CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 06-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2007 |
06-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8725 |
0.8798 |
0.0073 |
0.8% |
0.8708 |
| High |
0.8815 |
0.8824 |
0.0009 |
0.1% |
0.8900 |
| Low |
0.8707 |
0.8774 |
0.0067 |
0.8% |
0.8685 |
| Close |
0.8808 |
0.8792 |
-0.0016 |
-0.2% |
0.8750 |
| Range |
0.0108 |
0.0050 |
-0.0058 |
-53.7% |
0.0215 |
| ATR |
0.0098 |
0.0094 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
4,896 |
7,554 |
2,658 |
54.3% |
5,767 |
|
| Daily Pivots for day following 06-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8947 |
0.8919 |
0.8820 |
|
| R3 |
0.8897 |
0.8869 |
0.8806 |
|
| R2 |
0.8847 |
0.8847 |
0.8801 |
|
| R1 |
0.8819 |
0.8819 |
0.8797 |
0.8808 |
| PP |
0.8797 |
0.8797 |
0.8797 |
0.8791 |
| S1 |
0.8769 |
0.8769 |
0.8787 |
0.8758 |
| S2 |
0.8747 |
0.8747 |
0.8783 |
|
| S3 |
0.8697 |
0.8719 |
0.8778 |
|
| S4 |
0.8647 |
0.8669 |
0.8765 |
|
|
| 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 |
0.8824 |
0.8699 |
0.0125 |
1.4% |
0.0068 |
0.8% |
74% |
True |
False |
3,886 |
| 10 |
0.8900 |
0.8685 |
0.0215 |
2.4% |
0.0081 |
0.9% |
50% |
False |
False |
2,517 |
| 20 |
0.9089 |
0.8569 |
0.0520 |
5.9% |
0.0108 |
1.2% |
43% |
False |
False |
1,800 |
| 40 |
0.9089 |
0.8322 |
0.0767 |
8.7% |
0.0087 |
1.0% |
61% |
False |
False |
995 |
| 60 |
0.9089 |
0.8235 |
0.0854 |
9.7% |
0.0069 |
0.8% |
65% |
False |
False |
760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9037 |
|
2.618 |
0.8955 |
|
1.618 |
0.8905 |
|
1.000 |
0.8874 |
|
0.618 |
0.8855 |
|
HIGH |
0.8824 |
|
0.618 |
0.8805 |
|
0.500 |
0.8799 |
|
0.382 |
0.8793 |
|
LOW |
0.8774 |
|
0.618 |
0.8743 |
|
1.000 |
0.8724 |
|
1.618 |
0.8693 |
|
2.618 |
0.8643 |
|
4.250 |
0.8562 |
|
|
| Fisher Pivots for day following 06-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8799 |
0.8783 |
| PP |
0.8797 |
0.8774 |
| S1 |
0.8794 |
0.8766 |
|