CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 17-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8784 |
0.8784 |
0.0000 |
0.0% |
0.8953 |
| High |
0.8846 |
0.8822 |
-0.0024 |
-0.3% |
0.8996 |
| Low |
0.8764 |
0.8765 |
0.0001 |
0.0% |
0.8760 |
| Close |
0.8784 |
0.8784 |
0.0000 |
0.0% |
0.8784 |
| Range |
0.0082 |
0.0057 |
-0.0025 |
-30.5% |
0.0236 |
| ATR |
0.0096 |
0.0094 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
162,225 |
98,740 |
-63,485 |
-39.1% |
448,956 |
|
| Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8961 |
0.8930 |
0.8815 |
|
| R3 |
0.8904 |
0.8873 |
0.8800 |
|
| R2 |
0.8847 |
0.8847 |
0.8794 |
|
| R1 |
0.8816 |
0.8816 |
0.8789 |
0.8813 |
| PP |
0.8790 |
0.8790 |
0.8790 |
0.8789 |
| S1 |
0.8759 |
0.8759 |
0.8779 |
0.8756 |
| S2 |
0.8733 |
0.8733 |
0.8774 |
|
| S3 |
0.8676 |
0.8702 |
0.8768 |
|
| S4 |
0.8619 |
0.8645 |
0.8753 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9555 |
0.9405 |
0.8914 |
|
| R3 |
0.9319 |
0.9169 |
0.8849 |
|
| R2 |
0.9083 |
0.9083 |
0.8827 |
|
| R1 |
0.8933 |
0.8933 |
0.8806 |
0.8890 |
| PP |
0.8847 |
0.8847 |
0.8847 |
0.8825 |
| S1 |
0.8697 |
0.8697 |
0.8762 |
0.8654 |
| S2 |
0.8611 |
0.8611 |
0.8741 |
|
| S3 |
0.8375 |
0.8461 |
0.8719 |
|
| S4 |
0.8139 |
0.8225 |
0.8654 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8931 |
0.8760 |
0.0171 |
1.9% |
0.0075 |
0.9% |
14% |
False |
False |
104,254 |
| 10 |
0.8996 |
0.8707 |
0.0289 |
3.3% |
0.0091 |
1.0% |
27% |
False |
False |
57,711 |
| 20 |
0.8996 |
0.8657 |
0.0339 |
3.9% |
0.0090 |
1.0% |
37% |
False |
False |
29,544 |
| 40 |
0.9089 |
0.8420 |
0.0669 |
7.6% |
0.0097 |
1.1% |
54% |
False |
False |
15,044 |
| 60 |
0.9089 |
0.8245 |
0.0844 |
9.6% |
0.0078 |
0.9% |
64% |
False |
False |
10,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9064 |
|
2.618 |
0.8971 |
|
1.618 |
0.8914 |
|
1.000 |
0.8879 |
|
0.618 |
0.8857 |
|
HIGH |
0.8822 |
|
0.618 |
0.8800 |
|
0.500 |
0.8794 |
|
0.382 |
0.8787 |
|
LOW |
0.8765 |
|
0.618 |
0.8730 |
|
1.000 |
0.8708 |
|
1.618 |
0.8673 |
|
2.618 |
0.8616 |
|
4.250 |
0.8523 |
|
|
| Fisher Pivots for day following 17-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8794 |
0.8815 |
| PP |
0.8790 |
0.8805 |
| S1 |
0.8787 |
0.8794 |
|