CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 10-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2007 |
10-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8674 |
0.8867 |
0.0193 |
2.2% |
0.8654 |
| High |
0.8850 |
0.8890 |
0.0040 |
0.5% |
0.8850 |
| Low |
0.8654 |
0.8779 |
0.0125 |
1.4% |
0.8601 |
| Close |
0.8835 |
0.8815 |
-0.0020 |
-0.2% |
0.8835 |
| Range |
0.0196 |
0.0111 |
-0.0085 |
-43.4% |
0.0249 |
| ATR |
0.0113 |
0.0113 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
224,840 |
154,933 |
-69,907 |
-31.1% |
647,416 |
|
| Daily Pivots for day following 10-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9161 |
0.9099 |
0.8876 |
|
| R3 |
0.9050 |
0.8988 |
0.8846 |
|
| R2 |
0.8939 |
0.8939 |
0.8835 |
|
| R1 |
0.8877 |
0.8877 |
0.8825 |
0.8853 |
| PP |
0.8828 |
0.8828 |
0.8828 |
0.8816 |
| S1 |
0.8766 |
0.8766 |
0.8805 |
0.8742 |
| S2 |
0.8717 |
0.8717 |
0.8795 |
|
| S3 |
0.8606 |
0.8655 |
0.8784 |
|
| S4 |
0.8495 |
0.8544 |
0.8754 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9509 |
0.9421 |
0.8972 |
|
| R3 |
0.9260 |
0.9172 |
0.8903 |
|
| R2 |
0.9011 |
0.9011 |
0.8881 |
|
| R1 |
0.8923 |
0.8923 |
0.8858 |
0.8967 |
| PP |
0.8762 |
0.8762 |
0.8762 |
0.8784 |
| S1 |
0.8674 |
0.8674 |
0.8812 |
0.8718 |
| S2 |
0.8513 |
0.8513 |
0.8789 |
|
| S3 |
0.8264 |
0.8425 |
0.8767 |
|
| S4 |
0.8015 |
0.8176 |
0.8698 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8890 |
0.8601 |
0.0289 |
3.3% |
0.0112 |
1.3% |
74% |
True |
False |
160,469 |
| 10 |
0.8890 |
0.8588 |
0.0302 |
3.4% |
0.0108 |
1.2% |
75% |
True |
False |
141,642 |
| 20 |
0.8995 |
0.8473 |
0.0522 |
5.9% |
0.0124 |
1.4% |
66% |
False |
False |
164,525 |
| 40 |
0.8995 |
0.8226 |
0.0769 |
8.7% |
0.0105 |
1.2% |
77% |
False |
False |
160,529 |
| 60 |
0.8995 |
0.8140 |
0.0855 |
9.7% |
0.0087 |
1.0% |
79% |
False |
False |
141,537 |
| 80 |
0.8995 |
0.8140 |
0.0855 |
9.7% |
0.0076 |
0.9% |
79% |
False |
False |
111,319 |
| 100 |
0.8995 |
0.8140 |
0.0855 |
9.7% |
0.0068 |
0.8% |
79% |
False |
False |
89,081 |
| 120 |
0.8995 |
0.8140 |
0.0855 |
9.7% |
0.0065 |
0.7% |
79% |
False |
False |
74,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9362 |
|
2.618 |
0.9181 |
|
1.618 |
0.9070 |
|
1.000 |
0.9001 |
|
0.618 |
0.8959 |
|
HIGH |
0.8890 |
|
0.618 |
0.8848 |
|
0.500 |
0.8835 |
|
0.382 |
0.8821 |
|
LOW |
0.8779 |
|
0.618 |
0.8710 |
|
1.000 |
0.8668 |
|
1.618 |
0.8599 |
|
2.618 |
0.8488 |
|
4.250 |
0.8307 |
|
|
| Fisher Pivots for day following 10-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8835 |
0.8801 |
| PP |
0.8828 |
0.8786 |
| S1 |
0.8822 |
0.8772 |
|