CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 29-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2007 |
29-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8665 |
0.8774 |
0.0109 |
1.3% |
0.8776 |
| High |
0.8779 |
0.8805 |
0.0026 |
0.3% |
0.8830 |
| Low |
0.8661 |
0.8626 |
-0.0035 |
-0.4% |
0.8563 |
| Close |
0.8753 |
0.8683 |
-0.0070 |
-0.8% |
0.8630 |
| Range |
0.0118 |
0.0179 |
0.0061 |
51.7% |
0.0267 |
| ATR |
0.0114 |
0.0118 |
0.0005 |
4.1% |
0.0000 |
| Volume |
137,227 |
149,609 |
12,382 |
9.0% |
689,707 |
|
| Daily Pivots for day following 29-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9242 |
0.9141 |
0.8781 |
|
| R3 |
0.9063 |
0.8962 |
0.8732 |
|
| R2 |
0.8884 |
0.8884 |
0.8716 |
|
| R1 |
0.8783 |
0.8783 |
0.8699 |
0.8744 |
| PP |
0.8705 |
0.8705 |
0.8705 |
0.8685 |
| S1 |
0.8604 |
0.8604 |
0.8667 |
0.8565 |
| S2 |
0.8526 |
0.8526 |
0.8650 |
|
| S3 |
0.8347 |
0.8425 |
0.8634 |
|
| S4 |
0.8168 |
0.8246 |
0.8585 |
|
|
| 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 |
0.8805 |
0.8563 |
0.0242 |
2.8% |
0.0114 |
1.3% |
50% |
True |
False |
127,915 |
| 10 |
0.8995 |
0.8563 |
0.0432 |
5.0% |
0.0154 |
1.8% |
28% |
False |
False |
173,555 |
| 20 |
0.8995 |
0.8386 |
0.0609 |
7.0% |
0.0123 |
1.4% |
49% |
False |
False |
167,780 |
| 40 |
0.8995 |
0.8158 |
0.0837 |
9.6% |
0.0098 |
1.1% |
63% |
False |
False |
157,574 |
| 60 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0081 |
0.9% |
64% |
False |
False |
130,377 |
| 80 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0070 |
0.8% |
64% |
False |
False |
98,042 |
| 100 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0064 |
0.7% |
64% |
False |
False |
78,465 |
| 120 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0062 |
0.7% |
64% |
False |
False |
65,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9566 |
|
2.618 |
0.9274 |
|
1.618 |
0.9095 |
|
1.000 |
0.8984 |
|
0.618 |
0.8916 |
|
HIGH |
0.8805 |
|
0.618 |
0.8737 |
|
0.500 |
0.8716 |
|
0.382 |
0.8694 |
|
LOW |
0.8626 |
|
0.618 |
0.8515 |
|
1.000 |
0.8447 |
|
1.618 |
0.8336 |
|
2.618 |
0.8157 |
|
4.250 |
0.7865 |
|
|
| Fisher Pivots for day following 29-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8716 |
0.8697 |
| PP |
0.8705 |
0.8692 |
| S1 |
0.8694 |
0.8688 |
|