CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 28-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2007 |
28-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8403 |
0.8590 |
0.0187 |
2.2% |
0.8498 |
| High |
0.8633 |
0.8594 |
-0.0039 |
-0.5% |
0.8509 |
| Low |
0.8400 |
0.8535 |
0.0135 |
1.6% |
0.8343 |
| Close |
0.8580 |
0.8571 |
-0.0009 |
-0.1% |
0.8384 |
| Range |
0.0233 |
0.0059 |
-0.0174 |
-74.7% |
0.0166 |
| ATR |
0.0065 |
0.0064 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
1,075 |
5,439 |
4,364 |
406.0% |
4,713 |
|
| Daily Pivots for day following 28-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8744 |
0.8716 |
0.8603 |
|
| R3 |
0.8685 |
0.8657 |
0.8587 |
|
| R2 |
0.8626 |
0.8626 |
0.8582 |
|
| R1 |
0.8598 |
0.8598 |
0.8576 |
0.8583 |
| PP |
0.8567 |
0.8567 |
0.8567 |
0.8559 |
| S1 |
0.8539 |
0.8539 |
0.8566 |
0.8524 |
| S2 |
0.8508 |
0.8508 |
0.8560 |
|
| S3 |
0.8449 |
0.8480 |
0.8555 |
|
| S4 |
0.8390 |
0.8421 |
0.8539 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8910 |
0.8813 |
0.8475 |
|
| R3 |
0.8744 |
0.8647 |
0.8430 |
|
| R2 |
0.8578 |
0.8578 |
0.8414 |
|
| R1 |
0.8481 |
0.8481 |
0.8399 |
0.8447 |
| PP |
0.8412 |
0.8412 |
0.8412 |
0.8395 |
| S1 |
0.8315 |
0.8315 |
0.8369 |
0.8281 |
| S2 |
0.8246 |
0.8246 |
0.8354 |
|
| S3 |
0.8080 |
0.8149 |
0.8338 |
|
| S4 |
0.7914 |
0.7983 |
0.8293 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8633 |
0.8343 |
0.0290 |
3.4% |
0.0086 |
1.0% |
79% |
False |
False |
1,713 |
| 10 |
0.8633 |
0.8343 |
0.0290 |
3.4% |
0.0075 |
0.9% |
79% |
False |
False |
1,458 |
| 20 |
0.8633 |
0.8315 |
0.0318 |
3.7% |
0.0060 |
0.7% |
81% |
False |
False |
962 |
| 40 |
0.8645 |
0.8315 |
0.0330 |
3.9% |
0.0051 |
0.6% |
78% |
False |
False |
1,123 |
| 60 |
0.8918 |
0.8315 |
0.0603 |
7.0% |
0.0042 |
0.5% |
42% |
False |
False |
846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8845 |
|
2.618 |
0.8748 |
|
1.618 |
0.8689 |
|
1.000 |
0.8653 |
|
0.618 |
0.8630 |
|
HIGH |
0.8594 |
|
0.618 |
0.8571 |
|
0.500 |
0.8565 |
|
0.382 |
0.8558 |
|
LOW |
0.8535 |
|
0.618 |
0.8499 |
|
1.000 |
0.8476 |
|
1.618 |
0.8440 |
|
2.618 |
0.8381 |
|
4.250 |
0.8284 |
|
|
| Fisher Pivots for day following 28-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8569 |
0.8550 |
| PP |
0.8567 |
0.8529 |
| S1 |
0.8565 |
0.8508 |
|