CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 21-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2007 |
21-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8709 |
0.8807 |
0.0098 |
1.1% |
0.8784 |
| High |
0.8862 |
0.8814 |
-0.0048 |
-0.5% |
0.8862 |
| Low |
0.8700 |
0.8716 |
0.0016 |
0.2% |
0.8684 |
| Close |
0.8826 |
0.8751 |
-0.0075 |
-0.8% |
0.8751 |
| Range |
0.0162 |
0.0098 |
-0.0064 |
-39.5% |
0.0178 |
| ATR |
0.0098 |
0.0099 |
0.0001 |
0.9% |
0.0000 |
| Volume |
143,572 |
99,069 |
-44,503 |
-31.0% |
595,680 |
|
| Daily Pivots for day following 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9054 |
0.9001 |
0.8805 |
|
| R3 |
0.8956 |
0.8903 |
0.8778 |
|
| R2 |
0.8858 |
0.8858 |
0.8769 |
|
| R1 |
0.8805 |
0.8805 |
0.8760 |
0.8783 |
| PP |
0.8760 |
0.8760 |
0.8760 |
0.8749 |
| S1 |
0.8707 |
0.8707 |
0.8742 |
0.8685 |
| S2 |
0.8662 |
0.8662 |
0.8733 |
|
| S3 |
0.8564 |
0.8609 |
0.8724 |
|
| S4 |
0.8466 |
0.8511 |
0.8697 |
|
|
| Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9300 |
0.9203 |
0.8849 |
|
| R3 |
0.9122 |
0.9025 |
0.8800 |
|
| R2 |
0.8944 |
0.8944 |
0.8784 |
|
| R1 |
0.8847 |
0.8847 |
0.8767 |
0.8807 |
| PP |
0.8766 |
0.8766 |
0.8766 |
0.8745 |
| S1 |
0.8669 |
0.8669 |
0.8735 |
0.8629 |
| S2 |
0.8588 |
0.8588 |
0.8718 |
|
| S3 |
0.8410 |
0.8491 |
0.8702 |
|
| S4 |
0.8232 |
0.8313 |
0.8653 |
|
|
| 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% |
0.0099 |
1.1% |
38% |
False |
False |
119,136 |
| 10 |
0.8996 |
0.8684 |
0.0312 |
3.6% |
0.0093 |
1.1% |
21% |
False |
False |
104,463 |
| 20 |
0.8996 |
0.8684 |
0.0312 |
3.6% |
0.0093 |
1.1% |
21% |
False |
False |
54,102 |
| 40 |
0.9089 |
0.8485 |
0.0604 |
6.9% |
0.0100 |
1.1% |
44% |
False |
False |
27,443 |
| 60 |
0.9089 |
0.8252 |
0.0837 |
9.6% |
0.0083 |
0.9% |
60% |
False |
False |
18,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9231 |
|
2.618 |
0.9071 |
|
1.618 |
0.8973 |
|
1.000 |
0.8912 |
|
0.618 |
0.8875 |
|
HIGH |
0.8814 |
|
0.618 |
0.8777 |
|
0.500 |
0.8765 |
|
0.382 |
0.8753 |
|
LOW |
0.8716 |
|
0.618 |
0.8655 |
|
1.000 |
0.8618 |
|
1.618 |
0.8557 |
|
2.618 |
0.8459 |
|
4.250 |
0.8300 |
|
|
| Fisher Pivots for day following 21-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8765 |
0.8774 |
| PP |
0.8760 |
0.8766 |
| S1 |
0.8756 |
0.8759 |
|