CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 28-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2007 |
28-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8560 |
0.8580 |
0.0020 |
0.2% |
0.8691 |
| High |
0.8588 |
0.8684 |
0.0096 |
1.1% |
0.8702 |
| Low |
0.8537 |
0.8564 |
0.0027 |
0.3% |
0.8545 |
| Close |
0.8569 |
0.8646 |
0.0077 |
0.9% |
0.8563 |
| Range |
0.0051 |
0.0120 |
0.0069 |
135.3% |
0.0157 |
| ATR |
0.0079 |
0.0082 |
0.0003 |
3.7% |
0.0000 |
| Volume |
91,699 |
87,812 |
-3,887 |
-4.2% |
469,911 |
|
| Daily Pivots for day following 28-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8991 |
0.8939 |
0.8712 |
|
| R3 |
0.8871 |
0.8819 |
0.8679 |
|
| R2 |
0.8751 |
0.8751 |
0.8668 |
|
| R1 |
0.8699 |
0.8699 |
0.8657 |
0.8725 |
| PP |
0.8631 |
0.8631 |
0.8631 |
0.8645 |
| S1 |
0.8579 |
0.8579 |
0.8635 |
0.8605 |
| S2 |
0.8511 |
0.8511 |
0.8624 |
|
| S3 |
0.8391 |
0.8459 |
0.8613 |
|
| S4 |
0.8271 |
0.8339 |
0.8580 |
|
|
| 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 |
0.8684 |
0.8535 |
0.0149 |
1.7% |
0.0074 |
0.9% |
74% |
True |
False |
97,204 |
| 10 |
0.8702 |
0.8535 |
0.0167 |
1.9% |
0.0075 |
0.9% |
66% |
False |
False |
114,490 |
| 20 |
0.8799 |
0.8528 |
0.0271 |
3.1% |
0.0091 |
1.1% |
44% |
False |
False |
69,435 |
| 40 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0076 |
0.9% |
68% |
False |
False |
35,199 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0064 |
0.7% |
68% |
False |
False |
23,893 |
| 80 |
0.8918 |
0.8315 |
0.0603 |
7.0% |
0.0054 |
0.6% |
55% |
False |
False |
17,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9194 |
|
2.618 |
0.8998 |
|
1.618 |
0.8878 |
|
1.000 |
0.8804 |
|
0.618 |
0.8758 |
|
HIGH |
0.8684 |
|
0.618 |
0.8638 |
|
0.500 |
0.8624 |
|
0.382 |
0.8610 |
|
LOW |
0.8564 |
|
0.618 |
0.8490 |
|
1.000 |
0.8444 |
|
1.618 |
0.8370 |
|
2.618 |
0.8250 |
|
4.250 |
0.8054 |
|
|
| Fisher Pivots for day following 28-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8639 |
0.8634 |
| PP |
0.8631 |
0.8622 |
| S1 |
0.8624 |
0.8610 |
|