CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 14-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2007 |
14-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8607 |
0.8709 |
0.0102 |
1.2% |
0.8692 |
| High |
0.8706 |
0.8745 |
0.0039 |
0.4% |
0.8799 |
| Low |
0.8597 |
0.8644 |
0.0047 |
0.5% |
0.8556 |
| Close |
0.8688 |
0.8673 |
-0.0015 |
-0.2% |
0.8572 |
| Range |
0.0109 |
0.0101 |
-0.0008 |
-7.3% |
0.0243 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
1.3% |
0.0000 |
| Volume |
68,683 |
72,658 |
3,975 |
5.8% |
67,116 |
|
| Daily Pivots for day following 14-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8990 |
0.8933 |
0.8729 |
|
| R3 |
0.8889 |
0.8832 |
0.8701 |
|
| R2 |
0.8788 |
0.8788 |
0.8692 |
|
| R1 |
0.8731 |
0.8731 |
0.8682 |
0.8709 |
| PP |
0.8687 |
0.8687 |
0.8687 |
0.8677 |
| S1 |
0.8630 |
0.8630 |
0.8664 |
0.8608 |
| S2 |
0.8586 |
0.8586 |
0.8654 |
|
| S3 |
0.8485 |
0.8529 |
0.8645 |
|
| S4 |
0.8384 |
0.8428 |
0.8617 |
|
|
| 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 |
0.8764 |
0.8546 |
0.0218 |
2.5% |
0.0107 |
1.2% |
58% |
False |
False |
39,428 |
| 10 |
0.8799 |
0.8528 |
0.0271 |
3.1% |
0.0107 |
1.2% |
54% |
False |
False |
24,380 |
| 20 |
0.8799 |
0.8343 |
0.0456 |
5.3% |
0.0091 |
1.0% |
72% |
False |
False |
12,919 |
| 40 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0068 |
0.8% |
74% |
False |
False |
7,163 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0055 |
0.6% |
74% |
False |
False |
4,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9174 |
|
2.618 |
0.9009 |
|
1.618 |
0.8908 |
|
1.000 |
0.8846 |
|
0.618 |
0.8807 |
|
HIGH |
0.8745 |
|
0.618 |
0.8706 |
|
0.500 |
0.8695 |
|
0.382 |
0.8683 |
|
LOW |
0.8644 |
|
0.618 |
0.8582 |
|
1.000 |
0.8543 |
|
1.618 |
0.8481 |
|
2.618 |
0.8380 |
|
4.250 |
0.8215 |
|
|
| Fisher Pivots for day following 14-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8695 |
0.8664 |
| PP |
0.8687 |
0.8655 |
| S1 |
0.8680 |
0.8646 |
|