CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 12-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2007 |
12-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8811 |
0.8751 |
-0.0060 |
-0.7% |
0.8654 |
| High |
0.8827 |
0.8795 |
-0.0032 |
-0.4% |
0.8850 |
| Low |
0.8745 |
0.8748 |
0.0003 |
0.0% |
0.8601 |
| Close |
0.8758 |
0.8759 |
0.0001 |
0.0% |
0.8835 |
| Range |
0.0082 |
0.0047 |
-0.0035 |
-42.7% |
0.0249 |
| ATR |
0.0111 |
0.0106 |
-0.0005 |
-4.1% |
0.0000 |
| Volume |
126,165 |
106,073 |
-20,092 |
-15.9% |
647,416 |
|
| Daily Pivots for day following 12-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8908 |
0.8881 |
0.8785 |
|
| R3 |
0.8861 |
0.8834 |
0.8772 |
|
| R2 |
0.8814 |
0.8814 |
0.8768 |
|
| R1 |
0.8787 |
0.8787 |
0.8763 |
0.8801 |
| PP |
0.8767 |
0.8767 |
0.8767 |
0.8774 |
| S1 |
0.8740 |
0.8740 |
0.8755 |
0.8754 |
| S2 |
0.8720 |
0.8720 |
0.8750 |
|
| S3 |
0.8673 |
0.8693 |
0.8746 |
|
| S4 |
0.8626 |
0.8646 |
0.8733 |
|
|
| 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 |
0.8654 |
0.0236 |
2.7% |
0.0099 |
1.1% |
44% |
False |
False |
146,737 |
| 10 |
0.8890 |
0.8594 |
0.0296 |
3.4% |
0.0102 |
1.2% |
56% |
False |
False |
144,501 |
| 20 |
0.8995 |
0.8537 |
0.0458 |
5.2% |
0.0123 |
1.4% |
48% |
False |
False |
161,887 |
| 40 |
0.8995 |
0.8226 |
0.0769 |
8.8% |
0.0105 |
1.2% |
69% |
False |
False |
160,508 |
| 60 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0088 |
1.0% |
72% |
False |
False |
142,818 |
| 80 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0076 |
0.9% |
72% |
False |
False |
114,214 |
| 100 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0068 |
0.8% |
72% |
False |
False |
91,400 |
| 120 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0066 |
0.7% |
72% |
False |
False |
76,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8995 |
|
2.618 |
0.8918 |
|
1.618 |
0.8871 |
|
1.000 |
0.8842 |
|
0.618 |
0.8824 |
|
HIGH |
0.8795 |
|
0.618 |
0.8777 |
|
0.500 |
0.8772 |
|
0.382 |
0.8766 |
|
LOW |
0.8748 |
|
0.618 |
0.8719 |
|
1.000 |
0.8701 |
|
1.618 |
0.8672 |
|
2.618 |
0.8625 |
|
4.250 |
0.8548 |
|
|
| Fisher Pivots for day following 12-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8772 |
0.8818 |
| PP |
0.8767 |
0.8798 |
| S1 |
0.8763 |
0.8779 |
|