CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 23-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2007 |
23-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8777 |
0.8695 |
-0.0082 |
-0.9% |
0.8489 |
| High |
0.8803 |
0.8695 |
-0.0108 |
-1.2% |
0.8995 |
| Low |
0.8690 |
0.8563 |
-0.0127 |
-1.5% |
0.8473 |
| Close |
0.8722 |
0.8653 |
-0.0069 |
-0.8% |
0.8806 |
| Range |
0.0113 |
0.0132 |
0.0019 |
16.8% |
0.0522 |
| ATR |
0.0115 |
0.0118 |
0.0003 |
2.8% |
0.0000 |
| Volume |
122,480 |
169,021 |
46,541 |
38.0% |
1,184,385 |
|
| Daily Pivots for day following 23-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9033 |
0.8975 |
0.8726 |
|
| R3 |
0.8901 |
0.8843 |
0.8689 |
|
| R2 |
0.8769 |
0.8769 |
0.8677 |
|
| R1 |
0.8711 |
0.8711 |
0.8665 |
0.8674 |
| PP |
0.8637 |
0.8637 |
0.8637 |
0.8619 |
| S1 |
0.8579 |
0.8579 |
0.8641 |
0.8542 |
| S2 |
0.8505 |
0.8505 |
0.8629 |
|
| S3 |
0.8373 |
0.8447 |
0.8617 |
|
| S4 |
0.8241 |
0.8315 |
0.8580 |
|
|
| 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 |
0.8563 |
0.0432 |
5.0% |
0.0148 |
1.7% |
21% |
False |
True |
170,548 |
| 10 |
0.8995 |
0.8462 |
0.0533 |
6.2% |
0.0143 |
1.7% |
36% |
False |
False |
200,059 |
| 20 |
0.8995 |
0.8386 |
0.0609 |
7.0% |
0.0118 |
1.4% |
44% |
False |
False |
180,212 |
| 40 |
0.8995 |
0.8158 |
0.0837 |
9.7% |
0.0092 |
1.1% |
59% |
False |
False |
155,344 |
| 60 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0076 |
0.9% |
60% |
False |
False |
122,786 |
| 80 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0066 |
0.8% |
60% |
False |
False |
92,166 |
| 100 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0061 |
0.7% |
60% |
False |
False |
73,769 |
| 120 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0060 |
0.7% |
60% |
False |
False |
61,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9256 |
|
2.618 |
0.9041 |
|
1.618 |
0.8909 |
|
1.000 |
0.8827 |
|
0.618 |
0.8777 |
|
HIGH |
0.8695 |
|
0.618 |
0.8645 |
|
0.500 |
0.8629 |
|
0.382 |
0.8613 |
|
LOW |
0.8563 |
|
0.618 |
0.8481 |
|
1.000 |
0.8431 |
|
1.618 |
0.8349 |
|
2.618 |
0.8217 |
|
4.250 |
0.8002 |
|
|
| Fisher Pivots for day following 23-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8645 |
0.8683 |
| PP |
0.8637 |
0.8673 |
| S1 |
0.8629 |
0.8663 |
|