CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 30-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2007 |
30-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8642 |
0.8554 |
-0.0088 |
-1.0% |
0.8567 |
| High |
0.8658 |
0.8618 |
-0.0040 |
-0.5% |
0.8684 |
| Low |
0.8554 |
0.8530 |
-0.0024 |
-0.3% |
0.8530 |
| Close |
0.8562 |
0.8575 |
0.0013 |
0.2% |
0.8575 |
| Range |
0.0104 |
0.0088 |
-0.0016 |
-15.4% |
0.0154 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.4% |
0.0000 |
| Volume |
162,178 |
127,847 |
-34,331 |
-21.2% |
580,041 |
|
| Daily Pivots for day following 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8838 |
0.8795 |
0.8623 |
|
| R3 |
0.8750 |
0.8707 |
0.8599 |
|
| R2 |
0.8662 |
0.8662 |
0.8591 |
|
| R1 |
0.8619 |
0.8619 |
0.8583 |
0.8641 |
| PP |
0.8574 |
0.8574 |
0.8574 |
0.8585 |
| S1 |
0.8531 |
0.8531 |
0.8567 |
0.8553 |
| S2 |
0.8486 |
0.8486 |
0.8559 |
|
| S3 |
0.8398 |
0.8443 |
0.8551 |
|
| S4 |
0.8310 |
0.8355 |
0.8527 |
|
|
| Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9058 |
0.8971 |
0.8660 |
|
| R3 |
0.8904 |
0.8817 |
0.8617 |
|
| R2 |
0.8750 |
0.8750 |
0.8603 |
|
| R1 |
0.8663 |
0.8663 |
0.8589 |
0.8707 |
| PP |
0.8596 |
0.8596 |
0.8596 |
0.8618 |
| S1 |
0.8509 |
0.8509 |
0.8561 |
0.8553 |
| S2 |
0.8442 |
0.8442 |
0.8547 |
|
| S3 |
0.8288 |
0.8355 |
0.8533 |
|
| S4 |
0.8134 |
0.8201 |
0.8490 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8684 |
0.8530 |
0.0154 |
1.8% |
0.0084 |
1.0% |
29% |
False |
True |
116,008 |
| 10 |
0.8702 |
0.8530 |
0.0172 |
2.0% |
0.0082 |
1.0% |
26% |
False |
True |
104,995 |
| 20 |
0.8799 |
0.8530 |
0.0269 |
3.1% |
0.0088 |
1.0% |
17% |
False |
True |
83,633 |
| 40 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0078 |
0.9% |
54% |
False |
False |
42,418 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0066 |
0.8% |
54% |
False |
False |
28,725 |
| 80 |
0.8914 |
0.8315 |
0.0599 |
7.0% |
0.0056 |
0.7% |
43% |
False |
False |
21,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8992 |
|
2.618 |
0.8848 |
|
1.618 |
0.8760 |
|
1.000 |
0.8706 |
|
0.618 |
0.8672 |
|
HIGH |
0.8618 |
|
0.618 |
0.8584 |
|
0.500 |
0.8574 |
|
0.382 |
0.8564 |
|
LOW |
0.8530 |
|
0.618 |
0.8476 |
|
1.000 |
0.8442 |
|
1.618 |
0.8388 |
|
2.618 |
0.8300 |
|
4.250 |
0.8156 |
|
|
| Fisher Pivots for day following 30-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8575 |
0.8607 |
| PP |
0.8574 |
0.8596 |
| S1 |
0.8574 |
0.8586 |
|