CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 24-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2007 |
24-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8695 |
0.8625 |
-0.0070 |
-0.8% |
0.8776 |
| High |
0.8695 |
0.8682 |
-0.0013 |
-0.1% |
0.8830 |
| Low |
0.8563 |
0.8610 |
0.0047 |
0.5% |
0.8563 |
| Close |
0.8653 |
0.8630 |
-0.0023 |
-0.3% |
0.8630 |
| Range |
0.0132 |
0.0072 |
-0.0060 |
-45.5% |
0.0267 |
| ATR |
0.0118 |
0.0115 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
169,021 |
117,300 |
-51,721 |
-30.6% |
689,707 |
|
| Daily Pivots for day following 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8857 |
0.8815 |
0.8670 |
|
| R3 |
0.8785 |
0.8743 |
0.8650 |
|
| R2 |
0.8713 |
0.8713 |
0.8643 |
|
| R1 |
0.8671 |
0.8671 |
0.8637 |
0.8692 |
| PP |
0.8641 |
0.8641 |
0.8641 |
0.8651 |
| S1 |
0.8599 |
0.8599 |
0.8623 |
0.8620 |
| S2 |
0.8569 |
0.8569 |
0.8617 |
|
| S3 |
0.8497 |
0.8527 |
0.8610 |
|
| S4 |
0.8425 |
0.8455 |
0.8590 |
|
|
| Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9475 |
0.9320 |
0.8777 |
|
| R3 |
0.9208 |
0.9053 |
0.8703 |
|
| R2 |
0.8941 |
0.8941 |
0.8679 |
|
| R1 |
0.8786 |
0.8786 |
0.8654 |
0.8730 |
| PP |
0.8674 |
0.8674 |
0.8674 |
0.8647 |
| S1 |
0.8519 |
0.8519 |
0.8606 |
0.8463 |
| S2 |
0.8407 |
0.8407 |
0.8581 |
|
| S3 |
0.8140 |
0.8252 |
0.8557 |
|
| S4 |
0.7873 |
0.7985 |
0.8483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8830 |
0.8563 |
0.0267 |
3.1% |
0.0111 |
1.3% |
25% |
False |
False |
137,941 |
| 10 |
0.8995 |
0.8473 |
0.0522 |
6.0% |
0.0139 |
1.6% |
30% |
False |
False |
187,409 |
| 20 |
0.8995 |
0.8386 |
0.0609 |
7.1% |
0.0117 |
1.4% |
40% |
False |
False |
175,558 |
| 40 |
0.8995 |
0.8158 |
0.0837 |
9.7% |
0.0093 |
1.1% |
56% |
False |
False |
155,610 |
| 60 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0077 |
0.9% |
57% |
False |
False |
124,685 |
| 80 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0066 |
0.8% |
57% |
False |
False |
93,632 |
| 100 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0062 |
0.7% |
57% |
False |
False |
74,939 |
| 120 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0061 |
0.7% |
57% |
False |
False |
62,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8988 |
|
2.618 |
0.8870 |
|
1.618 |
0.8798 |
|
1.000 |
0.8754 |
|
0.618 |
0.8726 |
|
HIGH |
0.8682 |
|
0.618 |
0.8654 |
|
0.500 |
0.8646 |
|
0.382 |
0.8638 |
|
LOW |
0.8610 |
|
0.618 |
0.8566 |
|
1.000 |
0.8538 |
|
1.618 |
0.8494 |
|
2.618 |
0.8422 |
|
4.250 |
0.8304 |
|
|
| Fisher Pivots for day following 24-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8646 |
0.8683 |
| PP |
0.8641 |
0.8665 |
| S1 |
0.8635 |
0.8648 |
|