CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 22-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2007 |
22-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8623 |
0.8605 |
-0.0018 |
-0.2% |
0.8559 |
| High |
0.8633 |
0.8622 |
-0.0011 |
-0.1% |
0.8745 |
| Low |
0.8574 |
0.8545 |
-0.0029 |
-0.3% |
0.8546 |
| Close |
0.8610 |
0.8556 |
-0.0054 |
-0.6% |
0.8666 |
| Range |
0.0059 |
0.0077 |
0.0018 |
30.5% |
0.0199 |
| ATR |
0.0085 |
0.0085 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
99,974 |
94,781 |
-5,193 |
-5.2% |
555,604 |
|
| Daily Pivots for day following 22-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8805 |
0.8758 |
0.8598 |
|
| R3 |
0.8728 |
0.8681 |
0.8577 |
|
| R2 |
0.8651 |
0.8651 |
0.8570 |
|
| R1 |
0.8604 |
0.8604 |
0.8563 |
0.8589 |
| PP |
0.8574 |
0.8574 |
0.8574 |
0.8567 |
| S1 |
0.8527 |
0.8527 |
0.8549 |
0.8512 |
| S2 |
0.8497 |
0.8497 |
0.8542 |
|
| S3 |
0.8420 |
0.8450 |
0.8535 |
|
| S4 |
0.8343 |
0.8373 |
0.8514 |
|
|
| 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 |
0.8545 |
0.0157 |
1.8% |
0.0081 |
1.0% |
7% |
False |
True |
118,357 |
| 10 |
0.8745 |
0.8545 |
0.0200 |
2.3% |
0.0086 |
1.0% |
6% |
False |
True |
94,335 |
| 20 |
0.8799 |
0.8347 |
0.0452 |
5.3% |
0.0095 |
1.1% |
46% |
False |
False |
50,264 |
| 40 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0073 |
0.8% |
50% |
False |
False |
25,450 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0061 |
0.7% |
50% |
False |
False |
17,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8949 |
|
2.618 |
0.8824 |
|
1.618 |
0.8747 |
|
1.000 |
0.8699 |
|
0.618 |
0.8670 |
|
HIGH |
0.8622 |
|
0.618 |
0.8593 |
|
0.500 |
0.8584 |
|
0.382 |
0.8574 |
|
LOW |
0.8545 |
|
0.618 |
0.8497 |
|
1.000 |
0.8468 |
|
1.618 |
0.8420 |
|
2.618 |
0.8343 |
|
4.250 |
0.8218 |
|
|
| Fisher Pivots for day following 22-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8584 |
0.8598 |
| PP |
0.8574 |
0.8584 |
| S1 |
0.8565 |
0.8570 |
|