CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 05-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2007 |
05-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8760 |
0.8725 |
-0.0035 |
-0.4% |
0.8708 |
| High |
0.8787 |
0.8815 |
0.0028 |
0.3% |
0.8900 |
| Low |
0.8711 |
0.8707 |
-0.0004 |
0.0% |
0.8685 |
| Close |
0.8727 |
0.8808 |
0.0081 |
0.9% |
0.8750 |
| Range |
0.0076 |
0.0108 |
0.0032 |
42.1% |
0.0215 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
0.8% |
0.0000 |
| Volume |
2,539 |
4,896 |
2,357 |
92.8% |
5,767 |
|
| Daily Pivots for day following 05-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9101 |
0.9062 |
0.8867 |
|
| R3 |
0.8993 |
0.8954 |
0.8838 |
|
| R2 |
0.8885 |
0.8885 |
0.8828 |
|
| R1 |
0.8846 |
0.8846 |
0.8818 |
0.8866 |
| PP |
0.8777 |
0.8777 |
0.8777 |
0.8786 |
| S1 |
0.8738 |
0.8738 |
0.8798 |
0.8758 |
| S2 |
0.8669 |
0.8669 |
0.8788 |
|
| S3 |
0.8561 |
0.8630 |
0.8778 |
|
| S4 |
0.8453 |
0.8522 |
0.8749 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9423 |
0.9302 |
0.8868 |
|
| R3 |
0.9208 |
0.9087 |
0.8809 |
|
| R2 |
0.8993 |
0.8993 |
0.8789 |
|
| R1 |
0.8872 |
0.8872 |
0.8770 |
0.8933 |
| PP |
0.8778 |
0.8778 |
0.8778 |
0.8809 |
| S1 |
0.8657 |
0.8657 |
0.8730 |
0.8718 |
| S2 |
0.8563 |
0.8563 |
0.8711 |
|
| S3 |
0.8348 |
0.8442 |
0.8691 |
|
| S4 |
0.8133 |
0.8227 |
0.8632 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8815 |
0.8699 |
0.0116 |
1.3% |
0.0070 |
0.8% |
94% |
True |
False |
2,507 |
| 10 |
0.8900 |
0.8657 |
0.0243 |
2.8% |
0.0089 |
1.0% |
62% |
False |
False |
1,980 |
| 20 |
0.9089 |
0.8489 |
0.0600 |
6.8% |
0.0111 |
1.3% |
53% |
False |
False |
1,437 |
| 40 |
0.9089 |
0.8322 |
0.0767 |
8.7% |
0.0086 |
1.0% |
63% |
False |
False |
809 |
| 60 |
0.9089 |
0.8235 |
0.0854 |
9.7% |
0.0069 |
0.8% |
67% |
False |
False |
635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9274 |
|
2.618 |
0.9098 |
|
1.618 |
0.8990 |
|
1.000 |
0.8923 |
|
0.618 |
0.8882 |
|
HIGH |
0.8815 |
|
0.618 |
0.8774 |
|
0.500 |
0.8761 |
|
0.382 |
0.8748 |
|
LOW |
0.8707 |
|
0.618 |
0.8640 |
|
1.000 |
0.8599 |
|
1.618 |
0.8532 |
|
2.618 |
0.8424 |
|
4.250 |
0.8248 |
|
|
| Fisher Pivots for day following 05-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8792 |
0.8792 |
| PP |
0.8777 |
0.8777 |
| S1 |
0.8761 |
0.8761 |
|