CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 05-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2007 |
05-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8492 |
0.8504 |
0.0012 |
0.1% |
0.8567 |
| High |
0.8518 |
0.8523 |
0.0005 |
0.1% |
0.8684 |
| Low |
0.8479 |
0.8481 |
0.0002 |
0.0% |
0.8530 |
| Close |
0.8508 |
0.8506 |
-0.0002 |
0.0% |
0.8575 |
| Range |
0.0039 |
0.0042 |
0.0003 |
7.7% |
0.0154 |
| ATR |
0.0079 |
0.0077 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
98,448 |
82,881 |
-15,567 |
-15.8% |
580,041 |
|
| Daily Pivots for day following 05-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8629 |
0.8610 |
0.8529 |
|
| R3 |
0.8587 |
0.8568 |
0.8518 |
|
| R2 |
0.8545 |
0.8545 |
0.8514 |
|
| R1 |
0.8526 |
0.8526 |
0.8510 |
0.8536 |
| PP |
0.8503 |
0.8503 |
0.8503 |
0.8508 |
| S1 |
0.8484 |
0.8484 |
0.8502 |
0.8494 |
| S2 |
0.8461 |
0.8461 |
0.8498 |
|
| S3 |
0.8419 |
0.8442 |
0.8494 |
|
| S4 |
0.8377 |
0.8400 |
0.8483 |
|
|
| 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 |
0.8618 |
0.8479 |
0.0139 |
1.6% |
0.0051 |
0.6% |
19% |
False |
False |
110,733 |
| 10 |
0.8684 |
0.8479 |
0.0205 |
2.4% |
0.0065 |
0.8% |
13% |
False |
False |
110,708 |
| 20 |
0.8745 |
0.8479 |
0.0266 |
3.1% |
0.0075 |
0.9% |
10% |
False |
False |
102,522 |
| 40 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0077 |
0.9% |
39% |
False |
False |
53,038 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0067 |
0.8% |
39% |
False |
False |
35,805 |
| 80 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0057 |
0.7% |
39% |
False |
False |
26,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8702 |
|
2.618 |
0.8633 |
|
1.618 |
0.8591 |
|
1.000 |
0.8565 |
|
0.618 |
0.8549 |
|
HIGH |
0.8523 |
|
0.618 |
0.8507 |
|
0.500 |
0.8502 |
|
0.382 |
0.8497 |
|
LOW |
0.8481 |
|
0.618 |
0.8455 |
|
1.000 |
0.8439 |
|
1.618 |
0.8413 |
|
2.618 |
0.8371 |
|
4.250 |
0.8303 |
|
|
| Fisher Pivots for day following 05-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8505 |
0.8504 |
| PP |
0.8503 |
0.8503 |
| S1 |
0.8502 |
0.8501 |
|