CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 26-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2007 |
26-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8790 |
0.8807 |
0.0017 |
0.2% |
0.8784 |
| High |
0.8857 |
0.8816 |
-0.0041 |
-0.5% |
0.8862 |
| Low |
0.8782 |
0.8722 |
-0.0060 |
-0.7% |
0.8684 |
| Close |
0.8817 |
0.8746 |
-0.0071 |
-0.8% |
0.8751 |
| Range |
0.0075 |
0.0094 |
0.0019 |
25.3% |
0.0178 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
0.0% |
0.0000 |
| Volume |
127,451 |
117,640 |
-9,811 |
-7.7% |
595,680 |
|
| Daily Pivots for day following 26-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9043 |
0.8989 |
0.8798 |
|
| R3 |
0.8949 |
0.8895 |
0.8772 |
|
| R2 |
0.8855 |
0.8855 |
0.8763 |
|
| R1 |
0.8801 |
0.8801 |
0.8755 |
0.8781 |
| PP |
0.8761 |
0.8761 |
0.8761 |
0.8752 |
| S1 |
0.8707 |
0.8707 |
0.8737 |
0.8687 |
| S2 |
0.8667 |
0.8667 |
0.8729 |
|
| S3 |
0.8573 |
0.8613 |
0.8720 |
|
| S4 |
0.8479 |
0.8519 |
0.8694 |
|
|
| Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9300 |
0.9203 |
0.8849 |
|
| R3 |
0.9122 |
0.9025 |
0.8800 |
|
| R2 |
0.8944 |
0.8944 |
0.8784 |
|
| R1 |
0.8847 |
0.8847 |
0.8767 |
0.8807 |
| PP |
0.8766 |
0.8766 |
0.8766 |
0.8745 |
| S1 |
0.8669 |
0.8669 |
0.8735 |
0.8629 |
| S2 |
0.8588 |
0.8588 |
0.8718 |
|
| S3 |
0.8410 |
0.8491 |
0.8702 |
|
| S4 |
0.8232 |
0.8313 |
0.8653 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8862 |
0.8700 |
0.0162 |
1.9% |
0.0098 |
1.1% |
28% |
False |
False |
109,148 |
| 10 |
0.8870 |
0.8684 |
0.0186 |
2.1% |
0.0092 |
1.0% |
33% |
False |
False |
120,617 |
| 20 |
0.8996 |
0.8684 |
0.0312 |
3.6% |
0.0087 |
1.0% |
20% |
False |
False |
69,113 |
| 40 |
0.9089 |
0.8485 |
0.0604 |
6.9% |
0.0100 |
1.1% |
43% |
False |
False |
34,998 |
| 60 |
0.9089 |
0.8252 |
0.0837 |
9.6% |
0.0085 |
1.0% |
59% |
False |
False |
23,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9216 |
|
2.618 |
0.9062 |
|
1.618 |
0.8968 |
|
1.000 |
0.8910 |
|
0.618 |
0.8874 |
|
HIGH |
0.8816 |
|
0.618 |
0.8780 |
|
0.500 |
0.8769 |
|
0.382 |
0.8758 |
|
LOW |
0.8722 |
|
0.618 |
0.8664 |
|
1.000 |
0.8628 |
|
1.618 |
0.8570 |
|
2.618 |
0.8476 |
|
4.250 |
0.8323 |
|
|
| Fisher Pivots for day following 26-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8769 |
0.8790 |
| PP |
0.8761 |
0.8775 |
| S1 |
0.8754 |
0.8761 |
|