CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 09-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2007 |
09-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8502 |
0.8458 |
-0.0044 |
-0.5% |
0.8592 |
| High |
0.8504 |
0.8467 |
-0.0037 |
-0.4% |
0.8599 |
| Low |
0.8447 |
0.8451 |
0.0004 |
0.0% |
0.8447 |
| Close |
0.8457 |
0.8457 |
0.0000 |
0.0% |
0.8457 |
| Range |
0.0057 |
0.0016 |
-0.0041 |
-71.9% |
0.0152 |
| ATR |
0.0075 |
0.0071 |
-0.0004 |
-5.6% |
0.0000 |
| Volume |
74,408 |
18,633 |
-55,775 |
-75.0% |
500,229 |
|
| Daily Pivots for day following 09-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8506 |
0.8498 |
0.8466 |
|
| R3 |
0.8490 |
0.8482 |
0.8461 |
|
| R2 |
0.8474 |
0.8474 |
0.8460 |
|
| R1 |
0.8466 |
0.8466 |
0.8458 |
0.8462 |
| PP |
0.8458 |
0.8458 |
0.8458 |
0.8457 |
| S1 |
0.8450 |
0.8450 |
0.8456 |
0.8446 |
| S2 |
0.8442 |
0.8442 |
0.8454 |
|
| S3 |
0.8426 |
0.8434 |
0.8453 |
|
| S4 |
0.8410 |
0.8418 |
0.8448 |
|
|
| Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8957 |
0.8859 |
0.8541 |
|
| R3 |
0.8805 |
0.8707 |
0.8499 |
|
| R2 |
0.8653 |
0.8653 |
0.8485 |
|
| R1 |
0.8555 |
0.8555 |
0.8471 |
0.8528 |
| PP |
0.8501 |
0.8501 |
0.8501 |
0.8488 |
| S1 |
0.8403 |
0.8403 |
0.8443 |
0.8376 |
| S2 |
0.8349 |
0.8349 |
0.8429 |
|
| S3 |
0.8197 |
0.8251 |
0.8415 |
|
| S4 |
0.8045 |
0.8099 |
0.8373 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8523 |
0.8447 |
0.0076 |
0.9% |
0.0039 |
0.5% |
13% |
False |
False |
74,563 |
| 10 |
0.8684 |
0.8447 |
0.0237 |
2.8% |
0.0060 |
0.7% |
4% |
False |
False |
98,839 |
| 20 |
0.8745 |
0.8447 |
0.0298 |
3.5% |
0.0070 |
0.8% |
3% |
False |
False |
104,756 |
| 40 |
0.8799 |
0.8343 |
0.0456 |
5.4% |
0.0077 |
0.9% |
25% |
False |
False |
55,321 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0066 |
0.8% |
29% |
False |
False |
37,346 |
| 80 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0057 |
0.7% |
29% |
False |
False |
28,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8535 |
|
2.618 |
0.8509 |
|
1.618 |
0.8493 |
|
1.000 |
0.8483 |
|
0.618 |
0.8477 |
|
HIGH |
0.8467 |
|
0.618 |
0.8461 |
|
0.500 |
0.8459 |
|
0.382 |
0.8457 |
|
LOW |
0.8451 |
|
0.618 |
0.8441 |
|
1.000 |
0.8435 |
|
1.618 |
0.8425 |
|
2.618 |
0.8409 |
|
4.250 |
0.8383 |
|
|
| Fisher Pivots for day following 09-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8459 |
0.8485 |
| PP |
0.8458 |
0.8476 |
| S1 |
0.8458 |
0.8466 |
|