CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 04-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2007 |
04-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8722 |
0.8638 |
-0.0084 |
-1.0% |
0.8754 |
| High |
0.8731 |
0.8675 |
-0.0056 |
-0.6% |
0.8857 |
| Low |
0.8638 |
0.8636 |
-0.0002 |
0.0% |
0.8708 |
| Close |
0.8646 |
0.8657 |
0.0011 |
0.1% |
0.8797 |
| Range |
0.0093 |
0.0039 |
-0.0054 |
-58.1% |
0.0149 |
| ATR |
0.0090 |
0.0086 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
122,455 |
79,381 |
-43,074 |
-35.2% |
506,157 |
|
| Daily Pivots for day following 04-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8773 |
0.8754 |
0.8678 |
|
| R3 |
0.8734 |
0.8715 |
0.8668 |
|
| R2 |
0.8695 |
0.8695 |
0.8664 |
|
| R1 |
0.8676 |
0.8676 |
0.8661 |
0.8686 |
| PP |
0.8656 |
0.8656 |
0.8656 |
0.8661 |
| S1 |
0.8637 |
0.8637 |
0.8653 |
0.8647 |
| S2 |
0.8617 |
0.8617 |
0.8650 |
|
| S3 |
0.8578 |
0.8598 |
0.8646 |
|
| S4 |
0.8539 |
0.8559 |
0.8636 |
|
|
| 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 |
0.8636 |
0.0169 |
2.0% |
0.0075 |
0.9% |
12% |
False |
True |
102,133 |
| 10 |
0.8857 |
0.8636 |
0.0221 |
2.6% |
0.0076 |
0.9% |
10% |
False |
True |
100,170 |
| 20 |
0.8996 |
0.8636 |
0.0360 |
4.2% |
0.0089 |
1.0% |
6% |
False |
True |
98,084 |
| 40 |
0.9089 |
0.8569 |
0.0520 |
6.0% |
0.0098 |
1.1% |
17% |
False |
False |
49,942 |
| 60 |
0.9089 |
0.8322 |
0.0767 |
8.9% |
0.0088 |
1.0% |
44% |
False |
False |
33,358 |
| 80 |
0.9089 |
0.8235 |
0.0854 |
9.9% |
0.0074 |
0.9% |
49% |
False |
False |
25,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8841 |
|
2.618 |
0.8777 |
|
1.618 |
0.8738 |
|
1.000 |
0.8714 |
|
0.618 |
0.8699 |
|
HIGH |
0.8675 |
|
0.618 |
0.8660 |
|
0.500 |
0.8656 |
|
0.382 |
0.8651 |
|
LOW |
0.8636 |
|
0.618 |
0.8612 |
|
1.000 |
0.8597 |
|
1.618 |
0.8573 |
|
2.618 |
0.8534 |
|
4.250 |
0.8470 |
|
|
| Fisher Pivots for day following 04-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8657 |
0.8694 |
| PP |
0.8656 |
0.8682 |
| S1 |
0.8656 |
0.8669 |
|