CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 07-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2007 |
07-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8798 |
0.8788 |
-0.0010 |
-0.1% |
0.8760 |
| High |
0.8824 |
0.8957 |
0.0133 |
1.5% |
0.8957 |
| Low |
0.8774 |
0.8767 |
-0.0007 |
-0.1% |
0.8707 |
| Close |
0.8792 |
0.8941 |
0.0149 |
1.7% |
0.8941 |
| Range |
0.0050 |
0.0190 |
0.0140 |
280.0% |
0.0250 |
| ATR |
0.0094 |
0.0101 |
0.0007 |
7.2% |
0.0000 |
| Volume |
7,554 |
14,432 |
6,878 |
91.1% |
31,642 |
|
| Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9458 |
0.9390 |
0.9046 |
|
| R3 |
0.9268 |
0.9200 |
0.8993 |
|
| R2 |
0.9078 |
0.9078 |
0.8976 |
|
| R1 |
0.9010 |
0.9010 |
0.8958 |
0.9044 |
| PP |
0.8888 |
0.8888 |
0.8888 |
0.8906 |
| S1 |
0.8820 |
0.8820 |
0.8924 |
0.8854 |
| S2 |
0.8698 |
0.8698 |
0.8906 |
|
| S3 |
0.8508 |
0.8630 |
0.8889 |
|
| S4 |
0.8318 |
0.8440 |
0.8837 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9618 |
0.9530 |
0.9079 |
|
| R3 |
0.9368 |
0.9280 |
0.9010 |
|
| R2 |
0.9118 |
0.9118 |
0.8987 |
|
| R1 |
0.9030 |
0.9030 |
0.8964 |
0.9074 |
| PP |
0.8868 |
0.8868 |
0.8868 |
0.8891 |
| S1 |
0.8780 |
0.8780 |
0.8918 |
0.8824 |
| S2 |
0.8618 |
0.8618 |
0.8895 |
|
| S3 |
0.8368 |
0.8530 |
0.8872 |
|
| S4 |
0.8118 |
0.8280 |
0.8804 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8957 |
0.8707 |
0.0250 |
2.8% |
0.0090 |
1.0% |
94% |
True |
False |
6,328 |
| 10 |
0.8957 |
0.8685 |
0.0272 |
3.0% |
0.0094 |
1.1% |
94% |
True |
False |
3,740 |
| 20 |
0.9089 |
0.8572 |
0.0517 |
5.8% |
0.0111 |
1.2% |
71% |
False |
False |
2,497 |
| 40 |
0.9089 |
0.8322 |
0.0767 |
8.6% |
0.0091 |
1.0% |
81% |
False |
False |
1,356 |
| 60 |
0.9089 |
0.8235 |
0.0854 |
9.6% |
0.0071 |
0.8% |
83% |
False |
False |
1,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9765 |
|
2.618 |
0.9454 |
|
1.618 |
0.9264 |
|
1.000 |
0.9147 |
|
0.618 |
0.9074 |
|
HIGH |
0.8957 |
|
0.618 |
0.8884 |
|
0.500 |
0.8862 |
|
0.382 |
0.8840 |
|
LOW |
0.8767 |
|
0.618 |
0.8650 |
|
1.000 |
0.8577 |
|
1.618 |
0.8460 |
|
2.618 |
0.8270 |
|
4.250 |
0.7960 |
|
|
| Fisher Pivots for day following 07-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8915 |
0.8905 |
| PP |
0.8888 |
0.8868 |
| S1 |
0.8862 |
0.8832 |
|