CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 20-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2007 |
20-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8792 |
0.8776 |
-0.0016 |
-0.2% |
0.8489 |
| High |
0.8995 |
0.8830 |
-0.0165 |
-1.8% |
0.8995 |
| Low |
0.8735 |
0.8688 |
-0.0047 |
-0.5% |
0.8473 |
| Close |
0.8806 |
0.8739 |
-0.0067 |
-0.8% |
0.8806 |
| Range |
0.0260 |
0.0142 |
-0.0118 |
-45.4% |
0.0522 |
| ATR |
0.0115 |
0.0117 |
0.0002 |
1.7% |
0.0000 |
| Volume |
280,334 |
146,108 |
-134,226 |
-47.9% |
1,184,385 |
|
| Daily Pivots for day following 20-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9178 |
0.9101 |
0.8817 |
|
| R3 |
0.9036 |
0.8959 |
0.8778 |
|
| R2 |
0.8894 |
0.8894 |
0.8765 |
|
| R1 |
0.8817 |
0.8817 |
0.8752 |
0.8785 |
| PP |
0.8752 |
0.8752 |
0.8752 |
0.8736 |
| S1 |
0.8675 |
0.8675 |
0.8726 |
0.8643 |
| S2 |
0.8610 |
0.8610 |
0.8713 |
|
| S3 |
0.8468 |
0.8533 |
0.8700 |
|
| S4 |
0.8326 |
0.8391 |
0.8661 |
|
|
| 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 |
0.8477 |
0.0518 |
5.9% |
0.0184 |
2.1% |
51% |
False |
False |
240,572 |
| 10 |
0.8995 |
0.8386 |
0.0609 |
7.0% |
0.0136 |
1.6% |
58% |
False |
False |
206,271 |
| 20 |
0.8995 |
0.8312 |
0.0683 |
7.8% |
0.0115 |
1.3% |
63% |
False |
False |
185,234 |
| 40 |
0.8995 |
0.8155 |
0.0840 |
9.6% |
0.0088 |
1.0% |
70% |
False |
False |
152,919 |
| 60 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0073 |
0.8% |
70% |
False |
False |
115,718 |
| 80 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0063 |
0.7% |
70% |
False |
False |
86,841 |
| 100 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0060 |
0.7% |
70% |
False |
False |
69,515 |
| 120 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0058 |
0.7% |
70% |
False |
False |
57,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9434 |
|
2.618 |
0.9202 |
|
1.618 |
0.9060 |
|
1.000 |
0.8972 |
|
0.618 |
0.8918 |
|
HIGH |
0.8830 |
|
0.618 |
0.8776 |
|
0.500 |
0.8759 |
|
0.382 |
0.8742 |
|
LOW |
0.8688 |
|
0.618 |
0.8600 |
|
1.000 |
0.8546 |
|
1.618 |
0.8458 |
|
2.618 |
0.8316 |
|
4.250 |
0.8085 |
|
|
| Fisher Pivots for day following 20-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8759 |
0.8798 |
| PP |
0.8752 |
0.8778 |
| S1 |
0.8746 |
0.8759 |
|