CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 11-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2007 |
11-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8953 |
0.8913 |
-0.0040 |
-0.4% |
0.8760 |
| High |
0.8996 |
0.8931 |
-0.0065 |
-0.7% |
0.8957 |
| Low |
0.8885 |
0.8852 |
-0.0033 |
-0.4% |
0.8707 |
| Close |
0.8921 |
0.8864 |
-0.0057 |
-0.6% |
0.8941 |
| Range |
0.0111 |
0.0079 |
-0.0032 |
-28.8% |
0.0250 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
26,422 |
33,837 |
7,415 |
28.1% |
31,642 |
|
| Daily Pivots for day following 11-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9119 |
0.9071 |
0.8907 |
|
| R3 |
0.9040 |
0.8992 |
0.8886 |
|
| R2 |
0.8961 |
0.8961 |
0.8878 |
|
| R1 |
0.8913 |
0.8913 |
0.8871 |
0.8898 |
| PP |
0.8882 |
0.8882 |
0.8882 |
0.8875 |
| S1 |
0.8834 |
0.8834 |
0.8857 |
0.8819 |
| S2 |
0.8803 |
0.8803 |
0.8850 |
|
| S3 |
0.8724 |
0.8755 |
0.8842 |
|
| S4 |
0.8645 |
0.8676 |
0.8821 |
|
|
| 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 |
0.8996 |
0.8707 |
0.0289 |
3.3% |
0.0108 |
1.2% |
54% |
False |
False |
17,428 |
| 10 |
0.8996 |
0.8699 |
0.0297 |
3.4% |
0.0095 |
1.1% |
56% |
False |
False |
9,630 |
| 20 |
0.9089 |
0.8637 |
0.0452 |
5.1% |
0.0115 |
1.3% |
50% |
False |
False |
5,470 |
| 40 |
0.9089 |
0.8322 |
0.0767 |
8.7% |
0.0094 |
1.1% |
71% |
False |
False |
2,862 |
| 60 |
0.9089 |
0.8235 |
0.0854 |
9.6% |
0.0074 |
0.8% |
74% |
False |
False |
2,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9267 |
|
2.618 |
0.9138 |
|
1.618 |
0.9059 |
|
1.000 |
0.9010 |
|
0.618 |
0.8980 |
|
HIGH |
0.8931 |
|
0.618 |
0.8901 |
|
0.500 |
0.8892 |
|
0.382 |
0.8882 |
|
LOW |
0.8852 |
|
0.618 |
0.8803 |
|
1.000 |
0.8773 |
|
1.618 |
0.8724 |
|
2.618 |
0.8645 |
|
4.250 |
0.8516 |
|
|
| Fisher Pivots for day following 11-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8892 |
0.8882 |
| PP |
0.8882 |
0.8876 |
| S1 |
0.8873 |
0.8870 |
|