CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 27-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2007 |
27-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8567 |
0.8560 |
-0.0007 |
-0.1% |
0.8691 |
| High |
0.8594 |
0.8588 |
-0.0006 |
-0.1% |
0.8702 |
| Low |
0.8535 |
0.8537 |
0.0002 |
0.0% |
0.8545 |
| Close |
0.8563 |
0.8569 |
0.0006 |
0.1% |
0.8563 |
| Range |
0.0059 |
0.0051 |
-0.0008 |
-13.6% |
0.0157 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
110,505 |
91,699 |
-18,806 |
-17.0% |
469,911 |
|
| Daily Pivots for day following 27-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8718 |
0.8694 |
0.8597 |
|
| R3 |
0.8667 |
0.8643 |
0.8583 |
|
| R2 |
0.8616 |
0.8616 |
0.8578 |
|
| R1 |
0.8592 |
0.8592 |
0.8574 |
0.8604 |
| PP |
0.8565 |
0.8565 |
0.8565 |
0.8571 |
| S1 |
0.8541 |
0.8541 |
0.8564 |
0.8553 |
| S2 |
0.8514 |
0.8514 |
0.8560 |
|
| S3 |
0.8463 |
0.8490 |
0.8555 |
|
| S4 |
0.8412 |
0.8439 |
0.8541 |
|
|
| 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 |
0.8633 |
0.8535 |
0.0098 |
1.1% |
0.0062 |
0.7% |
35% |
False |
False |
99,636 |
| 10 |
0.8745 |
0.8535 |
0.0210 |
2.5% |
0.0074 |
0.9% |
16% |
False |
False |
112,974 |
| 20 |
0.8799 |
0.8528 |
0.0271 |
3.2% |
0.0088 |
1.0% |
15% |
False |
False |
65,316 |
| 40 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0074 |
0.9% |
52% |
False |
False |
33,013 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0062 |
0.7% |
52% |
False |
False |
22,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8805 |
|
2.618 |
0.8722 |
|
1.618 |
0.8671 |
|
1.000 |
0.8639 |
|
0.618 |
0.8620 |
|
HIGH |
0.8588 |
|
0.618 |
0.8569 |
|
0.500 |
0.8563 |
|
0.382 |
0.8556 |
|
LOW |
0.8537 |
|
0.618 |
0.8505 |
|
1.000 |
0.8486 |
|
1.618 |
0.8454 |
|
2.618 |
0.8403 |
|
4.250 |
0.8320 |
|
|
| Fisher Pivots for day following 27-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8567 |
0.8573 |
| PP |
0.8565 |
0.8572 |
| S1 |
0.8563 |
0.8570 |
|