CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 01-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2007 |
01-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8535 |
0.8589 |
0.0054 |
0.6% |
0.8380 |
| High |
0.8582 |
0.8635 |
0.0053 |
0.6% |
0.8600 |
| Low |
0.8520 |
0.8558 |
0.0038 |
0.4% |
0.8378 |
| Close |
0.8563 |
0.8581 |
0.0018 |
0.2% |
0.8568 |
| Range |
0.0062 |
0.0077 |
0.0015 |
24.2% |
0.0222 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
2.6% |
0.0000 |
| Volume |
325 |
94 |
-231 |
-71.1% |
1,018 |
|
| Daily Pivots for day following 01-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8822 |
0.8779 |
0.8623 |
|
| R3 |
0.8745 |
0.8702 |
0.8602 |
|
| R2 |
0.8668 |
0.8668 |
0.8595 |
|
| R1 |
0.8625 |
0.8625 |
0.8588 |
0.8608 |
| PP |
0.8591 |
0.8591 |
0.8591 |
0.8583 |
| S1 |
0.8548 |
0.8548 |
0.8574 |
0.8531 |
| S2 |
0.8514 |
0.8514 |
0.8567 |
|
| S3 |
0.8437 |
0.8471 |
0.8560 |
|
| S4 |
0.8360 |
0.8394 |
0.8539 |
|
|
| Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9181 |
0.9097 |
0.8690 |
|
| R3 |
0.8959 |
0.8875 |
0.8629 |
|
| R2 |
0.8737 |
0.8737 |
0.8609 |
|
| R1 |
0.8653 |
0.8653 |
0.8588 |
0.8695 |
| PP |
0.8515 |
0.8515 |
0.8515 |
0.8537 |
| S1 |
0.8431 |
0.8431 |
0.8548 |
0.8473 |
| S2 |
0.8293 |
0.8293 |
0.8527 |
|
| S3 |
0.8071 |
0.8209 |
0.8507 |
|
| S4 |
0.7849 |
0.7987 |
0.8446 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8962 |
|
2.618 |
0.8837 |
|
1.618 |
0.8760 |
|
1.000 |
0.8712 |
|
0.618 |
0.8683 |
|
HIGH |
0.8635 |
|
0.618 |
0.8606 |
|
0.500 |
0.8597 |
|
0.382 |
0.8587 |
|
LOW |
0.8558 |
|
0.618 |
0.8510 |
|
1.000 |
0.8481 |
|
1.618 |
0.8433 |
|
2.618 |
0.8356 |
|
4.250 |
0.8231 |
|
|
| Fisher Pivots for day following 01-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8597 |
0.8580 |
| PP |
0.8591 |
0.8579 |
| S1 |
0.8586 |
0.8578 |
|