CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 03-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2007 |
03-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
0.8464 |
0.8439 |
-0.0025 |
-0.3% |
0.8488 |
High |
0.8498 |
0.8527 |
0.0029 |
0.3% |
0.8555 |
Low |
0.8424 |
0.8427 |
0.0003 |
0.0% |
0.8420 |
Close |
0.8445 |
0.8492 |
0.0047 |
0.6% |
0.8492 |
Range |
0.0074 |
0.0100 |
0.0026 |
35.1% |
0.0135 |
ATR |
0.0072 |
0.0074 |
0.0002 |
2.7% |
0.0000 |
Volume |
111,740 |
140,203 |
28,463 |
25.5% |
760,767 |
|
Daily Pivots for day following 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8782 |
0.8737 |
0.8547 |
|
R3 |
0.8682 |
0.8637 |
0.8520 |
|
R2 |
0.8582 |
0.8582 |
0.8510 |
|
R1 |
0.8537 |
0.8537 |
0.8501 |
0.8560 |
PP |
0.8482 |
0.8482 |
0.8482 |
0.8493 |
S1 |
0.8437 |
0.8437 |
0.8483 |
0.8460 |
S2 |
0.8382 |
0.8382 |
0.8474 |
|
S3 |
0.8282 |
0.8337 |
0.8465 |
|
S4 |
0.8182 |
0.8237 |
0.8437 |
|
|
Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8894 |
0.8828 |
0.8566 |
|
R3 |
0.8759 |
0.8693 |
0.8529 |
|
R2 |
0.8624 |
0.8624 |
0.8517 |
|
R1 |
0.8558 |
0.8558 |
0.8504 |
0.8591 |
PP |
0.8489 |
0.8489 |
0.8489 |
0.8506 |
S1 |
0.8423 |
0.8423 |
0.8480 |
0.8456 |
S2 |
0.8354 |
0.8354 |
0.8467 |
|
S3 |
0.8219 |
0.8288 |
0.8455 |
|
S4 |
0.8084 |
0.8153 |
0.8418 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8555 |
0.8420 |
0.0135 |
1.6% |
0.0086 |
1.0% |
53% |
False |
False |
152,153 |
10 |
0.8555 |
0.8240 |
0.0315 |
3.7% |
0.0090 |
1.1% |
80% |
False |
False |
161,800 |
20 |
0.8555 |
0.8158 |
0.0397 |
4.7% |
0.0077 |
0.9% |
84% |
False |
False |
149,079 |
40 |
0.8555 |
0.8140 |
0.0415 |
4.9% |
0.0062 |
0.7% |
85% |
False |
False |
117,090 |
60 |
0.8555 |
0.8140 |
0.0415 |
4.9% |
0.0054 |
0.6% |
85% |
False |
False |
78,994 |
80 |
0.8665 |
0.8140 |
0.0525 |
6.2% |
0.0051 |
0.6% |
67% |
False |
False |
59,284 |
100 |
0.8779 |
0.8140 |
0.0639 |
7.5% |
0.0051 |
0.6% |
55% |
False |
False |
47,455 |
120 |
0.8885 |
0.8140 |
0.0745 |
8.8% |
0.0046 |
0.5% |
47% |
False |
False |
39,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8952 |
2.618 |
0.8789 |
1.618 |
0.8689 |
1.000 |
0.8627 |
0.618 |
0.8589 |
HIGH |
0.8527 |
0.618 |
0.8489 |
0.500 |
0.8477 |
0.382 |
0.8465 |
LOW |
0.8427 |
0.618 |
0.8365 |
1.000 |
0.8327 |
1.618 |
0.8265 |
2.618 |
0.8165 |
4.250 |
0.8002 |
|
|
Fisher Pivots for day following 03-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8487 |
0.8491 |
PP |
0.8482 |
0.8490 |
S1 |
0.8477 |
0.8490 |
|