CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 14-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8755 |
0.8686 |
-0.0069 |
-0.8% |
0.8867 |
| High |
0.8764 |
0.8744 |
-0.0020 |
-0.2% |
0.8890 |
| Low |
0.8627 |
0.8665 |
0.0038 |
0.4% |
0.8627 |
| Close |
0.8675 |
0.8684 |
0.0009 |
0.1% |
0.8684 |
| Range |
0.0137 |
0.0079 |
-0.0058 |
-42.3% |
0.0263 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
71,621 |
31,667 |
-39,954 |
-55.8% |
490,459 |
|
| Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8935 |
0.8888 |
0.8727 |
|
| R3 |
0.8856 |
0.8809 |
0.8706 |
|
| R2 |
0.8777 |
0.8777 |
0.8698 |
|
| R1 |
0.8730 |
0.8730 |
0.8691 |
0.8714 |
| PP |
0.8698 |
0.8698 |
0.8698 |
0.8690 |
| S1 |
0.8651 |
0.8651 |
0.8677 |
0.8635 |
| S2 |
0.8619 |
0.8619 |
0.8670 |
|
| S3 |
0.8540 |
0.8572 |
0.8662 |
|
| S4 |
0.8461 |
0.8493 |
0.8641 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9523 |
0.9366 |
0.8829 |
|
| R3 |
0.9260 |
0.9103 |
0.8756 |
|
| R2 |
0.8997 |
0.8997 |
0.8732 |
|
| R1 |
0.8840 |
0.8840 |
0.8708 |
0.8787 |
| PP |
0.8734 |
0.8734 |
0.8734 |
0.8707 |
| S1 |
0.8577 |
0.8577 |
0.8660 |
0.8524 |
| S2 |
0.8471 |
0.8471 |
0.8636 |
|
| S3 |
0.8208 |
0.8314 |
0.8612 |
|
| S4 |
0.7945 |
0.8051 |
0.8539 |
|
|
| 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% |
0.0091 |
1.1% |
22% |
False |
False |
98,091 |
| 10 |
0.8890 |
0.8594 |
0.0296 |
3.4% |
0.0099 |
1.1% |
30% |
False |
False |
127,297 |
| 20 |
0.8995 |
0.8563 |
0.0432 |
5.0% |
0.0112 |
1.3% |
28% |
False |
False |
136,099 |
| 40 |
0.8995 |
0.8226 |
0.0769 |
8.9% |
0.0109 |
1.3% |
60% |
False |
False |
157,740 |
| 60 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0090 |
1.0% |
64% |
False |
False |
142,382 |
| 80 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0078 |
0.9% |
64% |
False |
False |
115,491 |
| 100 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0070 |
0.8% |
64% |
False |
False |
92,430 |
| 120 |
0.8995 |
0.8140 |
0.0855 |
9.8% |
0.0067 |
0.8% |
64% |
False |
False |
77,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9080 |
|
2.618 |
0.8951 |
|
1.618 |
0.8872 |
|
1.000 |
0.8823 |
|
0.618 |
0.8793 |
|
HIGH |
0.8744 |
|
0.618 |
0.8714 |
|
0.500 |
0.8705 |
|
0.382 |
0.8695 |
|
LOW |
0.8665 |
|
0.618 |
0.8616 |
|
1.000 |
0.8586 |
|
1.618 |
0.8537 |
|
2.618 |
0.8458 |
|
4.250 |
0.8329 |
|
|
| Fisher Pivots for day following 14-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8705 |
0.8711 |
| PP |
0.8698 |
0.8702 |
| S1 |
0.8691 |
0.8693 |
|