CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 02-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2007 |
02-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8546 |
0.8627 |
0.0081 |
0.9% |
0.8385 |
| High |
0.8666 |
0.8707 |
0.0041 |
0.5% |
0.8707 |
| Low |
0.8528 |
0.8602 |
0.0074 |
0.9% |
0.8382 |
| Close |
0.8621 |
0.8680 |
0.0059 |
0.7% |
0.8680 |
| Range |
0.0138 |
0.0105 |
-0.0033 |
-23.9% |
0.0325 |
| ATR |
0.0070 |
0.0072 |
0.0003 |
3.6% |
0.0000 |
| Volume |
1,924 |
4,136 |
2,212 |
115.0% |
13,235 |
|
| Daily Pivots for day following 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8978 |
0.8934 |
0.8738 |
|
| R3 |
0.8873 |
0.8829 |
0.8709 |
|
| R2 |
0.8768 |
0.8768 |
0.8699 |
|
| R1 |
0.8724 |
0.8724 |
0.8690 |
0.8746 |
| PP |
0.8663 |
0.8663 |
0.8663 |
0.8674 |
| S1 |
0.8619 |
0.8619 |
0.8670 |
0.8641 |
| S2 |
0.8558 |
0.8558 |
0.8661 |
|
| S3 |
0.8453 |
0.8514 |
0.8651 |
|
| S4 |
0.8348 |
0.8409 |
0.8622 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9565 |
0.9447 |
0.8859 |
|
| R3 |
0.9240 |
0.9122 |
0.8769 |
|
| R2 |
0.8915 |
0.8915 |
0.8740 |
|
| R1 |
0.8797 |
0.8797 |
0.8710 |
0.8856 |
| PP |
0.8590 |
0.8590 |
0.8590 |
0.8619 |
| S1 |
0.8472 |
0.8472 |
0.8650 |
0.8531 |
| S2 |
0.8265 |
0.8265 |
0.8620 |
|
| S3 |
0.7940 |
0.8147 |
0.8591 |
|
| S4 |
0.7615 |
0.7822 |
0.8501 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8707 |
0.8382 |
0.0325 |
3.7% |
0.0116 |
1.3% |
92% |
True |
False |
2,647 |
| 10 |
0.8707 |
0.8343 |
0.0364 |
4.2% |
0.0087 |
1.0% |
93% |
True |
False |
1,794 |
| 20 |
0.8707 |
0.8315 |
0.0392 |
4.5% |
0.0068 |
0.8% |
93% |
True |
False |
1,203 |
| 40 |
0.8707 |
0.8315 |
0.0392 |
4.5% |
0.0055 |
0.6% |
93% |
True |
False |
1,270 |
| 60 |
0.8914 |
0.8315 |
0.0599 |
6.9% |
0.0045 |
0.5% |
61% |
False |
False |
946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9153 |
|
2.618 |
0.8982 |
|
1.618 |
0.8877 |
|
1.000 |
0.8812 |
|
0.618 |
0.8772 |
|
HIGH |
0.8707 |
|
0.618 |
0.8667 |
|
0.500 |
0.8655 |
|
0.382 |
0.8642 |
|
LOW |
0.8602 |
|
0.618 |
0.8537 |
|
1.000 |
0.8497 |
|
1.618 |
0.8432 |
|
2.618 |
0.8327 |
|
4.250 |
0.8156 |
|
|
| Fisher Pivots for day following 02-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8672 |
0.8659 |
| PP |
0.8663 |
0.8638 |
| S1 |
0.8655 |
0.8618 |
|