CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 05-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2007 |
05-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8638 |
0.8664 |
0.0026 |
0.3% |
0.8800 |
| High |
0.8675 |
0.8667 |
-0.0008 |
-0.1% |
0.8800 |
| Low |
0.8636 |
0.8597 |
-0.0039 |
-0.5% |
0.8597 |
| Close |
0.8657 |
0.8623 |
-0.0034 |
-0.4% |
0.8623 |
| Range |
0.0039 |
0.0070 |
0.0031 |
79.5% |
0.0203 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
79,381 |
97,133 |
17,752 |
22.4% |
493,607 |
|
| Daily Pivots for day following 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8839 |
0.8801 |
0.8662 |
|
| R3 |
0.8769 |
0.8731 |
0.8642 |
|
| R2 |
0.8699 |
0.8699 |
0.8636 |
|
| R1 |
0.8661 |
0.8661 |
0.8629 |
0.8645 |
| PP |
0.8629 |
0.8629 |
0.8629 |
0.8621 |
| S1 |
0.8591 |
0.8591 |
0.8617 |
0.8575 |
| S2 |
0.8559 |
0.8559 |
0.8610 |
|
| S3 |
0.8489 |
0.8521 |
0.8604 |
|
| S4 |
0.8419 |
0.8451 |
0.8585 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9282 |
0.9156 |
0.8735 |
|
| R3 |
0.9079 |
0.8953 |
0.8679 |
|
| R2 |
0.8876 |
0.8876 |
0.8660 |
|
| R1 |
0.8750 |
0.8750 |
0.8642 |
0.8712 |
| PP |
0.8673 |
0.8673 |
0.8673 |
0.8654 |
| S1 |
0.8547 |
0.8547 |
0.8604 |
0.8509 |
| S2 |
0.8470 |
0.8470 |
0.8586 |
|
| S3 |
0.8267 |
0.8344 |
0.8567 |
|
| S4 |
0.8064 |
0.8141 |
0.8511 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8800 |
0.8597 |
0.0203 |
2.4% |
0.0073 |
0.8% |
13% |
False |
True |
98,721 |
| 10 |
0.8857 |
0.8597 |
0.0260 |
3.0% |
0.0074 |
0.9% |
10% |
False |
True |
99,976 |
| 20 |
0.8996 |
0.8597 |
0.0399 |
4.6% |
0.0083 |
1.0% |
7% |
False |
True |
102,220 |
| 40 |
0.9089 |
0.8572 |
0.0517 |
6.0% |
0.0097 |
1.1% |
10% |
False |
False |
52,358 |
| 60 |
0.9089 |
0.8322 |
0.0767 |
8.9% |
0.0088 |
1.0% |
39% |
False |
False |
34,977 |
| 80 |
0.9089 |
0.8235 |
0.0854 |
9.9% |
0.0074 |
0.9% |
45% |
False |
False |
26,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8965 |
|
2.618 |
0.8850 |
|
1.618 |
0.8780 |
|
1.000 |
0.8737 |
|
0.618 |
0.8710 |
|
HIGH |
0.8667 |
|
0.618 |
0.8640 |
|
0.500 |
0.8632 |
|
0.382 |
0.8624 |
|
LOW |
0.8597 |
|
0.618 |
0.8554 |
|
1.000 |
0.8527 |
|
1.618 |
0.8484 |
|
2.618 |
0.8414 |
|
4.250 |
0.8300 |
|
|
| Fisher Pivots for day following 05-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8632 |
0.8664 |
| PP |
0.8629 |
0.8650 |
| S1 |
0.8626 |
0.8637 |
|