CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 21-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2007 |
21-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8604 |
0.8623 |
0.0019 |
0.2% |
0.8559 |
| High |
0.8651 |
0.8633 |
-0.0018 |
-0.2% |
0.8745 |
| Low |
0.8569 |
0.8574 |
0.0005 |
0.1% |
0.8546 |
| Close |
0.8626 |
0.8610 |
-0.0016 |
-0.2% |
0.8666 |
| Range |
0.0082 |
0.0059 |
-0.0023 |
-28.0% |
0.0199 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
84,595 |
99,974 |
15,379 |
18.2% |
555,604 |
|
| Daily Pivots for day following 21-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8783 |
0.8755 |
0.8642 |
|
| R3 |
0.8724 |
0.8696 |
0.8626 |
|
| R2 |
0.8665 |
0.8665 |
0.8621 |
|
| R1 |
0.8637 |
0.8637 |
0.8615 |
0.8622 |
| PP |
0.8606 |
0.8606 |
0.8606 |
0.8598 |
| S1 |
0.8578 |
0.8578 |
0.8605 |
0.8563 |
| S2 |
0.8547 |
0.8547 |
0.8599 |
|
| S3 |
0.8488 |
0.8519 |
0.8594 |
|
| S4 |
0.8429 |
0.8460 |
0.8578 |
|
|
| Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9249 |
0.9157 |
0.8775 |
|
| R3 |
0.9050 |
0.8958 |
0.8721 |
|
| R2 |
0.8851 |
0.8851 |
0.8702 |
|
| R1 |
0.8759 |
0.8759 |
0.8684 |
0.8805 |
| PP |
0.8652 |
0.8652 |
0.8652 |
0.8676 |
| S1 |
0.8560 |
0.8560 |
0.8648 |
0.8606 |
| S2 |
0.8453 |
0.8453 |
0.8630 |
|
| S3 |
0.8254 |
0.8361 |
0.8611 |
|
| S4 |
0.8055 |
0.8162 |
0.8557 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8702 |
0.8569 |
0.0133 |
1.5% |
0.0077 |
0.9% |
31% |
False |
False |
131,776 |
| 10 |
0.8764 |
0.8546 |
0.0218 |
2.5% |
0.0092 |
1.1% |
29% |
False |
False |
85,602 |
| 20 |
0.8799 |
0.8343 |
0.0456 |
5.3% |
0.0094 |
1.1% |
59% |
False |
False |
45,562 |
| 40 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0072 |
0.8% |
61% |
False |
False |
23,092 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0060 |
0.7% |
61% |
False |
False |
15,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8884 |
|
2.618 |
0.8787 |
|
1.618 |
0.8728 |
|
1.000 |
0.8692 |
|
0.618 |
0.8669 |
|
HIGH |
0.8633 |
|
0.618 |
0.8610 |
|
0.500 |
0.8604 |
|
0.382 |
0.8597 |
|
LOW |
0.8574 |
|
0.618 |
0.8538 |
|
1.000 |
0.8515 |
|
1.618 |
0.8479 |
|
2.618 |
0.8420 |
|
4.250 |
0.8323 |
|
|
| Fisher Pivots for day following 21-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8608 |
0.8636 |
| PP |
0.8606 |
0.8627 |
| S1 |
0.8604 |
0.8619 |
|