CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 29-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2007 |
29-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8580 |
0.8642 |
0.0062 |
0.7% |
0.8691 |
| High |
0.8684 |
0.8658 |
-0.0026 |
-0.3% |
0.8702 |
| Low |
0.8564 |
0.8554 |
-0.0010 |
-0.1% |
0.8545 |
| Close |
0.8646 |
0.8562 |
-0.0084 |
-1.0% |
0.8563 |
| Range |
0.0120 |
0.0104 |
-0.0016 |
-13.3% |
0.0157 |
| ATR |
0.0082 |
0.0084 |
0.0002 |
1.9% |
0.0000 |
| Volume |
87,812 |
162,178 |
74,366 |
84.7% |
469,911 |
|
| Daily Pivots for day following 29-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8903 |
0.8837 |
0.8619 |
|
| R3 |
0.8799 |
0.8733 |
0.8591 |
|
| R2 |
0.8695 |
0.8695 |
0.8581 |
|
| R1 |
0.8629 |
0.8629 |
0.8572 |
0.8610 |
| PP |
0.8591 |
0.8591 |
0.8591 |
0.8582 |
| S1 |
0.8525 |
0.8525 |
0.8552 |
0.8506 |
| S2 |
0.8487 |
0.8487 |
0.8543 |
|
| S3 |
0.8383 |
0.8421 |
0.8533 |
|
| S4 |
0.8279 |
0.8317 |
0.8505 |
|
|
| 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% |
0.0079 |
0.9% |
18% |
False |
False |
110,683 |
| 10 |
0.8702 |
0.8535 |
0.0167 |
2.0% |
0.0080 |
0.9% |
16% |
False |
False |
114,520 |
| 20 |
0.8799 |
0.8535 |
0.0264 |
3.1% |
0.0089 |
1.0% |
10% |
False |
False |
77,448 |
| 40 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0077 |
0.9% |
51% |
False |
False |
39,235 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0065 |
0.8% |
51% |
False |
False |
26,596 |
| 80 |
0.8918 |
0.8315 |
0.0603 |
7.0% |
0.0055 |
0.6% |
41% |
False |
False |
20,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9100 |
|
2.618 |
0.8930 |
|
1.618 |
0.8826 |
|
1.000 |
0.8762 |
|
0.618 |
0.8722 |
|
HIGH |
0.8658 |
|
0.618 |
0.8618 |
|
0.500 |
0.8606 |
|
0.382 |
0.8594 |
|
LOW |
0.8554 |
|
0.618 |
0.8490 |
|
1.000 |
0.8450 |
|
1.618 |
0.8386 |
|
2.618 |
0.8282 |
|
4.250 |
0.8112 |
|
|
| Fisher Pivots for day following 29-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8606 |
0.8611 |
| PP |
0.8591 |
0.8594 |
| S1 |
0.8577 |
0.8578 |
|