CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 05-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2007 |
05-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8627 |
0.8692 |
0.0065 |
0.8% |
0.8385 |
| High |
0.8707 |
0.8799 |
0.0092 |
1.1% |
0.8707 |
| Low |
0.8602 |
0.8692 |
0.0090 |
1.0% |
0.8382 |
| Close |
0.8680 |
0.8749 |
0.0069 |
0.8% |
0.8680 |
| Range |
0.0105 |
0.0107 |
0.0002 |
1.9% |
0.0325 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
4.6% |
0.0000 |
| Volume |
4,136 |
3,975 |
-161 |
-3.9% |
13,235 |
|
| Daily Pivots for day following 05-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9068 |
0.9015 |
0.8808 |
|
| R3 |
0.8961 |
0.8908 |
0.8778 |
|
| R2 |
0.8854 |
0.8854 |
0.8769 |
|
| R1 |
0.8801 |
0.8801 |
0.8759 |
0.8828 |
| PP |
0.8747 |
0.8747 |
0.8747 |
0.8760 |
| S1 |
0.8694 |
0.8694 |
0.8739 |
0.8721 |
| S2 |
0.8640 |
0.8640 |
0.8729 |
|
| S3 |
0.8533 |
0.8587 |
0.8720 |
|
| S4 |
0.8426 |
0.8480 |
0.8690 |
|
|
| 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 |
0.8799 |
0.8400 |
0.0399 |
4.6% |
0.0128 |
1.5% |
87% |
True |
False |
3,309 |
| 10 |
0.8799 |
0.8343 |
0.0456 |
5.2% |
0.0095 |
1.1% |
89% |
True |
False |
2,100 |
| 20 |
0.8799 |
0.8315 |
0.0484 |
5.5% |
0.0070 |
0.8% |
90% |
True |
False |
1,389 |
| 40 |
0.8799 |
0.8315 |
0.0484 |
5.5% |
0.0056 |
0.6% |
90% |
True |
False |
1,360 |
| 60 |
0.8901 |
0.8315 |
0.0586 |
6.7% |
0.0047 |
0.5% |
74% |
False |
False |
1,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9254 |
|
2.618 |
0.9079 |
|
1.618 |
0.8972 |
|
1.000 |
0.8906 |
|
0.618 |
0.8865 |
|
HIGH |
0.8799 |
|
0.618 |
0.8758 |
|
0.500 |
0.8746 |
|
0.382 |
0.8733 |
|
LOW |
0.8692 |
|
0.618 |
0.8626 |
|
1.000 |
0.8585 |
|
1.618 |
0.8519 |
|
2.618 |
0.8412 |
|
4.250 |
0.8237 |
|
|
| Fisher Pivots for day following 05-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8748 |
0.8721 |
| PP |
0.8747 |
0.8692 |
| S1 |
0.8746 |
0.8664 |
|