CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 05-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2007 |
05-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8654 |
0.8617 |
-0.0037 |
-0.4% |
0.8620 |
| High |
0.8687 |
0.8712 |
0.0025 |
0.3% |
0.8805 |
| Low |
0.8604 |
0.8601 |
-0.0003 |
0.0% |
0.8588 |
| Close |
0.8622 |
0.8702 |
0.0080 |
0.9% |
0.8645 |
| Range |
0.0083 |
0.0111 |
0.0028 |
33.7% |
0.0217 |
| ATR |
0.0111 |
0.0111 |
0.0000 |
0.0% |
0.0000 |
| Volume |
138,943 |
161,958 |
23,015 |
16.6% |
614,075 |
|
| Daily Pivots for day following 05-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9005 |
0.8964 |
0.8763 |
|
| R3 |
0.8894 |
0.8853 |
0.8733 |
|
| R2 |
0.8783 |
0.8783 |
0.8722 |
|
| R1 |
0.8742 |
0.8742 |
0.8712 |
0.8763 |
| PP |
0.8672 |
0.8672 |
0.8672 |
0.8682 |
| S1 |
0.8631 |
0.8631 |
0.8692 |
0.8652 |
| S2 |
0.8561 |
0.8561 |
0.8682 |
|
| S3 |
0.8450 |
0.8520 |
0.8671 |
|
| S4 |
0.8339 |
0.8409 |
0.8641 |
|
|
| 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% |
0.0106 |
1.2% |
51% |
False |
False |
142,266 |
| 10 |
0.8805 |
0.8563 |
0.0242 |
2.8% |
0.0103 |
1.2% |
57% |
False |
False |
132,377 |
| 20 |
0.8995 |
0.8386 |
0.0609 |
7.0% |
0.0121 |
1.4% |
52% |
False |
False |
169,650 |
| 40 |
0.8995 |
0.8222 |
0.0773 |
8.9% |
0.0101 |
1.2% |
62% |
False |
False |
159,566 |
| 60 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0083 |
1.0% |
66% |
False |
False |
137,774 |
| 80 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0072 |
0.8% |
66% |
False |
False |
105,059 |
| 100 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0066 |
0.8% |
66% |
False |
False |
84,076 |
| 120 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0063 |
0.7% |
66% |
False |
False |
70,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9184 |
|
2.618 |
0.9003 |
|
1.618 |
0.8892 |
|
1.000 |
0.8823 |
|
0.618 |
0.8781 |
|
HIGH |
0.8712 |
|
0.618 |
0.8670 |
|
0.500 |
0.8657 |
|
0.382 |
0.8643 |
|
LOW |
0.8601 |
|
0.618 |
0.8532 |
|
1.000 |
0.8490 |
|
1.618 |
0.8421 |
|
2.618 |
0.8310 |
|
4.250 |
0.8129 |
|
|
| Fisher Pivots for day following 05-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8687 |
0.8686 |
| PP |
0.8672 |
0.8669 |
| S1 |
0.8657 |
0.8653 |
|