CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 21-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2007 |
21-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8776 |
0.8740 |
-0.0036 |
-0.4% |
0.8489 |
| High |
0.8830 |
0.8802 |
-0.0028 |
-0.3% |
0.8995 |
| Low |
0.8688 |
0.8708 |
0.0020 |
0.2% |
0.8473 |
| Close |
0.8739 |
0.8773 |
0.0034 |
0.4% |
0.8806 |
| Range |
0.0142 |
0.0094 |
-0.0048 |
-33.8% |
0.0522 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
146,108 |
134,798 |
-11,310 |
-7.7% |
1,184,385 |
|
| Daily Pivots for day following 21-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9043 |
0.9002 |
0.8825 |
|
| R3 |
0.8949 |
0.8908 |
0.8799 |
|
| R2 |
0.8855 |
0.8855 |
0.8790 |
|
| R1 |
0.8814 |
0.8814 |
0.8782 |
0.8835 |
| PP |
0.8761 |
0.8761 |
0.8761 |
0.8771 |
| S1 |
0.8720 |
0.8720 |
0.8764 |
0.8741 |
| S2 |
0.8667 |
0.8667 |
0.8756 |
|
| S3 |
0.8573 |
0.8626 |
0.8747 |
|
| S4 |
0.8479 |
0.8532 |
0.8721 |
|
|
| 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 |
0.8537 |
0.0458 |
5.2% |
0.0189 |
2.2% |
52% |
False |
False |
236,057 |
| 10 |
0.8995 |
0.8386 |
0.0609 |
6.9% |
0.0139 |
1.6% |
64% |
False |
False |
206,922 |
| 20 |
0.8995 |
0.8337 |
0.0658 |
7.5% |
0.0116 |
1.3% |
66% |
False |
False |
184,215 |
| 40 |
0.8995 |
0.8158 |
0.0837 |
9.5% |
0.0090 |
1.0% |
73% |
False |
False |
154,046 |
| 60 |
0.8995 |
0.8140 |
0.0855 |
9.7% |
0.0073 |
0.8% |
74% |
False |
False |
117,956 |
| 80 |
0.8995 |
0.8140 |
0.0855 |
9.7% |
0.0063 |
0.7% |
74% |
False |
False |
88,525 |
| 100 |
0.8995 |
0.8140 |
0.0855 |
9.7% |
0.0060 |
0.7% |
74% |
False |
False |
70,862 |
| 120 |
0.8995 |
0.8140 |
0.0855 |
9.7% |
0.0058 |
0.7% |
74% |
False |
False |
59,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9202 |
|
2.618 |
0.9048 |
|
1.618 |
0.8954 |
|
1.000 |
0.8896 |
|
0.618 |
0.8860 |
|
HIGH |
0.8802 |
|
0.618 |
0.8766 |
|
0.500 |
0.8755 |
|
0.382 |
0.8744 |
|
LOW |
0.8708 |
|
0.618 |
0.8650 |
|
1.000 |
0.8614 |
|
1.618 |
0.8556 |
|
2.618 |
0.8462 |
|
4.250 |
0.8309 |
|
|
| Fisher Pivots for day following 21-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8767 |
0.8842 |
| PP |
0.8761 |
0.8819 |
| S1 |
0.8755 |
0.8796 |
|