CME Japanese Yen Future June 2007
Trading Metrics calculated at close of trading on 13-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2007 |
13-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
0.8451 |
0.8466 |
0.0015 |
0.2% |
0.8458 |
High |
0.8489 |
0.8529 |
0.0040 |
0.5% |
0.8529 |
Low |
0.8439 |
0.8432 |
-0.0007 |
-0.1% |
0.8432 |
Close |
0.8469 |
0.8464 |
-0.0005 |
-0.1% |
0.8464 |
Range |
0.0050 |
0.0097 |
0.0047 |
94.0% |
0.0097 |
ATR |
0.0066 |
0.0068 |
0.0002 |
3.3% |
0.0000 |
Volume |
82,264 |
75,826 |
-6,438 |
-7.8% |
282,525 |
|
Daily Pivots for day following 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8766 |
0.8712 |
0.8517 |
|
R3 |
0.8669 |
0.8615 |
0.8491 |
|
R2 |
0.8572 |
0.8572 |
0.8482 |
|
R1 |
0.8518 |
0.8518 |
0.8473 |
0.8497 |
PP |
0.8475 |
0.8475 |
0.8475 |
0.8464 |
S1 |
0.8421 |
0.8421 |
0.8455 |
0.8400 |
S2 |
0.8378 |
0.8378 |
0.8446 |
|
S3 |
0.8281 |
0.8324 |
0.8437 |
|
S4 |
0.8184 |
0.8227 |
0.8411 |
|
|
Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8766 |
0.8712 |
0.8517 |
|
R3 |
0.8669 |
0.8615 |
0.8491 |
|
R2 |
0.8572 |
0.8572 |
0.8482 |
|
R1 |
0.8518 |
0.8518 |
0.8473 |
0.8545 |
PP |
0.8475 |
0.8475 |
0.8475 |
0.8489 |
S1 |
0.8421 |
0.8421 |
0.8455 |
0.8448 |
S2 |
0.8378 |
0.8378 |
0.8446 |
|
S3 |
0.8281 |
0.8324 |
0.8437 |
|
S4 |
0.8184 |
0.8227 |
0.8411 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8529 |
0.8432 |
0.0097 |
1.1% |
0.0050 |
0.6% |
33% |
True |
True |
56,505 |
10 |
0.8599 |
0.8432 |
0.0167 |
2.0% |
0.0048 |
0.6% |
19% |
False |
True |
78,275 |
20 |
0.8702 |
0.8432 |
0.0270 |
3.2% |
0.0065 |
0.8% |
12% |
False |
True |
91,635 |
40 |
0.8799 |
0.8343 |
0.0456 |
5.4% |
0.0078 |
0.9% |
27% |
False |
False |
61,834 |
60 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0068 |
0.8% |
31% |
False |
False |
41,724 |
80 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0059 |
0.7% |
31% |
False |
False |
31,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8941 |
2.618 |
0.8783 |
1.618 |
0.8686 |
1.000 |
0.8626 |
0.618 |
0.8589 |
HIGH |
0.8529 |
0.618 |
0.8492 |
0.500 |
0.8481 |
0.382 |
0.8469 |
LOW |
0.8432 |
0.618 |
0.8372 |
1.000 |
0.8335 |
1.618 |
0.8275 |
2.618 |
0.8178 |
4.250 |
0.8020 |
|
|
Fisher Pivots for day following 13-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8481 |
0.8481 |
PP |
0.8475 |
0.8475 |
S1 |
0.8470 |
0.8470 |
|