CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 11-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2007 |
11-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8460 |
0.8473 |
0.0013 |
0.2% |
0.8592 |
| High |
0.8496 |
0.8486 |
-0.0010 |
-0.1% |
0.8599 |
| Low |
0.8455 |
0.8438 |
-0.0017 |
-0.2% |
0.8447 |
| Close |
0.8469 |
0.8456 |
-0.0013 |
-0.2% |
0.8457 |
| Range |
0.0041 |
0.0048 |
0.0007 |
17.1% |
0.0152 |
| ATR |
0.0069 |
0.0067 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
30,280 |
75,522 |
45,242 |
149.4% |
500,229 |
|
| Daily Pivots for day following 11-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8604 |
0.8578 |
0.8482 |
|
| R3 |
0.8556 |
0.8530 |
0.8469 |
|
| R2 |
0.8508 |
0.8508 |
0.8465 |
|
| R1 |
0.8482 |
0.8482 |
0.8460 |
0.8471 |
| PP |
0.8460 |
0.8460 |
0.8460 |
0.8455 |
| S1 |
0.8434 |
0.8434 |
0.8452 |
0.8423 |
| S2 |
0.8412 |
0.8412 |
0.8447 |
|
| S3 |
0.8364 |
0.8386 |
0.8443 |
|
| S4 |
0.8316 |
0.8338 |
0.8430 |
|
|
| 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 |
0.8438 |
0.0085 |
1.0% |
0.0041 |
0.5% |
21% |
False |
True |
56,344 |
| 10 |
0.8658 |
0.8438 |
0.0220 |
2.6% |
0.0052 |
0.6% |
8% |
False |
True |
91,468 |
| 20 |
0.8702 |
0.8438 |
0.0264 |
3.1% |
0.0064 |
0.8% |
7% |
False |
True |
102,979 |
| 40 |
0.8799 |
0.8343 |
0.0456 |
5.4% |
0.0077 |
0.9% |
25% |
False |
False |
57,949 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0067 |
0.8% |
29% |
False |
False |
39,102 |
| 80 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0057 |
0.7% |
29% |
False |
False |
29,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8690 |
|
2.618 |
0.8612 |
|
1.618 |
0.8564 |
|
1.000 |
0.8534 |
|
0.618 |
0.8516 |
|
HIGH |
0.8486 |
|
0.618 |
0.8468 |
|
0.500 |
0.8462 |
|
0.382 |
0.8456 |
|
LOW |
0.8438 |
|
0.618 |
0.8408 |
|
1.000 |
0.8390 |
|
1.618 |
0.8360 |
|
2.618 |
0.8312 |
|
4.250 |
0.8234 |
|
|
| Fisher Pivots for day following 11-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8462 |
0.8467 |
| PP |
0.8460 |
0.8463 |
| S1 |
0.8458 |
0.8460 |
|