CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 04-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2007 |
04-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8645 |
0.8654 |
0.0009 |
0.1% |
0.8620 |
| High |
0.8678 |
0.8687 |
0.0009 |
0.1% |
0.8805 |
| Low |
0.8594 |
0.8604 |
0.0010 |
0.1% |
0.8588 |
| Close |
0.8645 |
0.8622 |
-0.0023 |
-0.3% |
0.8645 |
| Range |
0.0084 |
0.0083 |
-0.0001 |
-1.2% |
0.0217 |
| ATR |
0.0113 |
0.0111 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
135,098 |
138,943 |
3,845 |
2.8% |
614,075 |
|
| Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8887 |
0.8837 |
0.8668 |
|
| R3 |
0.8804 |
0.8754 |
0.8645 |
|
| R2 |
0.8721 |
0.8721 |
0.8637 |
|
| R1 |
0.8671 |
0.8671 |
0.8630 |
0.8655 |
| PP |
0.8638 |
0.8638 |
0.8638 |
0.8629 |
| S1 |
0.8588 |
0.8588 |
0.8614 |
0.8572 |
| S2 |
0.8555 |
0.8555 |
0.8607 |
|
| S3 |
0.8472 |
0.8505 |
0.8599 |
|
| S4 |
0.8389 |
0.8422 |
0.8576 |
|
|
| 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 |
0.8594 |
0.0211 |
2.4% |
0.0107 |
1.2% |
13% |
False |
False |
137,320 |
| 10 |
0.8805 |
0.8563 |
0.0242 |
2.8% |
0.0102 |
1.2% |
24% |
False |
False |
129,661 |
| 20 |
0.8995 |
0.8386 |
0.0609 |
7.1% |
0.0119 |
1.4% |
39% |
False |
False |
167,966 |
| 40 |
0.8995 |
0.8170 |
0.0825 |
9.6% |
0.0101 |
1.2% |
55% |
False |
False |
160,428 |
| 60 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0082 |
0.9% |
56% |
False |
False |
135,870 |
| 80 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0071 |
0.8% |
56% |
False |
False |
103,036 |
| 100 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0066 |
0.8% |
56% |
False |
False |
82,457 |
| 120 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0063 |
0.7% |
56% |
False |
False |
68,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9040 |
|
2.618 |
0.8904 |
|
1.618 |
0.8821 |
|
1.000 |
0.8770 |
|
0.618 |
0.8738 |
|
HIGH |
0.8687 |
|
0.618 |
0.8655 |
|
0.500 |
0.8646 |
|
0.382 |
0.8636 |
|
LOW |
0.8604 |
|
0.618 |
0.8553 |
|
1.000 |
0.8521 |
|
1.618 |
0.8470 |
|
2.618 |
0.8387 |
|
4.250 |
0.8251 |
|
|
| Fisher Pivots for day following 04-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8646 |
0.8647 |
| PP |
0.8638 |
0.8638 |
| S1 |
0.8630 |
0.8630 |
|