CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 30-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2007 |
30-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8774 |
0.8632 |
-0.0142 |
-1.6% |
0.8776 |
| High |
0.8805 |
0.8699 |
-0.0106 |
-1.2% |
0.8830 |
| Low |
0.8626 |
0.8628 |
0.0002 |
0.0% |
0.8563 |
| Close |
0.8683 |
0.8659 |
-0.0024 |
-0.3% |
0.8630 |
| Range |
0.0179 |
0.0071 |
-0.0108 |
-60.3% |
0.0267 |
| ATR |
0.0118 |
0.0115 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
149,609 |
125,723 |
-23,886 |
-16.0% |
689,707 |
|
| Daily Pivots for day following 30-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8875 |
0.8838 |
0.8698 |
|
| R3 |
0.8804 |
0.8767 |
0.8679 |
|
| R2 |
0.8733 |
0.8733 |
0.8672 |
|
| R1 |
0.8696 |
0.8696 |
0.8666 |
0.8715 |
| PP |
0.8662 |
0.8662 |
0.8662 |
0.8671 |
| S1 |
0.8625 |
0.8625 |
0.8652 |
0.8644 |
| S2 |
0.8591 |
0.8591 |
0.8646 |
|
| S3 |
0.8520 |
0.8554 |
0.8639 |
|
| S4 |
0.8449 |
0.8483 |
0.8620 |
|
|
| 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 |
0.8588 |
0.0217 |
2.5% |
0.0102 |
1.2% |
33% |
False |
False |
119,255 |
| 10 |
0.8995 |
0.8563 |
0.0432 |
5.0% |
0.0125 |
1.4% |
22% |
False |
False |
144,901 |
| 20 |
0.8995 |
0.8386 |
0.0609 |
7.0% |
0.0123 |
1.4% |
45% |
False |
False |
168,479 |
| 40 |
0.8995 |
0.8158 |
0.0837 |
9.7% |
0.0099 |
1.1% |
60% |
False |
False |
157,655 |
| 60 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0081 |
0.9% |
61% |
False |
False |
132,344 |
| 80 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0070 |
0.8% |
61% |
False |
False |
99,613 |
| 100 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0065 |
0.7% |
61% |
False |
False |
79,722 |
| 120 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0062 |
0.7% |
61% |
False |
False |
66,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9001 |
|
2.618 |
0.8885 |
|
1.618 |
0.8814 |
|
1.000 |
0.8770 |
|
0.618 |
0.8743 |
|
HIGH |
0.8699 |
|
0.618 |
0.8672 |
|
0.500 |
0.8664 |
|
0.382 |
0.8655 |
|
LOW |
0.8628 |
|
0.618 |
0.8584 |
|
1.000 |
0.8557 |
|
1.618 |
0.8513 |
|
2.618 |
0.8442 |
|
4.250 |
0.8326 |
|
|
| Fisher Pivots for day following 30-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8664 |
0.8716 |
| PP |
0.8662 |
0.8697 |
| S1 |
0.8661 |
0.8678 |
|