CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 10-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2007 |
10-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8458 |
0.8460 |
0.0002 |
0.0% |
0.8592 |
| High |
0.8467 |
0.8496 |
0.0029 |
0.3% |
0.8599 |
| Low |
0.8451 |
0.8455 |
0.0004 |
0.0% |
0.8447 |
| Close |
0.8457 |
0.8469 |
0.0012 |
0.1% |
0.8457 |
| Range |
0.0016 |
0.0041 |
0.0025 |
156.3% |
0.0152 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
18,633 |
30,280 |
11,647 |
62.5% |
500,229 |
|
| Daily Pivots for day following 10-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8596 |
0.8574 |
0.8492 |
|
| R3 |
0.8555 |
0.8533 |
0.8480 |
|
| R2 |
0.8514 |
0.8514 |
0.8477 |
|
| R1 |
0.8492 |
0.8492 |
0.8473 |
0.8503 |
| PP |
0.8473 |
0.8473 |
0.8473 |
0.8479 |
| S1 |
0.8451 |
0.8451 |
0.8465 |
0.8462 |
| S2 |
0.8432 |
0.8432 |
0.8461 |
|
| S3 |
0.8391 |
0.8410 |
0.8458 |
|
| S4 |
0.8350 |
0.8369 |
0.8446 |
|
|
| 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% |
29% |
False |
False |
60,930 |
| 10 |
0.8684 |
0.8447 |
0.0237 |
2.8% |
0.0059 |
0.7% |
9% |
False |
False |
92,697 |
| 20 |
0.8745 |
0.8447 |
0.0298 |
3.5% |
0.0066 |
0.8% |
7% |
False |
False |
102,836 |
| 40 |
0.8799 |
0.8343 |
0.0456 |
5.4% |
0.0077 |
0.9% |
28% |
False |
False |
56,070 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0066 |
0.8% |
32% |
False |
False |
37,848 |
| 80 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0057 |
0.7% |
32% |
False |
False |
28,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8670 |
|
2.618 |
0.8603 |
|
1.618 |
0.8562 |
|
1.000 |
0.8537 |
|
0.618 |
0.8521 |
|
HIGH |
0.8496 |
|
0.618 |
0.8480 |
|
0.500 |
0.8476 |
|
0.382 |
0.8471 |
|
LOW |
0.8455 |
|
0.618 |
0.8430 |
|
1.000 |
0.8414 |
|
1.618 |
0.8389 |
|
2.618 |
0.8348 |
|
4.250 |
0.8281 |
|
|
| Fisher Pivots for day following 10-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8476 |
0.8476 |
| PP |
0.8473 |
0.8473 |
| S1 |
0.8471 |
0.8471 |
|