CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 02-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2007 |
02-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8554 |
0.8592 |
0.0038 |
0.4% |
0.8567 |
| High |
0.8618 |
0.8599 |
-0.0019 |
-0.2% |
0.8684 |
| Low |
0.8530 |
0.8553 |
0.0023 |
0.3% |
0.8530 |
| Close |
0.8575 |
0.8574 |
-0.0001 |
0.0% |
0.8575 |
| Range |
0.0088 |
0.0046 |
-0.0042 |
-47.7% |
0.0154 |
| ATR |
0.0084 |
0.0081 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
127,847 |
146,044 |
18,197 |
14.2% |
580,041 |
|
| Daily Pivots for day following 02-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8713 |
0.8690 |
0.8599 |
|
| R3 |
0.8667 |
0.8644 |
0.8587 |
|
| R2 |
0.8621 |
0.8621 |
0.8582 |
|
| R1 |
0.8598 |
0.8598 |
0.8578 |
0.8587 |
| PP |
0.8575 |
0.8575 |
0.8575 |
0.8570 |
| S1 |
0.8552 |
0.8552 |
0.8570 |
0.8541 |
| S2 |
0.8529 |
0.8529 |
0.8566 |
|
| S3 |
0.8483 |
0.8506 |
0.8561 |
|
| S4 |
0.8437 |
0.8460 |
0.8549 |
|
|
| 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% |
0.0082 |
1.0% |
29% |
False |
False |
123,116 |
| 10 |
0.8684 |
0.8530 |
0.0154 |
1.8% |
0.0075 |
0.9% |
29% |
False |
False |
110,665 |
| 20 |
0.8795 |
0.8530 |
0.0265 |
3.1% |
0.0085 |
1.0% |
17% |
False |
False |
90,737 |
| 40 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0078 |
0.9% |
54% |
False |
False |
46,063 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0066 |
0.8% |
54% |
False |
False |
31,152 |
| 80 |
0.8901 |
0.8315 |
0.0586 |
6.8% |
0.0056 |
0.7% |
44% |
False |
False |
23,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8795 |
|
2.618 |
0.8719 |
|
1.618 |
0.8673 |
|
1.000 |
0.8645 |
|
0.618 |
0.8627 |
|
HIGH |
0.8599 |
|
0.618 |
0.8581 |
|
0.500 |
0.8576 |
|
0.382 |
0.8571 |
|
LOW |
0.8553 |
|
0.618 |
0.8525 |
|
1.000 |
0.8507 |
|
1.618 |
0.8479 |
|
2.618 |
0.8433 |
|
4.250 |
0.8358 |
|
|
| Fisher Pivots for day following 02-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8576 |
0.8594 |
| PP |
0.8575 |
0.8587 |
| S1 |
0.8575 |
0.8581 |
|