CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 25-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2007 |
25-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8754 |
0.8790 |
0.0036 |
0.4% |
0.8784 |
| High |
0.8810 |
0.8857 |
0.0047 |
0.5% |
0.8862 |
| Low |
0.8749 |
0.8782 |
0.0033 |
0.4% |
0.8684 |
| Close |
0.8793 |
0.8817 |
0.0024 |
0.3% |
0.8751 |
| Range |
0.0061 |
0.0075 |
0.0014 |
23.0% |
0.0178 |
| ATR |
0.0096 |
0.0094 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
58,011 |
127,451 |
69,440 |
119.7% |
595,680 |
|
| Daily Pivots for day following 25-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9044 |
0.9005 |
0.8858 |
|
| R3 |
0.8969 |
0.8930 |
0.8838 |
|
| R2 |
0.8894 |
0.8894 |
0.8831 |
|
| R1 |
0.8855 |
0.8855 |
0.8824 |
0.8875 |
| PP |
0.8819 |
0.8819 |
0.8819 |
0.8828 |
| S1 |
0.8780 |
0.8780 |
0.8810 |
0.8800 |
| S2 |
0.8744 |
0.8744 |
0.8803 |
|
| S3 |
0.8669 |
0.8705 |
0.8796 |
|
| S4 |
0.8594 |
0.8630 |
0.8776 |
|
|
| 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 |
0.8685 |
0.0177 |
2.0% |
0.0090 |
1.0% |
75% |
False |
False |
108,559 |
| 10 |
0.8901 |
0.8684 |
0.0217 |
2.5% |
0.0087 |
1.0% |
61% |
False |
False |
116,983 |
| 20 |
0.8996 |
0.8684 |
0.0312 |
3.5% |
0.0091 |
1.0% |
43% |
False |
False |
63,307 |
| 40 |
0.9089 |
0.8485 |
0.0604 |
6.9% |
0.0100 |
1.1% |
55% |
False |
False |
32,059 |
| 60 |
0.9089 |
0.8252 |
0.0837 |
9.5% |
0.0084 |
1.0% |
68% |
False |
False |
21,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9176 |
|
2.618 |
0.9053 |
|
1.618 |
0.8978 |
|
1.000 |
0.8932 |
|
0.618 |
0.8903 |
|
HIGH |
0.8857 |
|
0.618 |
0.8828 |
|
0.500 |
0.8820 |
|
0.382 |
0.8811 |
|
LOW |
0.8782 |
|
0.618 |
0.8736 |
|
1.000 |
0.8707 |
|
1.618 |
0.8661 |
|
2.618 |
0.8586 |
|
4.250 |
0.8463 |
|
|
| Fisher Pivots for day following 25-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8820 |
0.8807 |
| PP |
0.8819 |
0.8797 |
| S1 |
0.8818 |
0.8787 |
|