CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 20-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2007 |
20-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8711 |
0.8709 |
-0.0002 |
0.0% |
0.8953 |
| High |
0.8738 |
0.8862 |
0.0124 |
1.4% |
0.8996 |
| Low |
0.8685 |
0.8700 |
0.0015 |
0.2% |
0.8760 |
| Close |
0.8704 |
0.8826 |
0.0122 |
1.4% |
0.8784 |
| Range |
0.0053 |
0.0162 |
0.0109 |
205.7% |
0.0236 |
| ATR |
0.0093 |
0.0098 |
0.0005 |
5.3% |
0.0000 |
| Volume |
114,692 |
143,572 |
28,880 |
25.2% |
448,956 |
|
| Daily Pivots for day following 20-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9282 |
0.9216 |
0.8915 |
|
| R3 |
0.9120 |
0.9054 |
0.8871 |
|
| R2 |
0.8958 |
0.8958 |
0.8856 |
|
| R1 |
0.8892 |
0.8892 |
0.8841 |
0.8925 |
| PP |
0.8796 |
0.8796 |
0.8796 |
0.8813 |
| S1 |
0.8730 |
0.8730 |
0.8811 |
0.8763 |
| S2 |
0.8634 |
0.8634 |
0.8796 |
|
| S3 |
0.8472 |
0.8568 |
0.8781 |
|
| S4 |
0.8310 |
0.8406 |
0.8737 |
|
|
| 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 |
0.8862 |
0.8684 |
0.0178 |
2.0% |
0.0096 |
1.1% |
80% |
True |
False |
131,767 |
| 10 |
0.8996 |
0.8684 |
0.0312 |
3.5% |
0.0102 |
1.2% |
46% |
False |
False |
95,999 |
| 20 |
0.8996 |
0.8684 |
0.0312 |
3.5% |
0.0092 |
1.0% |
46% |
False |
False |
49,258 |
| 40 |
0.9089 |
0.8485 |
0.0604 |
6.8% |
0.0099 |
1.1% |
56% |
False |
False |
24,981 |
| 60 |
0.9089 |
0.8252 |
0.0837 |
9.5% |
0.0082 |
0.9% |
69% |
False |
False |
16,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9551 |
|
2.618 |
0.9286 |
|
1.618 |
0.9124 |
|
1.000 |
0.9024 |
|
0.618 |
0.8962 |
|
HIGH |
0.8862 |
|
0.618 |
0.8800 |
|
0.500 |
0.8781 |
|
0.382 |
0.8762 |
|
LOW |
0.8700 |
|
0.618 |
0.8600 |
|
1.000 |
0.8538 |
|
1.618 |
0.8438 |
|
2.618 |
0.8276 |
|
4.250 |
0.8012 |
|
|
| Fisher Pivots for day following 20-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8811 |
0.8808 |
| PP |
0.8796 |
0.8791 |
| S1 |
0.8781 |
0.8773 |
|