CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 17-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8686 |
0.8670 |
-0.0016 |
-0.2% |
0.8867 |
| High |
0.8744 |
0.8720 |
-0.0024 |
-0.3% |
0.8890 |
| Low |
0.8665 |
0.8670 |
0.0005 |
0.1% |
0.8627 |
| Close |
0.8684 |
0.8676 |
-0.0008 |
-0.1% |
0.8684 |
| Range |
0.0079 |
0.0050 |
-0.0029 |
-36.7% |
0.0263 |
| ATR |
0.0106 |
0.0102 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
31,667 |
1,518 |
-30,149 |
-95.2% |
490,459 |
|
| Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8839 |
0.8807 |
0.8704 |
|
| R3 |
0.8789 |
0.8757 |
0.8690 |
|
| R2 |
0.8739 |
0.8739 |
0.8685 |
|
| R1 |
0.8707 |
0.8707 |
0.8681 |
0.8723 |
| PP |
0.8689 |
0.8689 |
0.8689 |
0.8697 |
| S1 |
0.8657 |
0.8657 |
0.8671 |
0.8673 |
| S2 |
0.8639 |
0.8639 |
0.8667 |
|
| S3 |
0.8589 |
0.8607 |
0.8662 |
|
| S4 |
0.8539 |
0.8557 |
0.8649 |
|
|
| 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 |
0.8827 |
0.8627 |
0.0200 |
2.3% |
0.0079 |
0.9% |
25% |
False |
False |
67,408 |
| 10 |
0.8890 |
0.8601 |
0.0289 |
3.3% |
0.0095 |
1.1% |
26% |
False |
False |
113,939 |
| 20 |
0.8890 |
0.8563 |
0.0327 |
3.8% |
0.0101 |
1.2% |
35% |
False |
False |
122,158 |
| 40 |
0.8995 |
0.8240 |
0.0755 |
8.7% |
0.0107 |
1.2% |
58% |
False |
False |
153,046 |
| 60 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0091 |
1.0% |
63% |
False |
False |
141,593 |
| 80 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0078 |
0.9% |
63% |
False |
False |
115,507 |
| 100 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0070 |
0.8% |
63% |
False |
False |
92,444 |
| 120 |
0.8995 |
0.8140 |
0.0855 |
9.9% |
0.0066 |
0.8% |
63% |
False |
False |
77,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8933 |
|
2.618 |
0.8851 |
|
1.618 |
0.8801 |
|
1.000 |
0.8770 |
|
0.618 |
0.8751 |
|
HIGH |
0.8720 |
|
0.618 |
0.8701 |
|
0.500 |
0.8695 |
|
0.382 |
0.8689 |
|
LOW |
0.8670 |
|
0.618 |
0.8639 |
|
1.000 |
0.8620 |
|
1.618 |
0.8589 |
|
2.618 |
0.8539 |
|
4.250 |
0.8458 |
|
|
| Fisher Pivots for day following 17-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8695 |
0.8696 |
| PP |
0.8689 |
0.8689 |
| S1 |
0.8682 |
0.8683 |
|