CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 13-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2007 |
13-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8861 |
0.8861 |
0.0000 |
0.0% |
0.8760 |
| High |
0.8901 |
0.8870 |
-0.0031 |
-0.3% |
0.8957 |
| Low |
0.8853 |
0.8760 |
-0.0093 |
-1.1% |
0.8707 |
| Close |
0.8863 |
0.8776 |
-0.0087 |
-1.0% |
0.8941 |
| Range |
0.0048 |
0.0110 |
0.0062 |
129.2% |
0.0250 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
1.0% |
0.0000 |
| Volume |
81,307 |
145,165 |
63,858 |
78.5% |
31,642 |
|
| Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9132 |
0.9064 |
0.8837 |
|
| R3 |
0.9022 |
0.8954 |
0.8806 |
|
| R2 |
0.8912 |
0.8912 |
0.8796 |
|
| R1 |
0.8844 |
0.8844 |
0.8786 |
0.8823 |
| PP |
0.8802 |
0.8802 |
0.8802 |
0.8792 |
| S1 |
0.8734 |
0.8734 |
0.8766 |
0.8713 |
| S2 |
0.8692 |
0.8692 |
0.8756 |
|
| S3 |
0.8582 |
0.8624 |
0.8746 |
|
| S4 |
0.8472 |
0.8514 |
0.8716 |
|
|
| 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 |
0.8760 |
0.0236 |
2.7% |
0.0108 |
1.2% |
7% |
False |
True |
60,232 |
| 10 |
0.8996 |
0.8699 |
0.0297 |
3.4% |
0.0088 |
1.0% |
26% |
False |
False |
32,059 |
| 20 |
0.9089 |
0.8657 |
0.0432 |
4.9% |
0.0102 |
1.2% |
28% |
False |
False |
16,753 |
| 40 |
0.9089 |
0.8322 |
0.0767 |
8.7% |
0.0097 |
1.1% |
59% |
False |
False |
8,521 |
| 60 |
0.9089 |
0.8235 |
0.0854 |
9.7% |
0.0076 |
0.9% |
63% |
False |
False |
5,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9338 |
|
2.618 |
0.9158 |
|
1.618 |
0.9048 |
|
1.000 |
0.8980 |
|
0.618 |
0.8938 |
|
HIGH |
0.8870 |
|
0.618 |
0.8828 |
|
0.500 |
0.8815 |
|
0.382 |
0.8802 |
|
LOW |
0.8760 |
|
0.618 |
0.8692 |
|
1.000 |
0.8650 |
|
1.618 |
0.8582 |
|
2.618 |
0.8472 |
|
4.250 |
0.8293 |
|
|
| Fisher Pivots for day following 13-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8815 |
0.8846 |
| PP |
0.8802 |
0.8822 |
| S1 |
0.8789 |
0.8799 |
|