CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 02-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2007 |
02-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8800 |
0.8720 |
-0.0080 |
-0.9% |
0.8754 |
| High |
0.8800 |
0.8752 |
-0.0048 |
-0.5% |
0.8857 |
| Low |
0.8690 |
0.8698 |
0.0008 |
0.1% |
0.8708 |
| Close |
0.8719 |
0.8711 |
-0.0008 |
-0.1% |
0.8797 |
| Range |
0.0110 |
0.0054 |
-0.0056 |
-50.9% |
0.0149 |
| ATR |
0.0092 |
0.0090 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
123,798 |
70,840 |
-52,958 |
-42.8% |
506,157 |
|
| Daily Pivots for day following 02-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8882 |
0.8851 |
0.8741 |
|
| R3 |
0.8828 |
0.8797 |
0.8726 |
|
| R2 |
0.8774 |
0.8774 |
0.8721 |
|
| R1 |
0.8743 |
0.8743 |
0.8716 |
0.8732 |
| PP |
0.8720 |
0.8720 |
0.8720 |
0.8715 |
| S1 |
0.8689 |
0.8689 |
0.8706 |
0.8678 |
| S2 |
0.8666 |
0.8666 |
0.8701 |
|
| S3 |
0.8612 |
0.8635 |
0.8696 |
|
| S4 |
0.8558 |
0.8581 |
0.8681 |
|
|
| 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 |
0.8816 |
0.8690 |
0.0126 |
1.4% |
0.0079 |
0.9% |
17% |
False |
False |
103,066 |
| 10 |
0.8862 |
0.8685 |
0.0177 |
2.0% |
0.0085 |
1.0% |
15% |
False |
False |
105,812 |
| 20 |
0.8996 |
0.8684 |
0.0312 |
3.6% |
0.0090 |
1.0% |
9% |
False |
False |
88,615 |
| 40 |
0.9089 |
0.8485 |
0.0604 |
6.9% |
0.0100 |
1.1% |
37% |
False |
False |
44,917 |
| 60 |
0.9089 |
0.8322 |
0.0767 |
8.8% |
0.0087 |
1.0% |
51% |
False |
False |
29,998 |
| 80 |
0.9089 |
0.8235 |
0.0854 |
9.8% |
0.0073 |
0.8% |
56% |
False |
False |
22,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8982 |
|
2.618 |
0.8893 |
|
1.618 |
0.8839 |
|
1.000 |
0.8806 |
|
0.618 |
0.8785 |
|
HIGH |
0.8752 |
|
0.618 |
0.8731 |
|
0.500 |
0.8725 |
|
0.382 |
0.8719 |
|
LOW |
0.8698 |
|
0.618 |
0.8665 |
|
1.000 |
0.8644 |
|
1.618 |
0.8611 |
|
2.618 |
0.8557 |
|
4.250 |
0.8469 |
|
|
| Fisher Pivots for day following 02-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8725 |
0.8748 |
| PP |
0.8720 |
0.8735 |
| S1 |
0.8716 |
0.8723 |
|