CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 14-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8861 |
0.8784 |
-0.0077 |
-0.9% |
0.8953 |
| High |
0.8870 |
0.8846 |
-0.0024 |
-0.3% |
0.8996 |
| Low |
0.8760 |
0.8764 |
0.0004 |
0.0% |
0.8760 |
| Close |
0.8776 |
0.8784 |
0.0008 |
0.1% |
0.8784 |
| Range |
0.0110 |
0.0082 |
-0.0028 |
-25.5% |
0.0236 |
| ATR |
0.0098 |
0.0096 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
145,165 |
162,225 |
17,060 |
11.8% |
448,956 |
|
| Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9044 |
0.8996 |
0.8829 |
|
| R3 |
0.8962 |
0.8914 |
0.8807 |
|
| R2 |
0.8880 |
0.8880 |
0.8799 |
|
| R1 |
0.8832 |
0.8832 |
0.8792 |
0.8825 |
| PP |
0.8798 |
0.8798 |
0.8798 |
0.8795 |
| S1 |
0.8750 |
0.8750 |
0.8776 |
0.8743 |
| S2 |
0.8716 |
0.8716 |
0.8769 |
|
| S3 |
0.8634 |
0.8668 |
0.8761 |
|
| S4 |
0.8552 |
0.8586 |
0.8739 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9555 |
0.9405 |
0.8914 |
|
| R3 |
0.9319 |
0.9169 |
0.8849 |
|
| R2 |
0.9083 |
0.9083 |
0.8827 |
|
| R1 |
0.8933 |
0.8933 |
0.8806 |
0.8890 |
| PP |
0.8847 |
0.8847 |
0.8847 |
0.8825 |
| S1 |
0.8697 |
0.8697 |
0.8762 |
0.8654 |
| S2 |
0.8611 |
0.8611 |
0.8741 |
|
| S3 |
0.8375 |
0.8461 |
0.8719 |
|
| S4 |
0.8139 |
0.8225 |
0.8654 |
|
|
| 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% |
0.0086 |
1.0% |
10% |
False |
False |
89,791 |
| 10 |
0.8996 |
0.8707 |
0.0289 |
3.3% |
0.0088 |
1.0% |
27% |
False |
False |
48,059 |
| 20 |
0.8996 |
0.8657 |
0.0339 |
3.9% |
0.0093 |
1.1% |
37% |
False |
False |
24,723 |
| 40 |
0.9089 |
0.8378 |
0.0711 |
8.1% |
0.0096 |
1.1% |
57% |
False |
False |
12,576 |
| 60 |
0.9089 |
0.8235 |
0.0854 |
9.7% |
0.0078 |
0.9% |
64% |
False |
False |
8,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9195 |
|
2.618 |
0.9061 |
|
1.618 |
0.8979 |
|
1.000 |
0.8928 |
|
0.618 |
0.8897 |
|
HIGH |
0.8846 |
|
0.618 |
0.8815 |
|
0.500 |
0.8805 |
|
0.382 |
0.8795 |
|
LOW |
0.8764 |
|
0.618 |
0.8713 |
|
1.000 |
0.8682 |
|
1.618 |
0.8631 |
|
2.618 |
0.8549 |
|
4.250 |
0.8416 |
|
|
| Fisher Pivots for day following 14-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8805 |
0.8831 |
| PP |
0.8798 |
0.8815 |
| S1 |
0.8791 |
0.8800 |
|