CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 31-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2007 |
31-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8735 |
0.8740 |
0.0005 |
0.1% |
0.8708 |
| High |
0.8796 |
0.8779 |
-0.0017 |
-0.2% |
0.8900 |
| Low |
0.8735 |
0.8699 |
-0.0036 |
-0.4% |
0.8685 |
| Close |
0.8761 |
0.8750 |
-0.0011 |
-0.1% |
0.8750 |
| Range |
0.0061 |
0.0080 |
0.0019 |
31.1% |
0.0215 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
662 |
2,221 |
1,559 |
235.5% |
5,767 |
|
| Daily Pivots for day following 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8983 |
0.8946 |
0.8794 |
|
| R3 |
0.8903 |
0.8866 |
0.8772 |
|
| R2 |
0.8823 |
0.8823 |
0.8765 |
|
| R1 |
0.8786 |
0.8786 |
0.8757 |
0.8805 |
| PP |
0.8743 |
0.8743 |
0.8743 |
0.8752 |
| S1 |
0.8706 |
0.8706 |
0.8743 |
0.8725 |
| S2 |
0.8663 |
0.8663 |
0.8735 |
|
| S3 |
0.8583 |
0.8626 |
0.8728 |
|
| S4 |
0.8503 |
0.8546 |
0.8706 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9423 |
0.9302 |
0.8868 |
|
| R3 |
0.9208 |
0.9087 |
0.8809 |
|
| R2 |
0.8993 |
0.8993 |
0.8789 |
|
| R1 |
0.8872 |
0.8872 |
0.8770 |
0.8933 |
| PP |
0.8778 |
0.8778 |
0.8778 |
0.8809 |
| S1 |
0.8657 |
0.8657 |
0.8730 |
0.8718 |
| S2 |
0.8563 |
0.8563 |
0.8711 |
|
| S3 |
0.8348 |
0.8442 |
0.8691 |
|
| S4 |
0.8133 |
0.8227 |
0.8632 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8900 |
0.8685 |
0.0215 |
2.5% |
0.0098 |
1.1% |
30% |
False |
False |
1,153 |
| 10 |
0.8903 |
0.8657 |
0.0246 |
2.8% |
0.0097 |
1.1% |
38% |
False |
False |
1,388 |
| 20 |
0.9089 |
0.8485 |
0.0604 |
6.9% |
0.0114 |
1.3% |
44% |
False |
False |
1,003 |
| 40 |
0.9089 |
0.8252 |
0.0837 |
9.6% |
0.0086 |
1.0% |
59% |
False |
False |
572 |
| 60 |
0.9089 |
0.8235 |
0.0854 |
9.8% |
0.0067 |
0.8% |
60% |
False |
False |
529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9119 |
|
2.618 |
0.8988 |
|
1.618 |
0.8908 |
|
1.000 |
0.8859 |
|
0.618 |
0.8828 |
|
HIGH |
0.8779 |
|
0.618 |
0.8748 |
|
0.500 |
0.8739 |
|
0.382 |
0.8730 |
|
LOW |
0.8699 |
|
0.618 |
0.8650 |
|
1.000 |
0.8619 |
|
1.618 |
0.8570 |
|
2.618 |
0.8490 |
|
4.250 |
0.8359 |
|
|
| Fisher Pivots for day following 31-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8746 |
0.8800 |
| PP |
0.8743 |
0.8783 |
| S1 |
0.8739 |
0.8767 |
|