CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 04-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2007 |
04-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8760 |
0.8760 |
0.0000 |
0.0% |
0.8708 |
| High |
0.8766 |
0.8787 |
0.0021 |
0.2% |
0.8900 |
| Low |
0.8739 |
0.8711 |
-0.0028 |
-0.3% |
0.8685 |
| Close |
0.8755 |
0.8727 |
-0.0028 |
-0.3% |
0.8750 |
| Range |
0.0027 |
0.0076 |
0.0049 |
181.5% |
0.0215 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
2,221 |
2,539 |
318 |
14.3% |
5,767 |
|
| Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8970 |
0.8924 |
0.8769 |
|
| R3 |
0.8894 |
0.8848 |
0.8748 |
|
| R2 |
0.8818 |
0.8818 |
0.8741 |
|
| R1 |
0.8772 |
0.8772 |
0.8734 |
0.8757 |
| PP |
0.8742 |
0.8742 |
0.8742 |
0.8734 |
| S1 |
0.8696 |
0.8696 |
0.8720 |
0.8681 |
| S2 |
0.8666 |
0.8666 |
0.8713 |
|
| S3 |
0.8590 |
0.8620 |
0.8706 |
|
| S4 |
0.8514 |
0.8544 |
0.8685 |
|
|
| 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% |
0.0083 |
0.9% |
14% |
False |
False |
1,833 |
| 10 |
0.8900 |
0.8657 |
0.0243 |
2.8% |
0.0088 |
1.0% |
29% |
False |
False |
1,540 |
| 20 |
0.9089 |
0.8485 |
0.0604 |
6.9% |
0.0109 |
1.2% |
40% |
False |
False |
1,218 |
| 40 |
0.9089 |
0.8322 |
0.0767 |
8.8% |
0.0085 |
1.0% |
53% |
False |
False |
690 |
| 60 |
0.9089 |
0.8235 |
0.0854 |
9.8% |
0.0068 |
0.8% |
58% |
False |
False |
608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9110 |
|
2.618 |
0.8986 |
|
1.618 |
0.8910 |
|
1.000 |
0.8863 |
|
0.618 |
0.8834 |
|
HIGH |
0.8787 |
|
0.618 |
0.8758 |
|
0.500 |
0.8749 |
|
0.382 |
0.8740 |
|
LOW |
0.8711 |
|
0.618 |
0.8664 |
|
1.000 |
0.8635 |
|
1.618 |
0.8588 |
|
2.618 |
0.8512 |
|
4.250 |
0.8388 |
|
|
| Fisher Pivots for day following 04-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8749 |
0.8743 |
| PP |
0.8742 |
0.8738 |
| S1 |
0.8734 |
0.8732 |
|