CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 18-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2007 |
18-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8784 |
0.8790 |
0.0006 |
0.1% |
0.8953 |
| High |
0.8822 |
0.8810 |
-0.0012 |
-0.1% |
0.8996 |
| Low |
0.8765 |
0.8684 |
-0.0081 |
-0.9% |
0.8760 |
| Close |
0.8784 |
0.8735 |
-0.0049 |
-0.6% |
0.8784 |
| Range |
0.0057 |
0.0126 |
0.0069 |
121.1% |
0.0236 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
2.5% |
0.0000 |
| Volume |
98,740 |
139,607 |
40,867 |
41.4% |
448,956 |
|
| Daily Pivots for day following 18-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9121 |
0.9054 |
0.8804 |
|
| R3 |
0.8995 |
0.8928 |
0.8770 |
|
| R2 |
0.8869 |
0.8869 |
0.8758 |
|
| R1 |
0.8802 |
0.8802 |
0.8747 |
0.8773 |
| PP |
0.8743 |
0.8743 |
0.8743 |
0.8728 |
| S1 |
0.8676 |
0.8676 |
0.8723 |
0.8647 |
| S2 |
0.8617 |
0.8617 |
0.8712 |
|
| S3 |
0.8491 |
0.8550 |
0.8700 |
|
| S4 |
0.8365 |
0.8424 |
0.8666 |
|
|
| 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 |
0.8901 |
0.8684 |
0.0217 |
2.5% |
0.0085 |
1.0% |
24% |
False |
True |
125,408 |
| 10 |
0.8996 |
0.8684 |
0.0312 |
3.6% |
0.0096 |
1.1% |
16% |
False |
True |
71,418 |
| 20 |
0.8996 |
0.8657 |
0.0339 |
3.9% |
0.0092 |
1.1% |
23% |
False |
False |
36,479 |
| 40 |
0.9089 |
0.8433 |
0.0656 |
7.5% |
0.0098 |
1.1% |
46% |
False |
False |
18,532 |
| 60 |
0.9089 |
0.8252 |
0.0837 |
9.6% |
0.0080 |
0.9% |
58% |
False |
False |
12,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9346 |
|
2.618 |
0.9140 |
|
1.618 |
0.9014 |
|
1.000 |
0.8936 |
|
0.618 |
0.8888 |
|
HIGH |
0.8810 |
|
0.618 |
0.8762 |
|
0.500 |
0.8747 |
|
0.382 |
0.8732 |
|
LOW |
0.8684 |
|
0.618 |
0.8606 |
|
1.000 |
0.8558 |
|
1.618 |
0.8480 |
|
2.618 |
0.8354 |
|
4.250 |
0.8149 |
|
|
| Fisher Pivots for day following 18-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8747 |
0.8765 |
| PP |
0.8743 |
0.8755 |
| S1 |
0.8739 |
0.8745 |
|