CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 31-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2007 |
31-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8632 |
0.8645 |
0.0013 |
0.2% |
0.8620 |
| High |
0.8699 |
0.8678 |
-0.0021 |
-0.2% |
0.8805 |
| Low |
0.8628 |
0.8594 |
-0.0034 |
-0.4% |
0.8588 |
| Close |
0.8659 |
0.8645 |
-0.0014 |
-0.2% |
0.8645 |
| Range |
0.0071 |
0.0084 |
0.0013 |
18.3% |
0.0217 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
125,723 |
135,098 |
9,375 |
7.5% |
614,075 |
|
| Daily Pivots for day following 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8891 |
0.8852 |
0.8691 |
|
| R3 |
0.8807 |
0.8768 |
0.8668 |
|
| R2 |
0.8723 |
0.8723 |
0.8660 |
|
| R1 |
0.8684 |
0.8684 |
0.8653 |
0.8687 |
| PP |
0.8639 |
0.8639 |
0.8639 |
0.8641 |
| S1 |
0.8600 |
0.8600 |
0.8637 |
0.8603 |
| S2 |
0.8555 |
0.8555 |
0.8630 |
|
| S3 |
0.8471 |
0.8516 |
0.8622 |
|
| S4 |
0.8387 |
0.8432 |
0.8599 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9330 |
0.9205 |
0.8764 |
|
| R3 |
0.9113 |
0.8988 |
0.8705 |
|
| R2 |
0.8896 |
0.8896 |
0.8685 |
|
| R1 |
0.8771 |
0.8771 |
0.8665 |
0.8834 |
| PP |
0.8679 |
0.8679 |
0.8679 |
0.8711 |
| S1 |
0.8554 |
0.8554 |
0.8625 |
0.8617 |
| S2 |
0.8462 |
0.8462 |
0.8605 |
|
| S3 |
0.8245 |
0.8337 |
0.8585 |
|
| S4 |
0.8028 |
0.8120 |
0.8526 |
|
|
| 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% |
0.0104 |
1.2% |
26% |
False |
False |
122,815 |
| 10 |
0.8830 |
0.8563 |
0.0267 |
3.1% |
0.0107 |
1.2% |
31% |
False |
False |
130,378 |
| 20 |
0.8995 |
0.8386 |
0.0609 |
7.0% |
0.0122 |
1.4% |
43% |
False |
False |
168,223 |
| 40 |
0.8995 |
0.8158 |
0.0837 |
9.7% |
0.0099 |
1.1% |
58% |
False |
False |
158,651 |
| 60 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0082 |
0.9% |
59% |
False |
False |
134,134 |
| 80 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0071 |
0.8% |
59% |
False |
False |
101,302 |
| 100 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0065 |
0.8% |
59% |
False |
False |
81,072 |
| 120 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0063 |
0.7% |
59% |
False |
False |
67,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9035 |
|
2.618 |
0.8898 |
|
1.618 |
0.8814 |
|
1.000 |
0.8762 |
|
0.618 |
0.8730 |
|
HIGH |
0.8678 |
|
0.618 |
0.8646 |
|
0.500 |
0.8636 |
|
0.382 |
0.8626 |
|
LOW |
0.8594 |
|
0.618 |
0.8542 |
|
1.000 |
0.8510 |
|
1.618 |
0.8458 |
|
2.618 |
0.8374 |
|
4.250 |
0.8237 |
|
|
| Fisher Pivots for day following 31-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8642 |
0.8700 |
| PP |
0.8639 |
0.8681 |
| S1 |
0.8636 |
0.8663 |
|