CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 03-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2007 |
03-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8740 |
0.8760 |
0.0020 |
0.2% |
0.8708 |
| High |
0.8779 |
0.8766 |
-0.0013 |
-0.1% |
0.8900 |
| Low |
0.8699 |
0.8739 |
0.0040 |
0.5% |
0.8685 |
| Close |
0.8750 |
0.8755 |
0.0005 |
0.1% |
0.8750 |
| Range |
0.0080 |
0.0027 |
-0.0053 |
-66.3% |
0.0215 |
| ATR |
0.0104 |
0.0099 |
-0.0006 |
-5.3% |
0.0000 |
| Volume |
2,221 |
2,221 |
0 |
0.0% |
5,767 |
|
| Daily Pivots for day following 03-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8834 |
0.8822 |
0.8770 |
|
| R3 |
0.8807 |
0.8795 |
0.8762 |
|
| R2 |
0.8780 |
0.8780 |
0.8760 |
|
| R1 |
0.8768 |
0.8768 |
0.8757 |
0.8761 |
| PP |
0.8753 |
0.8753 |
0.8753 |
0.8750 |
| S1 |
0.8741 |
0.8741 |
0.8753 |
0.8734 |
| S2 |
0.8726 |
0.8726 |
0.8750 |
|
| S3 |
0.8699 |
0.8714 |
0.8748 |
|
| S4 |
0.8672 |
0.8687 |
0.8740 |
|
|
| 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 |
0.8699 |
0.0201 |
2.3% |
0.0090 |
1.0% |
28% |
False |
False |
1,458 |
| 10 |
0.8900 |
0.8657 |
0.0243 |
2.8% |
0.0088 |
1.0% |
40% |
False |
False |
1,376 |
| 20 |
0.9089 |
0.8485 |
0.0604 |
6.9% |
0.0108 |
1.2% |
45% |
False |
False |
1,109 |
| 40 |
0.9089 |
0.8275 |
0.0814 |
9.3% |
0.0086 |
1.0% |
59% |
False |
False |
627 |
| 60 |
0.9089 |
0.8235 |
0.0854 |
9.8% |
0.0066 |
0.8% |
61% |
False |
False |
566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8881 |
|
2.618 |
0.8837 |
|
1.618 |
0.8810 |
|
1.000 |
0.8793 |
|
0.618 |
0.8783 |
|
HIGH |
0.8766 |
|
0.618 |
0.8756 |
|
0.500 |
0.8753 |
|
0.382 |
0.8749 |
|
LOW |
0.8739 |
|
0.618 |
0.8722 |
|
1.000 |
0.8712 |
|
1.618 |
0.8695 |
|
2.618 |
0.8668 |
|
4.250 |
0.8624 |
|
|
| Fisher Pivots for day following 03-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8754 |
0.8753 |
| PP |
0.8753 |
0.8750 |
| S1 |
0.8753 |
0.8748 |
|