CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 03-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2007 |
03-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8720 |
0.8722 |
0.0002 |
0.0% |
0.8754 |
| High |
0.8752 |
0.8731 |
-0.0021 |
-0.2% |
0.8857 |
| Low |
0.8698 |
0.8638 |
-0.0060 |
-0.7% |
0.8708 |
| Close |
0.8711 |
0.8646 |
-0.0065 |
-0.7% |
0.8797 |
| Range |
0.0054 |
0.0093 |
0.0039 |
72.2% |
0.0149 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.3% |
0.0000 |
| Volume |
70,840 |
122,455 |
51,615 |
72.9% |
506,157 |
|
| Daily Pivots for day following 03-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8951 |
0.8891 |
0.8697 |
|
| R3 |
0.8858 |
0.8798 |
0.8672 |
|
| R2 |
0.8765 |
0.8765 |
0.8663 |
|
| R1 |
0.8705 |
0.8705 |
0.8655 |
0.8689 |
| PP |
0.8672 |
0.8672 |
0.8672 |
0.8663 |
| S1 |
0.8612 |
0.8612 |
0.8637 |
0.8596 |
| S2 |
0.8579 |
0.8579 |
0.8629 |
|
| S3 |
0.8486 |
0.8519 |
0.8620 |
|
| S4 |
0.8393 |
0.8426 |
0.8595 |
|
|
| 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 |
0.8805 |
0.8638 |
0.0167 |
1.9% |
0.0079 |
0.9% |
5% |
False |
True |
104,029 |
| 10 |
0.8862 |
0.8638 |
0.0224 |
2.6% |
0.0089 |
1.0% |
4% |
False |
True |
106,589 |
| 20 |
0.8996 |
0.8638 |
0.0358 |
4.1% |
0.0090 |
1.0% |
2% |
False |
True |
94,493 |
| 40 |
0.9089 |
0.8489 |
0.0600 |
6.9% |
0.0100 |
1.2% |
26% |
False |
False |
47,965 |
| 60 |
0.9089 |
0.8322 |
0.0767 |
8.9% |
0.0087 |
1.0% |
42% |
False |
False |
32,037 |
| 80 |
0.9089 |
0.8235 |
0.0854 |
9.9% |
0.0074 |
0.9% |
48% |
False |
False |
24,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9126 |
|
2.618 |
0.8974 |
|
1.618 |
0.8881 |
|
1.000 |
0.8824 |
|
0.618 |
0.8788 |
|
HIGH |
0.8731 |
|
0.618 |
0.8695 |
|
0.500 |
0.8685 |
|
0.382 |
0.8674 |
|
LOW |
0.8638 |
|
0.618 |
0.8581 |
|
1.000 |
0.8545 |
|
1.618 |
0.8488 |
|
2.618 |
0.8395 |
|
4.250 |
0.8243 |
|
|
| Fisher Pivots for day following 03-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8685 |
0.8719 |
| PP |
0.8672 |
0.8695 |
| S1 |
0.8659 |
0.8670 |
|