CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 27-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2007 |
27-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8625 |
0.8620 |
-0.0005 |
-0.1% |
0.8776 |
| High |
0.8682 |
0.8657 |
-0.0025 |
-0.3% |
0.8830 |
| Low |
0.8610 |
0.8588 |
-0.0022 |
-0.3% |
0.8563 |
| Close |
0.8630 |
0.8636 |
0.0006 |
0.1% |
0.8630 |
| Range |
0.0072 |
0.0069 |
-0.0003 |
-4.2% |
0.0267 |
| ATR |
0.0115 |
0.0111 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
117,300 |
66,418 |
-50,882 |
-43.4% |
689,707 |
|
| Daily Pivots for day following 27-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8834 |
0.8804 |
0.8674 |
|
| R3 |
0.8765 |
0.8735 |
0.8655 |
|
| R2 |
0.8696 |
0.8696 |
0.8649 |
|
| R1 |
0.8666 |
0.8666 |
0.8642 |
0.8681 |
| PP |
0.8627 |
0.8627 |
0.8627 |
0.8635 |
| S1 |
0.8597 |
0.8597 |
0.8630 |
0.8612 |
| S2 |
0.8558 |
0.8558 |
0.8623 |
|
| S3 |
0.8489 |
0.8528 |
0.8617 |
|
| S4 |
0.8420 |
0.8459 |
0.8598 |
|
|
| 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 |
0.8803 |
0.8563 |
0.0240 |
2.8% |
0.0096 |
1.1% |
30% |
False |
False |
122,003 |
| 10 |
0.8995 |
0.8477 |
0.0518 |
6.0% |
0.0140 |
1.6% |
31% |
False |
False |
181,287 |
| 20 |
0.8995 |
0.8386 |
0.0609 |
7.1% |
0.0117 |
1.3% |
41% |
False |
False |
171,886 |
| 40 |
0.8995 |
0.8158 |
0.0837 |
9.7% |
0.0094 |
1.1% |
57% |
False |
False |
154,849 |
| 60 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0077 |
0.9% |
58% |
False |
False |
125,748 |
| 80 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0066 |
0.8% |
58% |
False |
False |
94,459 |
| 100 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0062 |
0.7% |
58% |
False |
False |
75,599 |
| 120 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0060 |
0.7% |
58% |
False |
False |
63,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8950 |
|
2.618 |
0.8838 |
|
1.618 |
0.8769 |
|
1.000 |
0.8726 |
|
0.618 |
0.8700 |
|
HIGH |
0.8657 |
|
0.618 |
0.8631 |
|
0.500 |
0.8623 |
|
0.382 |
0.8614 |
|
LOW |
0.8588 |
|
0.618 |
0.8545 |
|
1.000 |
0.8519 |
|
1.618 |
0.8476 |
|
2.618 |
0.8407 |
|
4.250 |
0.8295 |
|
|
| Fisher Pivots for day following 27-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8632 |
0.8634 |
| PP |
0.8627 |
0.8631 |
| S1 |
0.8623 |
0.8629 |
|