CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 09-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2007 |
09-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8707 |
0.8635 |
-0.0072 |
-0.8% |
0.8692 |
| High |
0.8764 |
0.8646 |
-0.0118 |
-1.3% |
0.8799 |
| Low |
0.8622 |
0.8556 |
-0.0066 |
-0.8% |
0.8556 |
| Close |
0.8647 |
0.8572 |
-0.0075 |
-0.9% |
0.8572 |
| Range |
0.0142 |
0.0090 |
-0.0052 |
-36.6% |
0.0243 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
0.8% |
0.0000 |
| Volume |
7,449 |
19,064 |
11,615 |
155.9% |
67,116 |
|
| Daily Pivots for day following 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8861 |
0.8807 |
0.8622 |
|
| R3 |
0.8771 |
0.8717 |
0.8597 |
|
| R2 |
0.8681 |
0.8681 |
0.8589 |
|
| R1 |
0.8627 |
0.8627 |
0.8580 |
0.8609 |
| PP |
0.8591 |
0.8591 |
0.8591 |
0.8583 |
| S1 |
0.8537 |
0.8537 |
0.8564 |
0.8519 |
| S2 |
0.8501 |
0.8501 |
0.8556 |
|
| S3 |
0.8411 |
0.8447 |
0.8547 |
|
| S4 |
0.8321 |
0.8357 |
0.8523 |
|
|
| Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9371 |
0.9215 |
0.8706 |
|
| R3 |
0.9128 |
0.8972 |
0.8639 |
|
| R2 |
0.8885 |
0.8885 |
0.8617 |
|
| R1 |
0.8729 |
0.8729 |
0.8594 |
0.8686 |
| PP |
0.8642 |
0.8642 |
0.8642 |
0.8621 |
| S1 |
0.8486 |
0.8486 |
0.8550 |
0.8443 |
| S2 |
0.8399 |
0.8399 |
0.8527 |
|
| S3 |
0.8156 |
0.8243 |
0.8505 |
|
| S4 |
0.7913 |
0.8000 |
0.8438 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8799 |
0.8556 |
0.0243 |
2.8% |
0.0104 |
1.2% |
7% |
False |
True |
13,423 |
| 10 |
0.8799 |
0.8382 |
0.0417 |
4.9% |
0.0110 |
1.3% |
46% |
False |
False |
8,035 |
| 20 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0082 |
1.0% |
53% |
False |
False |
4,452 |
| 40 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0063 |
0.7% |
53% |
False |
False |
2,922 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0052 |
0.6% |
53% |
False |
False |
2,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9029 |
|
2.618 |
0.8882 |
|
1.618 |
0.8792 |
|
1.000 |
0.8736 |
|
0.618 |
0.8702 |
|
HIGH |
0.8646 |
|
0.618 |
0.8612 |
|
0.500 |
0.8601 |
|
0.382 |
0.8590 |
|
LOW |
0.8556 |
|
0.618 |
0.8500 |
|
1.000 |
0.8466 |
|
1.618 |
0.8410 |
|
2.618 |
0.8320 |
|
4.250 |
0.8174 |
|
|
| Fisher Pivots for day following 09-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8601 |
0.8660 |
| PP |
0.8591 |
0.8631 |
| S1 |
0.8582 |
0.8601 |
|