CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 13-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2007 |
13-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8751 |
0.8755 |
0.0004 |
0.0% |
0.8654 |
| High |
0.8795 |
0.8764 |
-0.0031 |
-0.4% |
0.8850 |
| Low |
0.8748 |
0.8627 |
-0.0121 |
-1.4% |
0.8601 |
| Close |
0.8759 |
0.8675 |
-0.0084 |
-1.0% |
0.8835 |
| Range |
0.0047 |
0.0137 |
0.0090 |
191.5% |
0.0249 |
| ATR |
0.0106 |
0.0108 |
0.0002 |
2.1% |
0.0000 |
| Volume |
106,073 |
71,621 |
-34,452 |
-32.5% |
647,416 |
|
| Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9100 |
0.9024 |
0.8750 |
|
| R3 |
0.8963 |
0.8887 |
0.8713 |
|
| R2 |
0.8826 |
0.8826 |
0.8700 |
|
| R1 |
0.8750 |
0.8750 |
0.8688 |
0.8720 |
| PP |
0.8689 |
0.8689 |
0.8689 |
0.8673 |
| S1 |
0.8613 |
0.8613 |
0.8662 |
0.8583 |
| S2 |
0.8552 |
0.8552 |
0.8650 |
|
| S3 |
0.8415 |
0.8476 |
0.8637 |
|
| S4 |
0.8278 |
0.8339 |
0.8600 |
|
|
| 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 |
0.8627 |
0.0263 |
3.0% |
0.0115 |
1.3% |
18% |
False |
True |
136,726 |
| 10 |
0.8890 |
0.8594 |
0.0296 |
3.4% |
0.0098 |
1.1% |
27% |
False |
False |
136,702 |
| 20 |
0.8995 |
0.8563 |
0.0432 |
5.0% |
0.0126 |
1.5% |
26% |
False |
False |
155,129 |
| 40 |
0.8995 |
0.8226 |
0.0769 |
8.9% |
0.0108 |
1.2% |
58% |
False |
False |
158,957 |
| 60 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0090 |
1.0% |
63% |
False |
False |
143,078 |
| 80 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0077 |
0.9% |
63% |
False |
False |
115,101 |
| 100 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0069 |
0.8% |
63% |
False |
False |
92,114 |
| 120 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0066 |
0.8% |
63% |
False |
False |
76,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9346 |
|
2.618 |
0.9123 |
|
1.618 |
0.8986 |
|
1.000 |
0.8901 |
|
0.618 |
0.8849 |
|
HIGH |
0.8764 |
|
0.618 |
0.8712 |
|
0.500 |
0.8696 |
|
0.382 |
0.8679 |
|
LOW |
0.8627 |
|
0.618 |
0.8542 |
|
1.000 |
0.8490 |
|
1.618 |
0.8405 |
|
2.618 |
0.8268 |
|
4.250 |
0.8045 |
|
|
| Fisher Pivots for day following 13-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8696 |
0.8727 |
| PP |
0.8689 |
0.8710 |
| S1 |
0.8682 |
0.8692 |
|