CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 24-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2007 |
24-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8807 |
0.8754 |
-0.0053 |
-0.6% |
0.8784 |
| High |
0.8814 |
0.8810 |
-0.0004 |
0.0% |
0.8862 |
| Low |
0.8716 |
0.8749 |
0.0033 |
0.4% |
0.8684 |
| Close |
0.8751 |
0.8793 |
0.0042 |
0.5% |
0.8751 |
| Range |
0.0098 |
0.0061 |
-0.0037 |
-37.8% |
0.0178 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
99,069 |
58,011 |
-41,058 |
-41.4% |
595,680 |
|
| Daily Pivots for day following 24-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8967 |
0.8941 |
0.8827 |
|
| R3 |
0.8906 |
0.8880 |
0.8810 |
|
| R2 |
0.8845 |
0.8845 |
0.8804 |
|
| R1 |
0.8819 |
0.8819 |
0.8799 |
0.8832 |
| PP |
0.8784 |
0.8784 |
0.8784 |
0.8791 |
| S1 |
0.8758 |
0.8758 |
0.8787 |
0.8771 |
| S2 |
0.8723 |
0.8723 |
0.8782 |
|
| S3 |
0.8662 |
0.8697 |
0.8776 |
|
| S4 |
0.8601 |
0.8636 |
0.8759 |
|
|
| 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% |
0.0100 |
1.1% |
61% |
False |
False |
110,990 |
| 10 |
0.8931 |
0.8684 |
0.0247 |
2.8% |
0.0088 |
1.0% |
44% |
False |
False |
107,622 |
| 20 |
0.8996 |
0.8684 |
0.0312 |
3.5% |
0.0093 |
1.1% |
35% |
False |
False |
56,968 |
| 40 |
0.9089 |
0.8485 |
0.0604 |
6.9% |
0.0099 |
1.1% |
51% |
False |
False |
28,881 |
| 60 |
0.9089 |
0.8252 |
0.0837 |
9.5% |
0.0084 |
1.0% |
65% |
False |
False |
19,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9069 |
|
2.618 |
0.8970 |
|
1.618 |
0.8909 |
|
1.000 |
0.8871 |
|
0.618 |
0.8848 |
|
HIGH |
0.8810 |
|
0.618 |
0.8787 |
|
0.500 |
0.8780 |
|
0.382 |
0.8772 |
|
LOW |
0.8749 |
|
0.618 |
0.8711 |
|
1.000 |
0.8688 |
|
1.618 |
0.8650 |
|
2.618 |
0.8589 |
|
4.250 |
0.8490 |
|
|
| Fisher Pivots for day following 24-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8789 |
0.8789 |
| PP |
0.8784 |
0.8785 |
| S1 |
0.8780 |
0.8781 |
|