CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 01-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2007 |
01-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8444 |
0.8491 |
0.0047 |
0.6% |
0.8266 |
| High |
0.8495 |
0.8555 |
0.0060 |
0.7% |
0.8516 |
| Low |
0.8420 |
0.8455 |
0.0035 |
0.4% |
0.8240 |
| Close |
0.8469 |
0.8487 |
0.0018 |
0.2% |
0.8474 |
| Range |
0.0075 |
0.0100 |
0.0025 |
33.3% |
0.0276 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
3.1% |
0.0000 |
| Volume |
155,131 |
213,838 |
58,707 |
37.8% |
857,241 |
|
| Daily Pivots for day following 01-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8799 |
0.8743 |
0.8542 |
|
| R3 |
0.8699 |
0.8643 |
0.8515 |
|
| R2 |
0.8599 |
0.8599 |
0.8505 |
|
| R1 |
0.8543 |
0.8543 |
0.8496 |
0.8521 |
| PP |
0.8499 |
0.8499 |
0.8499 |
0.8488 |
| S1 |
0.8443 |
0.8443 |
0.8478 |
0.8421 |
| S2 |
0.8399 |
0.8399 |
0.8469 |
|
| S3 |
0.8299 |
0.8343 |
0.8460 |
|
| S4 |
0.8199 |
0.8243 |
0.8432 |
|
|
| Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9238 |
0.9132 |
0.8626 |
|
| R3 |
0.8962 |
0.8856 |
0.8550 |
|
| R2 |
0.8686 |
0.8686 |
0.8525 |
|
| R1 |
0.8580 |
0.8580 |
0.8499 |
0.8633 |
| PP |
0.8410 |
0.8410 |
0.8410 |
0.8437 |
| S1 |
0.8304 |
0.8304 |
0.8449 |
0.8357 |
| S2 |
0.8134 |
0.8134 |
0.8423 |
|
| S3 |
0.7858 |
0.8028 |
0.8398 |
|
| S4 |
0.7582 |
0.7752 |
0.8322 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8555 |
0.8337 |
0.0218 |
2.6% |
0.0098 |
1.2% |
69% |
True |
False |
188,111 |
| 10 |
0.8555 |
0.8226 |
0.0329 |
3.9% |
0.0087 |
1.0% |
79% |
True |
False |
163,568 |
| 20 |
0.8555 |
0.8158 |
0.0397 |
4.7% |
0.0074 |
0.9% |
83% |
True |
False |
147,368 |
| 40 |
0.8555 |
0.8140 |
0.0415 |
4.9% |
0.0060 |
0.7% |
84% |
True |
False |
111,676 |
| 60 |
0.8555 |
0.8140 |
0.0415 |
4.9% |
0.0052 |
0.6% |
84% |
True |
False |
74,796 |
| 80 |
0.8665 |
0.8140 |
0.0525 |
6.2% |
0.0050 |
0.6% |
66% |
False |
False |
56,136 |
| 100 |
0.8800 |
0.8140 |
0.0660 |
7.8% |
0.0050 |
0.6% |
53% |
False |
False |
44,936 |
| 120 |
0.8885 |
0.8140 |
0.0745 |
8.8% |
0.0045 |
0.5% |
47% |
False |
False |
37,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8980 |
|
2.618 |
0.8817 |
|
1.618 |
0.8717 |
|
1.000 |
0.8655 |
|
0.618 |
0.8617 |
|
HIGH |
0.8555 |
|
0.618 |
0.8517 |
|
0.500 |
0.8505 |
|
0.382 |
0.8493 |
|
LOW |
0.8455 |
|
0.618 |
0.8393 |
|
1.000 |
0.8355 |
|
1.618 |
0.8293 |
|
2.618 |
0.8193 |
|
4.250 |
0.8030 |
|
|
| Fisher Pivots for day following 01-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8505 |
0.8488 |
| PP |
0.8499 |
0.8487 |
| S1 |
0.8493 |
0.8487 |
|