CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 26-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2007 |
26-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8561 |
0.8567 |
0.0006 |
0.1% |
0.8691 |
| High |
0.8611 |
0.8594 |
-0.0017 |
-0.2% |
0.8702 |
| Low |
0.8549 |
0.8535 |
-0.0014 |
-0.2% |
0.8545 |
| Close |
0.8563 |
0.8563 |
0.0000 |
0.0% |
0.8563 |
| Range |
0.0062 |
0.0059 |
-0.0003 |
-4.8% |
0.0157 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
101,224 |
110,505 |
9,281 |
9.2% |
469,911 |
|
| Daily Pivots for day following 26-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8741 |
0.8711 |
0.8595 |
|
| R3 |
0.8682 |
0.8652 |
0.8579 |
|
| R2 |
0.8623 |
0.8623 |
0.8574 |
|
| R1 |
0.8593 |
0.8593 |
0.8568 |
0.8579 |
| PP |
0.8564 |
0.8564 |
0.8564 |
0.8557 |
| S1 |
0.8534 |
0.8534 |
0.8558 |
0.8520 |
| S2 |
0.8505 |
0.8505 |
0.8552 |
|
| S3 |
0.8446 |
0.8475 |
0.8547 |
|
| S4 |
0.8387 |
0.8416 |
0.8531 |
|
|
| 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 |
0.8651 |
0.8535 |
0.0116 |
1.4% |
0.0068 |
0.8% |
24% |
False |
True |
98,215 |
| 10 |
0.8745 |
0.8535 |
0.0210 |
2.5% |
0.0079 |
0.9% |
13% |
False |
True |
110,673 |
| 20 |
0.8799 |
0.8400 |
0.0399 |
4.7% |
0.0097 |
1.1% |
41% |
False |
False |
60,785 |
| 40 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0074 |
0.9% |
51% |
False |
False |
30,727 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0062 |
0.7% |
51% |
False |
False |
20,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8845 |
|
2.618 |
0.8748 |
|
1.618 |
0.8689 |
|
1.000 |
0.8653 |
|
0.618 |
0.8630 |
|
HIGH |
0.8594 |
|
0.618 |
0.8571 |
|
0.500 |
0.8565 |
|
0.382 |
0.8558 |
|
LOW |
0.8535 |
|
0.618 |
0.8499 |
|
1.000 |
0.8476 |
|
1.618 |
0.8440 |
|
2.618 |
0.8381 |
|
4.250 |
0.8284 |
|
|
| Fisher Pivots for day following 26-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8565 |
0.8579 |
| PP |
0.8564 |
0.8573 |
| S1 |
0.8564 |
0.8568 |
|