CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 12-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2007 |
12-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8635 |
0.8559 |
-0.0076 |
-0.9% |
0.8692 |
| High |
0.8646 |
0.8639 |
-0.0007 |
-0.1% |
0.8799 |
| Low |
0.8556 |
0.8546 |
-0.0010 |
-0.1% |
0.8556 |
| Close |
0.8572 |
0.8609 |
0.0037 |
0.4% |
0.8572 |
| Range |
0.0090 |
0.0093 |
0.0003 |
3.3% |
0.0243 |
| ATR |
0.0083 |
0.0083 |
0.0001 |
0.9% |
0.0000 |
| Volume |
19,064 |
29,289 |
10,225 |
53.6% |
67,116 |
|
| Daily Pivots for day following 12-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8877 |
0.8836 |
0.8660 |
|
| R3 |
0.8784 |
0.8743 |
0.8635 |
|
| R2 |
0.8691 |
0.8691 |
0.8626 |
|
| R1 |
0.8650 |
0.8650 |
0.8618 |
0.8671 |
| PP |
0.8598 |
0.8598 |
0.8598 |
0.8608 |
| S1 |
0.8557 |
0.8557 |
0.8600 |
0.8578 |
| S2 |
0.8505 |
0.8505 |
0.8592 |
|
| S3 |
0.8412 |
0.8464 |
0.8583 |
|
| S4 |
0.8319 |
0.8371 |
0.8558 |
|
|
| 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 |
0.8795 |
0.8546 |
0.0249 |
2.9% |
0.0101 |
1.2% |
25% |
False |
True |
18,486 |
| 10 |
0.8799 |
0.8400 |
0.0399 |
4.6% |
0.0115 |
1.3% |
52% |
False |
False |
10,897 |
| 20 |
0.8799 |
0.8343 |
0.0456 |
5.3% |
0.0084 |
1.0% |
58% |
False |
False |
5,887 |
| 40 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0064 |
0.7% |
61% |
False |
False |
3,641 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0052 |
0.6% |
61% |
False |
False |
2,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9034 |
|
2.618 |
0.8882 |
|
1.618 |
0.8789 |
|
1.000 |
0.8732 |
|
0.618 |
0.8696 |
|
HIGH |
0.8639 |
|
0.618 |
0.8603 |
|
0.500 |
0.8593 |
|
0.382 |
0.8582 |
|
LOW |
0.8546 |
|
0.618 |
0.8489 |
|
1.000 |
0.8453 |
|
1.618 |
0.8396 |
|
2.618 |
0.8303 |
|
4.250 |
0.8151 |
|
|
| Fisher Pivots for day following 12-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8604 |
0.8655 |
| PP |
0.8598 |
0.8640 |
| S1 |
0.8593 |
0.8624 |
|