CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 12-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2007 |
12-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8473 |
0.8451 |
-0.0022 |
-0.3% |
0.8592 |
| High |
0.8486 |
0.8489 |
0.0003 |
0.0% |
0.8599 |
| Low |
0.8438 |
0.8439 |
0.0001 |
0.0% |
0.8447 |
| Close |
0.8456 |
0.8469 |
0.0013 |
0.2% |
0.8457 |
| Range |
0.0048 |
0.0050 |
0.0002 |
4.2% |
0.0152 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
75,522 |
82,264 |
6,742 |
8.9% |
500,229 |
|
| Daily Pivots for day following 12-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8616 |
0.8592 |
0.8497 |
|
| R3 |
0.8566 |
0.8542 |
0.8483 |
|
| R2 |
0.8516 |
0.8516 |
0.8478 |
|
| R1 |
0.8492 |
0.8492 |
0.8474 |
0.8504 |
| PP |
0.8466 |
0.8466 |
0.8466 |
0.8472 |
| S1 |
0.8442 |
0.8442 |
0.8464 |
0.8454 |
| S2 |
0.8416 |
0.8416 |
0.8460 |
|
| S3 |
0.8366 |
0.8392 |
0.8455 |
|
| S4 |
0.8316 |
0.8342 |
0.8442 |
|
|
| 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 |
0.8504 |
0.8438 |
0.0066 |
0.8% |
0.0042 |
0.5% |
47% |
False |
False |
56,221 |
| 10 |
0.8618 |
0.8438 |
0.0180 |
2.1% |
0.0047 |
0.6% |
17% |
False |
False |
83,477 |
| 20 |
0.8702 |
0.8438 |
0.0264 |
3.1% |
0.0063 |
0.7% |
12% |
False |
False |
98,998 |
| 40 |
0.8799 |
0.8343 |
0.0456 |
5.4% |
0.0076 |
0.9% |
28% |
False |
False |
59,961 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0066 |
0.8% |
32% |
False |
False |
40,471 |
| 80 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0058 |
0.7% |
32% |
False |
False |
30,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8702 |
|
2.618 |
0.8620 |
|
1.618 |
0.8570 |
|
1.000 |
0.8539 |
|
0.618 |
0.8520 |
|
HIGH |
0.8489 |
|
0.618 |
0.8470 |
|
0.500 |
0.8464 |
|
0.382 |
0.8458 |
|
LOW |
0.8439 |
|
0.618 |
0.8408 |
|
1.000 |
0.8389 |
|
1.618 |
0.8358 |
|
2.618 |
0.8308 |
|
4.250 |
0.8227 |
|
|
| Fisher Pivots for day following 12-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8467 |
0.8468 |
| PP |
0.8466 |
0.8468 |
| S1 |
0.8464 |
0.8467 |
|