CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 28-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2007 |
28-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8739 |
0.8734 |
-0.0005 |
-0.1% |
0.8754 |
| High |
0.8768 |
0.8805 |
0.0037 |
0.4% |
0.8857 |
| Low |
0.8708 |
0.8726 |
0.0018 |
0.2% |
0.8708 |
| Close |
0.8731 |
0.8797 |
0.0066 |
0.8% |
0.8797 |
| Range |
0.0060 |
0.0079 |
0.0019 |
31.7% |
0.0149 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
88,862 |
114,193 |
25,331 |
28.5% |
506,157 |
|
| Daily Pivots for day following 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9013 |
0.8984 |
0.8840 |
|
| R3 |
0.8934 |
0.8905 |
0.8819 |
|
| R2 |
0.8855 |
0.8855 |
0.8811 |
|
| R1 |
0.8826 |
0.8826 |
0.8804 |
0.8841 |
| PP |
0.8776 |
0.8776 |
0.8776 |
0.8783 |
| S1 |
0.8747 |
0.8747 |
0.8790 |
0.8762 |
| S2 |
0.8697 |
0.8697 |
0.8783 |
|
| S3 |
0.8618 |
0.8668 |
0.8775 |
|
| S4 |
0.8539 |
0.8589 |
0.8754 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9234 |
0.9165 |
0.8879 |
|
| R3 |
0.9085 |
0.9016 |
0.8838 |
|
| R2 |
0.8936 |
0.8936 |
0.8824 |
|
| R1 |
0.8867 |
0.8867 |
0.8811 |
0.8902 |
| PP |
0.8787 |
0.8787 |
0.8787 |
0.8805 |
| S1 |
0.8718 |
0.8718 |
0.8783 |
0.8753 |
| S2 |
0.8638 |
0.8638 |
0.8770 |
|
| S3 |
0.8489 |
0.8569 |
0.8756 |
|
| S4 |
0.8340 |
0.8420 |
0.8715 |
|
|
| 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% |
0.0074 |
0.8% |
60% |
False |
False |
101,231 |
| 10 |
0.8862 |
0.8684 |
0.0178 |
2.0% |
0.0087 |
1.0% |
63% |
False |
False |
110,183 |
| 20 |
0.8996 |
0.8684 |
0.0312 |
3.5% |
0.0087 |
1.0% |
36% |
False |
False |
79,121 |
| 40 |
0.9089 |
0.8485 |
0.0604 |
6.9% |
0.0100 |
1.1% |
52% |
False |
False |
40,062 |
| 60 |
0.9089 |
0.8252 |
0.0837 |
9.5% |
0.0086 |
1.0% |
65% |
False |
False |
26,755 |
| 80 |
0.9089 |
0.8235 |
0.0854 |
9.7% |
0.0072 |
0.8% |
66% |
False |
False |
20,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9141 |
|
2.618 |
0.9012 |
|
1.618 |
0.8933 |
|
1.000 |
0.8884 |
|
0.618 |
0.8854 |
|
HIGH |
0.8805 |
|
0.618 |
0.8775 |
|
0.500 |
0.8766 |
|
0.382 |
0.8756 |
|
LOW |
0.8726 |
|
0.618 |
0.8677 |
|
1.000 |
0.8647 |
|
1.618 |
0.8598 |
|
2.618 |
0.8519 |
|
4.250 |
0.8390 |
|
|
| Fisher Pivots for day following 28-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8787 |
0.8785 |
| PP |
0.8776 |
0.8774 |
| S1 |
0.8766 |
0.8762 |
|