CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 22-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2007 |
22-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8740 |
0.8777 |
0.0037 |
0.4% |
0.8489 |
| High |
0.8802 |
0.8803 |
0.0001 |
0.0% |
0.8995 |
| Low |
0.8708 |
0.8690 |
-0.0018 |
-0.2% |
0.8473 |
| Close |
0.8773 |
0.8722 |
-0.0051 |
-0.6% |
0.8806 |
| Range |
0.0094 |
0.0113 |
0.0019 |
20.2% |
0.0522 |
| ATR |
0.0115 |
0.0115 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
134,798 |
122,480 |
-12,318 |
-9.1% |
1,184,385 |
|
| Daily Pivots for day following 22-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9077 |
0.9013 |
0.8784 |
|
| R3 |
0.8964 |
0.8900 |
0.8753 |
|
| R2 |
0.8851 |
0.8851 |
0.8743 |
|
| R1 |
0.8787 |
0.8787 |
0.8732 |
0.8763 |
| PP |
0.8738 |
0.8738 |
0.8738 |
0.8726 |
| S1 |
0.8674 |
0.8674 |
0.8712 |
0.8650 |
| S2 |
0.8625 |
0.8625 |
0.8701 |
|
| S3 |
0.8512 |
0.8561 |
0.8691 |
|
| S4 |
0.8399 |
0.8448 |
0.8660 |
|
|
| 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 |
0.8600 |
0.0395 |
4.5% |
0.0195 |
2.2% |
31% |
False |
False |
219,195 |
| 10 |
0.8995 |
0.8389 |
0.0606 |
6.9% |
0.0142 |
1.6% |
55% |
False |
False |
205,356 |
| 20 |
0.8995 |
0.8337 |
0.0658 |
7.5% |
0.0119 |
1.4% |
59% |
False |
False |
182,829 |
| 40 |
0.8995 |
0.8158 |
0.0837 |
9.6% |
0.0091 |
1.0% |
67% |
False |
False |
154,164 |
| 60 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0074 |
0.9% |
68% |
False |
False |
119,989 |
| 80 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0064 |
0.7% |
68% |
False |
False |
90,054 |
| 100 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0061 |
0.7% |
68% |
False |
False |
72,083 |
| 120 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0059 |
0.7% |
68% |
False |
False |
60,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9283 |
|
2.618 |
0.9099 |
|
1.618 |
0.8986 |
|
1.000 |
0.8916 |
|
0.618 |
0.8873 |
|
HIGH |
0.8803 |
|
0.618 |
0.8760 |
|
0.500 |
0.8747 |
|
0.382 |
0.8733 |
|
LOW |
0.8690 |
|
0.618 |
0.8620 |
|
1.000 |
0.8577 |
|
1.618 |
0.8507 |
|
2.618 |
0.8394 |
|
4.250 |
0.8210 |
|
|
| Fisher Pivots for day following 22-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8747 |
0.8759 |
| PP |
0.8738 |
0.8747 |
| S1 |
0.8730 |
0.8734 |
|