CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 23-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2007 |
23-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8605 |
0.8561 |
-0.0044 |
-0.5% |
0.8691 |
| High |
0.8622 |
0.8611 |
-0.0011 |
-0.1% |
0.8702 |
| Low |
0.8545 |
0.8549 |
0.0004 |
0.0% |
0.8545 |
| Close |
0.8556 |
0.8563 |
0.0007 |
0.1% |
0.8563 |
| Range |
0.0077 |
0.0062 |
-0.0015 |
-19.5% |
0.0157 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
94,781 |
101,224 |
6,443 |
6.8% |
469,911 |
|
| Daily Pivots for day following 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8760 |
0.8724 |
0.8597 |
|
| R3 |
0.8698 |
0.8662 |
0.8580 |
|
| R2 |
0.8636 |
0.8636 |
0.8574 |
|
| R1 |
0.8600 |
0.8600 |
0.8569 |
0.8618 |
| PP |
0.8574 |
0.8574 |
0.8574 |
0.8584 |
| S1 |
0.8538 |
0.8538 |
0.8557 |
0.8556 |
| S2 |
0.8512 |
0.8512 |
0.8552 |
|
| S3 |
0.8450 |
0.8476 |
0.8546 |
|
| S4 |
0.8388 |
0.8414 |
0.8529 |
|
|
| Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9074 |
0.8976 |
0.8649 |
|
| R3 |
0.8917 |
0.8819 |
0.8606 |
|
| R2 |
0.8760 |
0.8760 |
0.8592 |
|
| R1 |
0.8662 |
0.8662 |
0.8577 |
0.8633 |
| PP |
0.8603 |
0.8603 |
0.8603 |
0.8589 |
| S1 |
0.8505 |
0.8505 |
0.8549 |
0.8476 |
| S2 |
0.8446 |
0.8446 |
0.8534 |
|
| S3 |
0.8289 |
0.8348 |
0.8520 |
|
| S4 |
0.8132 |
0.8191 |
0.8477 |
|
|
| 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% |
0.0079 |
0.9% |
11% |
False |
False |
93,982 |
| 10 |
0.8745 |
0.8545 |
0.0200 |
2.3% |
0.0083 |
1.0% |
9% |
False |
False |
102,551 |
| 20 |
0.8799 |
0.8382 |
0.0417 |
4.9% |
0.0096 |
1.1% |
43% |
False |
False |
55,293 |
| 40 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0073 |
0.9% |
51% |
False |
False |
27,968 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0061 |
0.7% |
51% |
False |
False |
19,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8875 |
|
2.618 |
0.8773 |
|
1.618 |
0.8711 |
|
1.000 |
0.8673 |
|
0.618 |
0.8649 |
|
HIGH |
0.8611 |
|
0.618 |
0.8587 |
|
0.500 |
0.8580 |
|
0.382 |
0.8573 |
|
LOW |
0.8549 |
|
0.618 |
0.8511 |
|
1.000 |
0.8487 |
|
1.618 |
0.8449 |
|
2.618 |
0.8387 |
|
4.250 |
0.8286 |
|
|
| Fisher Pivots for day following 23-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8580 |
0.8589 |
| PP |
0.8574 |
0.8580 |
| S1 |
0.8569 |
0.8572 |
|