CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 10-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2007 |
10-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8788 |
0.8953 |
0.0165 |
1.9% |
0.8760 |
| High |
0.8957 |
0.8996 |
0.0039 |
0.4% |
0.8957 |
| Low |
0.8767 |
0.8885 |
0.0118 |
1.3% |
0.8707 |
| Close |
0.8941 |
0.8921 |
-0.0020 |
-0.2% |
0.8941 |
| Range |
0.0190 |
0.0111 |
-0.0079 |
-41.6% |
0.0250 |
| ATR |
0.0101 |
0.0102 |
0.0001 |
0.7% |
0.0000 |
| Volume |
14,432 |
26,422 |
11,990 |
83.1% |
31,642 |
|
| Daily Pivots for day following 10-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9267 |
0.9205 |
0.8982 |
|
| R3 |
0.9156 |
0.9094 |
0.8952 |
|
| R2 |
0.9045 |
0.9045 |
0.8941 |
|
| R1 |
0.8983 |
0.8983 |
0.8931 |
0.8959 |
| PP |
0.8934 |
0.8934 |
0.8934 |
0.8922 |
| S1 |
0.8872 |
0.8872 |
0.8911 |
0.8848 |
| S2 |
0.8823 |
0.8823 |
0.8901 |
|
| S3 |
0.8712 |
0.8761 |
0.8890 |
|
| S4 |
0.8601 |
0.8650 |
0.8860 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9618 |
0.9530 |
0.9079 |
|
| R3 |
0.9368 |
0.9280 |
0.9010 |
|
| R2 |
0.9118 |
0.9118 |
0.8987 |
|
| R1 |
0.9030 |
0.9030 |
0.8964 |
0.9074 |
| PP |
0.8868 |
0.8868 |
0.8868 |
0.8891 |
| S1 |
0.8780 |
0.8780 |
0.8918 |
0.8824 |
| S2 |
0.8618 |
0.8618 |
0.8895 |
|
| S3 |
0.8368 |
0.8530 |
0.8872 |
|
| S4 |
0.8118 |
0.8280 |
0.8804 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8996 |
0.8707 |
0.0289 |
3.2% |
0.0107 |
1.2% |
74% |
True |
False |
11,168 |
| 10 |
0.8996 |
0.8699 |
0.0297 |
3.3% |
0.0099 |
1.1% |
75% |
True |
False |
6,313 |
| 20 |
0.9089 |
0.8575 |
0.0514 |
5.8% |
0.0115 |
1.3% |
67% |
False |
False |
3,787 |
| 40 |
0.9089 |
0.8322 |
0.0767 |
8.6% |
0.0094 |
1.0% |
78% |
False |
False |
2,016 |
| 60 |
0.9089 |
0.8235 |
0.0854 |
9.6% |
0.0073 |
0.8% |
80% |
False |
False |
1,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9468 |
|
2.618 |
0.9287 |
|
1.618 |
0.9176 |
|
1.000 |
0.9107 |
|
0.618 |
0.9065 |
|
HIGH |
0.8996 |
|
0.618 |
0.8954 |
|
0.500 |
0.8941 |
|
0.382 |
0.8927 |
|
LOW |
0.8885 |
|
0.618 |
0.8816 |
|
1.000 |
0.8774 |
|
1.618 |
0.8705 |
|
2.618 |
0.8594 |
|
4.250 |
0.8413 |
|
|
| Fisher Pivots for day following 10-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8941 |
0.8908 |
| PP |
0.8934 |
0.8895 |
| S1 |
0.8928 |
0.8882 |
|