CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 01-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2007 |
01-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8734 |
0.8800 |
0.0066 |
0.8% |
0.8754 |
| High |
0.8805 |
0.8800 |
-0.0005 |
-0.1% |
0.8857 |
| Low |
0.8726 |
0.8690 |
-0.0036 |
-0.4% |
0.8708 |
| Close |
0.8797 |
0.8719 |
-0.0078 |
-0.9% |
0.8797 |
| Range |
0.0079 |
0.0110 |
0.0031 |
39.2% |
0.0149 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
1.5% |
0.0000 |
| Volume |
114,193 |
123,798 |
9,605 |
8.4% |
506,157 |
|
| Daily Pivots for day following 01-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9066 |
0.9003 |
0.8780 |
|
| R3 |
0.8956 |
0.8893 |
0.8749 |
|
| R2 |
0.8846 |
0.8846 |
0.8739 |
|
| R1 |
0.8783 |
0.8783 |
0.8729 |
0.8760 |
| PP |
0.8736 |
0.8736 |
0.8736 |
0.8725 |
| S1 |
0.8673 |
0.8673 |
0.8709 |
0.8650 |
| S2 |
0.8626 |
0.8626 |
0.8699 |
|
| S3 |
0.8516 |
0.8563 |
0.8689 |
|
| S4 |
0.8406 |
0.8453 |
0.8659 |
|
|
| 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 |
0.8690 |
0.0167 |
1.9% |
0.0084 |
1.0% |
17% |
False |
True |
114,388 |
| 10 |
0.8862 |
0.8684 |
0.0178 |
2.0% |
0.0092 |
1.1% |
20% |
False |
False |
112,689 |
| 20 |
0.8996 |
0.8684 |
0.0312 |
3.6% |
0.0091 |
1.0% |
11% |
False |
False |
85,200 |
| 40 |
0.9089 |
0.8485 |
0.0604 |
6.9% |
0.0100 |
1.1% |
39% |
False |
False |
43,154 |
| 60 |
0.9089 |
0.8275 |
0.0814 |
9.3% |
0.0088 |
1.0% |
55% |
False |
False |
28,818 |
| 80 |
0.9089 |
0.8235 |
0.0854 |
9.8% |
0.0073 |
0.8% |
57% |
False |
False |
21,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9268 |
|
2.618 |
0.9088 |
|
1.618 |
0.8978 |
|
1.000 |
0.8910 |
|
0.618 |
0.8868 |
|
HIGH |
0.8800 |
|
0.618 |
0.8758 |
|
0.500 |
0.8745 |
|
0.382 |
0.8732 |
|
LOW |
0.8690 |
|
0.618 |
0.8622 |
|
1.000 |
0.8580 |
|
1.618 |
0.8512 |
|
2.618 |
0.8402 |
|
4.250 |
0.8223 |
|
|
| Fisher Pivots for day following 01-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8745 |
0.8748 |
| PP |
0.8736 |
0.8738 |
| S1 |
0.8728 |
0.8729 |
|