CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 11-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2007 |
11-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8867 |
0.8811 |
-0.0056 |
-0.6% |
0.8654 |
| High |
0.8890 |
0.8827 |
-0.0063 |
-0.7% |
0.8850 |
| Low |
0.8779 |
0.8745 |
-0.0034 |
-0.4% |
0.8601 |
| Close |
0.8815 |
0.8758 |
-0.0057 |
-0.6% |
0.8835 |
| Range |
0.0111 |
0.0082 |
-0.0029 |
-26.1% |
0.0249 |
| ATR |
0.0113 |
0.0111 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
154,933 |
126,165 |
-28,768 |
-18.6% |
647,416 |
|
| Daily Pivots for day following 11-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9023 |
0.8972 |
0.8803 |
|
| R3 |
0.8941 |
0.8890 |
0.8781 |
|
| R2 |
0.8859 |
0.8859 |
0.8773 |
|
| R1 |
0.8808 |
0.8808 |
0.8766 |
0.8793 |
| PP |
0.8777 |
0.8777 |
0.8777 |
0.8769 |
| S1 |
0.8726 |
0.8726 |
0.8750 |
0.8711 |
| S2 |
0.8695 |
0.8695 |
0.8743 |
|
| S3 |
0.8613 |
0.8644 |
0.8735 |
|
| S4 |
0.8531 |
0.8562 |
0.8713 |
|
|
| 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% |
0.0111 |
1.3% |
54% |
False |
False |
157,914 |
| 10 |
0.8890 |
0.8594 |
0.0296 |
3.4% |
0.0109 |
1.2% |
55% |
False |
False |
147,617 |
| 20 |
0.8995 |
0.8477 |
0.0518 |
5.9% |
0.0125 |
1.4% |
54% |
False |
False |
164,452 |
| 40 |
0.8995 |
0.8226 |
0.0769 |
8.8% |
0.0105 |
1.2% |
69% |
False |
False |
161,276 |
| 60 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0088 |
1.0% |
72% |
False |
False |
141,956 |
| 80 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0076 |
0.9% |
72% |
False |
False |
112,891 |
| 100 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0068 |
0.8% |
72% |
False |
False |
90,340 |
| 120 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0066 |
0.7% |
72% |
False |
False |
75,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9176 |
|
2.618 |
0.9042 |
|
1.618 |
0.8960 |
|
1.000 |
0.8909 |
|
0.618 |
0.8878 |
|
HIGH |
0.8827 |
|
0.618 |
0.8796 |
|
0.500 |
0.8786 |
|
0.382 |
0.8776 |
|
LOW |
0.8745 |
|
0.618 |
0.8694 |
|
1.000 |
0.8663 |
|
1.618 |
0.8612 |
|
2.618 |
0.8530 |
|
4.250 |
0.8397 |
|
|
| Fisher Pivots for day following 11-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8786 |
0.8772 |
| PP |
0.8777 |
0.8767 |
| S1 |
0.8767 |
0.8763 |
|