CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 19-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2007 |
19-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8790 |
0.8711 |
-0.0079 |
-0.9% |
0.8953 |
| High |
0.8810 |
0.8738 |
-0.0072 |
-0.8% |
0.8996 |
| Low |
0.8684 |
0.8685 |
0.0001 |
0.0% |
0.8760 |
| Close |
0.8735 |
0.8704 |
-0.0031 |
-0.4% |
0.8784 |
| Range |
0.0126 |
0.0053 |
-0.0073 |
-57.9% |
0.0236 |
| ATR |
0.0096 |
0.0093 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
139,607 |
114,692 |
-24,915 |
-17.8% |
448,956 |
|
| Daily Pivots for day following 19-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8868 |
0.8839 |
0.8733 |
|
| R3 |
0.8815 |
0.8786 |
0.8719 |
|
| R2 |
0.8762 |
0.8762 |
0.8714 |
|
| R1 |
0.8733 |
0.8733 |
0.8709 |
0.8721 |
| PP |
0.8709 |
0.8709 |
0.8709 |
0.8703 |
| S1 |
0.8680 |
0.8680 |
0.8699 |
0.8668 |
| S2 |
0.8656 |
0.8656 |
0.8694 |
|
| S3 |
0.8603 |
0.8627 |
0.8689 |
|
| S4 |
0.8550 |
0.8574 |
0.8675 |
|
|
| 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 |
0.8870 |
0.8684 |
0.0186 |
2.1% |
0.0086 |
1.0% |
11% |
False |
False |
132,085 |
| 10 |
0.8996 |
0.8684 |
0.0312 |
3.6% |
0.0091 |
1.0% |
6% |
False |
False |
82,398 |
| 20 |
0.8996 |
0.8657 |
0.0339 |
3.9% |
0.0090 |
1.0% |
14% |
False |
False |
42,189 |
| 40 |
0.9089 |
0.8433 |
0.0656 |
7.5% |
0.0098 |
1.1% |
41% |
False |
False |
21,396 |
| 60 |
0.9089 |
0.8252 |
0.0837 |
9.6% |
0.0080 |
0.9% |
54% |
False |
False |
14,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8963 |
|
2.618 |
0.8877 |
|
1.618 |
0.8824 |
|
1.000 |
0.8791 |
|
0.618 |
0.8771 |
|
HIGH |
0.8738 |
|
0.618 |
0.8718 |
|
0.500 |
0.8712 |
|
0.382 |
0.8705 |
|
LOW |
0.8685 |
|
0.618 |
0.8652 |
|
1.000 |
0.8632 |
|
1.618 |
0.8599 |
|
2.618 |
0.8546 |
|
4.250 |
0.8460 |
|
|
| Fisher Pivots for day following 19-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8712 |
0.8753 |
| PP |
0.8709 |
0.8737 |
| S1 |
0.8707 |
0.8720 |
|