CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 06-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2007 |
06-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8692 |
0.8790 |
0.0098 |
1.1% |
0.8385 |
| High |
0.8799 |
0.8795 |
-0.0004 |
0.0% |
0.8707 |
| Low |
0.8692 |
0.8681 |
-0.0011 |
-0.1% |
0.8382 |
| Close |
0.8749 |
0.8687 |
-0.0062 |
-0.7% |
0.8680 |
| Range |
0.0107 |
0.0114 |
0.0007 |
6.5% |
0.0325 |
| ATR |
0.0075 |
0.0078 |
0.0003 |
3.6% |
0.0000 |
| Volume |
3,975 |
29,622 |
25,647 |
645.2% |
13,235 |
|
| Daily Pivots for day following 06-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9063 |
0.8989 |
0.8750 |
|
| R3 |
0.8949 |
0.8875 |
0.8718 |
|
| R2 |
0.8835 |
0.8835 |
0.8708 |
|
| R1 |
0.8761 |
0.8761 |
0.8697 |
0.8741 |
| PP |
0.8721 |
0.8721 |
0.8721 |
0.8711 |
| S1 |
0.8647 |
0.8647 |
0.8677 |
0.8627 |
| S2 |
0.8607 |
0.8607 |
0.8666 |
|
| S3 |
0.8493 |
0.8533 |
0.8656 |
|
| S4 |
0.8379 |
0.8419 |
0.8624 |
|
|
| 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 |
0.8528 |
0.0271 |
3.1% |
0.0105 |
1.2% |
59% |
False |
False |
9,019 |
| 10 |
0.8799 |
0.8343 |
0.0456 |
5.2% |
0.0100 |
1.1% |
75% |
False |
False |
4,902 |
| 20 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0074 |
0.9% |
77% |
False |
False |
2,858 |
| 40 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0058 |
0.7% |
77% |
False |
False |
2,094 |
| 60 |
0.8882 |
0.8315 |
0.0567 |
6.5% |
0.0048 |
0.6% |
66% |
False |
False |
1,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9280 |
|
2.618 |
0.9093 |
|
1.618 |
0.8979 |
|
1.000 |
0.8909 |
|
0.618 |
0.8865 |
|
HIGH |
0.8795 |
|
0.618 |
0.8751 |
|
0.500 |
0.8738 |
|
0.382 |
0.8725 |
|
LOW |
0.8681 |
|
0.618 |
0.8611 |
|
1.000 |
0.8567 |
|
1.618 |
0.8497 |
|
2.618 |
0.8383 |
|
4.250 |
0.8197 |
|
|
| Fisher Pivots for day following 06-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8738 |
0.8701 |
| PP |
0.8721 |
0.8696 |
| S1 |
0.8704 |
0.8692 |
|