CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 28-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2007 |
28-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8620 |
0.8665 |
0.0045 |
0.5% |
0.8776 |
| High |
0.8657 |
0.8779 |
0.0122 |
1.4% |
0.8830 |
| Low |
0.8588 |
0.8661 |
0.0073 |
0.9% |
0.8563 |
| Close |
0.8636 |
0.8753 |
0.0117 |
1.4% |
0.8630 |
| Range |
0.0069 |
0.0118 |
0.0049 |
71.0% |
0.0267 |
| ATR |
0.0111 |
0.0114 |
0.0002 |
2.0% |
0.0000 |
| Volume |
66,418 |
137,227 |
70,809 |
106.6% |
689,707 |
|
| Daily Pivots for day following 28-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9085 |
0.9037 |
0.8818 |
|
| R3 |
0.8967 |
0.8919 |
0.8785 |
|
| R2 |
0.8849 |
0.8849 |
0.8775 |
|
| R1 |
0.8801 |
0.8801 |
0.8764 |
0.8825 |
| PP |
0.8731 |
0.8731 |
0.8731 |
0.8743 |
| S1 |
0.8683 |
0.8683 |
0.8742 |
0.8707 |
| S2 |
0.8613 |
0.8613 |
0.8731 |
|
| S3 |
0.8495 |
0.8565 |
0.8721 |
|
| S4 |
0.8377 |
0.8447 |
0.8688 |
|
|
| 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 |
2.7% |
0.0101 |
1.2% |
79% |
False |
False |
122,489 |
| 10 |
0.8995 |
0.8537 |
0.0458 |
5.2% |
0.0145 |
1.7% |
47% |
False |
False |
179,273 |
| 20 |
0.8995 |
0.8386 |
0.0609 |
7.0% |
0.0119 |
1.4% |
60% |
False |
False |
170,991 |
| 40 |
0.8995 |
0.8158 |
0.0837 |
9.6% |
0.0095 |
1.1% |
71% |
False |
False |
155,530 |
| 60 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0079 |
0.9% |
72% |
False |
False |
127,995 |
| 80 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0068 |
0.8% |
72% |
False |
False |
96,172 |
| 100 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0063 |
0.7% |
72% |
False |
False |
76,969 |
| 120 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0061 |
0.7% |
72% |
False |
False |
64,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9281 |
|
2.618 |
0.9088 |
|
1.618 |
0.8970 |
|
1.000 |
0.8897 |
|
0.618 |
0.8852 |
|
HIGH |
0.8779 |
|
0.618 |
0.8734 |
|
0.500 |
0.8720 |
|
0.382 |
0.8706 |
|
LOW |
0.8661 |
|
0.618 |
0.8588 |
|
1.000 |
0.8543 |
|
1.618 |
0.8470 |
|
2.618 |
0.8352 |
|
4.250 |
0.8160 |
|
|
| Fisher Pivots for day following 28-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8742 |
0.8730 |
| PP |
0.8731 |
0.8707 |
| S1 |
0.8720 |
0.8684 |
|