CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 27-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2007 |
27-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8807 |
0.8739 |
-0.0068 |
-0.8% |
0.8784 |
| High |
0.8816 |
0.8768 |
-0.0048 |
-0.5% |
0.8862 |
| Low |
0.8722 |
0.8708 |
-0.0014 |
-0.2% |
0.8684 |
| Close |
0.8746 |
0.8731 |
-0.0015 |
-0.2% |
0.8751 |
| Range |
0.0094 |
0.0060 |
-0.0034 |
-36.2% |
0.0178 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
117,640 |
88,862 |
-28,778 |
-24.5% |
595,680 |
|
| Daily Pivots for day following 27-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8916 |
0.8883 |
0.8764 |
|
| R3 |
0.8856 |
0.8823 |
0.8748 |
|
| R2 |
0.8796 |
0.8796 |
0.8742 |
|
| R1 |
0.8763 |
0.8763 |
0.8737 |
0.8750 |
| PP |
0.8736 |
0.8736 |
0.8736 |
0.8729 |
| S1 |
0.8703 |
0.8703 |
0.8726 |
0.8690 |
| S2 |
0.8676 |
0.8676 |
0.8720 |
|
| S3 |
0.8616 |
0.8643 |
0.8715 |
|
| S4 |
0.8556 |
0.8583 |
0.8698 |
|
|
| 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 |
0.8857 |
0.8708 |
0.0149 |
1.7% |
0.0078 |
0.9% |
15% |
False |
True |
98,206 |
| 10 |
0.8862 |
0.8684 |
0.0178 |
2.0% |
0.0087 |
1.0% |
26% |
False |
False |
114,986 |
| 20 |
0.8996 |
0.8684 |
0.0312 |
3.6% |
0.0087 |
1.0% |
15% |
False |
False |
73,523 |
| 40 |
0.9089 |
0.8485 |
0.0604 |
6.9% |
0.0100 |
1.2% |
41% |
False |
False |
37,215 |
| 60 |
0.9089 |
0.8252 |
0.0837 |
9.6% |
0.0085 |
1.0% |
57% |
False |
False |
24,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9023 |
|
2.618 |
0.8925 |
|
1.618 |
0.8865 |
|
1.000 |
0.8828 |
|
0.618 |
0.8805 |
|
HIGH |
0.8768 |
|
0.618 |
0.8745 |
|
0.500 |
0.8738 |
|
0.382 |
0.8731 |
|
LOW |
0.8708 |
|
0.618 |
0.8671 |
|
1.000 |
0.8648 |
|
1.618 |
0.8611 |
|
2.618 |
0.8551 |
|
4.250 |
0.8453 |
|
|
| Fisher Pivots for day following 27-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8738 |
0.8783 |
| PP |
0.8736 |
0.8765 |
| S1 |
0.8733 |
0.8748 |
|