.8140 |
0.0855 |
9.7% |
0.0059 |
0.7% |
78% |
True |
False |
68,055 |
| 120 |
0.8995 |
0.8140 |
0.0855 |
9.7% |
0.0056 |
0.6% |
78% |
True |
False |
56,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0100 |
|
2.618 |
0.9676 |
|
1.618 |
0.9416 |
|
1.000 |
0.9255 |
|
0.618 |
0.9156 |
|
HIGH |
0.8995 |
|
0.618 |
0.8896 |
|
0.500 |
0.8865 |
|
0.382 |
0.8834 |
|
LOW |
0.8735 |
|
0.618 |
0.8574 |
|
1.000 |
0.8475 |
|
1.618 |
0.8314 |
|
2.618 |
0.8054 |
|
4.250 |
0.7630 |
|
|
| Fisher Pivots for day following 17-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8865 |
0.8793 |
| PP |
0.8845 |
0.8779 |
| S1 |
0.8826 |
0.8766 |
|