CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 12-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2007 |
12-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8913 |
0.8861 |
-0.0052 |
-0.6% |
0.8760 |
| High |
0.8931 |
0.8901 |
-0.0030 |
-0.3% |
0.8957 |
| Low |
0.8852 |
0.8853 |
0.0001 |
0.0% |
0.8707 |
| Close |
0.8864 |
0.8863 |
-0.0001 |
0.0% |
0.8941 |
| Range |
0.0079 |
0.0048 |
-0.0031 |
-39.2% |
0.0250 |
| ATR |
0.0100 |
0.0097 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
33,837 |
81,307 |
47,470 |
140.3% |
31,642 |
|
| Daily Pivots for day following 12-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9016 |
0.8988 |
0.8889 |
|
| R3 |
0.8968 |
0.8940 |
0.8876 |
|
| R2 |
0.8920 |
0.8920 |
0.8872 |
|
| R1 |
0.8892 |
0.8892 |
0.8867 |
0.8906 |
| PP |
0.8872 |
0.8872 |
0.8872 |
0.8880 |
| S1 |
0.8844 |
0.8844 |
0.8859 |
0.8858 |
| S2 |
0.8824 |
0.8824 |
0.8854 |
|
| S3 |
0.8776 |
0.8796 |
0.8850 |
|
| S4 |
0.8728 |
0.8748 |
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 |
0.8996 |
0.8767 |
0.0229 |
2.6% |
0.0096 |
1.1% |
42% |
False |
False |
32,710 |
| 10 |
0.8996 |
0.8699 |
0.0297 |
3.4% |
0.0083 |
0.9% |
55% |
False |
False |
17,609 |
| 20 |
0.9089 |
0.8657 |
0.0432 |
4.9% |
0.0114 |
1.3% |
48% |
False |
False |
9,518 |
| 40 |
0.9089 |
0.8322 |
0.0767 |
8.7% |
0.0095 |
1.1% |
71% |
False |
False |
4,893 |
| 60 |
0.9089 |
0.8235 |
0.0854 |
9.6% |
0.0075 |
0.8% |
74% |
False |
False |
3,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9105 |
|
2.618 |
0.9027 |
|
1.618 |
0.8979 |
|
1.000 |
0.8949 |
|
0.618 |
0.8931 |
|
HIGH |
0.8901 |
|
0.618 |
0.8883 |
|
0.500 |
0.8877 |
|
0.382 |
0.8871 |
|
LOW |
0.8853 |
|
0.618 |
0.8823 |
|
1.000 |
0.8805 |
|
1.618 |
0.8775 |
|
2.618 |
0.8727 |
|
4.250 |
0.8649 |
|
|
| Fisher Pivots for day following 12-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8877 |
0.8924 |
| PP |
0.8872 |
0.8904 |
| S1 |
0.8868 |
0.8883 |
|