CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 03-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2007 |
03-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8592 |
0.8492 |
-0.0100 |
-1.2% |
0.8567 |
| High |
0.8599 |
0.8518 |
-0.0081 |
-0.9% |
0.8684 |
| Low |
0.8553 |
0.8479 |
-0.0074 |
-0.9% |
0.8530 |
| Close |
0.8574 |
0.8494 |
-0.0080 |
-0.9% |
0.8575 |
| Range |
0.0046 |
0.0039 |
-0.0007 |
-15.2% |
0.0154 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.2% |
0.0000 |
| Volume |
146,044 |
98,448 |
-47,596 |
-32.6% |
580,041 |
|
| Daily Pivots for day following 03-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8614 |
0.8593 |
0.8515 |
|
| R3 |
0.8575 |
0.8554 |
0.8505 |
|
| R2 |
0.8536 |
0.8536 |
0.8501 |
|
| R1 |
0.8515 |
0.8515 |
0.8498 |
0.8526 |
| PP |
0.8497 |
0.8497 |
0.8497 |
0.8502 |
| S1 |
0.8476 |
0.8476 |
0.8490 |
0.8487 |
| S2 |
0.8458 |
0.8458 |
0.8487 |
|
| S3 |
0.8419 |
0.8437 |
0.8483 |
|
| S4 |
0.8380 |
0.8398 |
0.8473 |
|
|
| 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 |
0.8479 |
0.0205 |
2.4% |
0.0079 |
0.9% |
7% |
False |
True |
124,465 |
| 10 |
0.8684 |
0.8479 |
0.0205 |
2.4% |
0.0071 |
0.8% |
7% |
False |
True |
112,051 |
| 20 |
0.8764 |
0.8479 |
0.0285 |
3.4% |
0.0082 |
1.0% |
5% |
False |
True |
94,178 |
| 40 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0078 |
0.9% |
37% |
False |
False |
48,518 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0066 |
0.8% |
37% |
False |
False |
32,788 |
| 80 |
0.8882 |
0.8315 |
0.0567 |
6.7% |
0.0057 |
0.7% |
32% |
False |
False |
24,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8684 |
|
2.618 |
0.8620 |
|
1.618 |
0.8581 |
|
1.000 |
0.8557 |
|
0.618 |
0.8542 |
|
HIGH |
0.8518 |
|
0.618 |
0.8503 |
|
0.500 |
0.8499 |
|
0.382 |
0.8494 |
|
LOW |
0.8479 |
|
0.618 |
0.8455 |
|
1.000 |
0.8440 |
|
1.618 |
0.8416 |
|
2.618 |
0.8377 |
|
4.250 |
0.8313 |
|
|
| Fisher Pivots for day following 03-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8499 |
0.8549 |
| PP |
0.8497 |
0.8530 |
| S1 |
0.8496 |
0.8512 |
|