CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 16-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2007 |
16-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8466 |
0.8448 |
-0.0018 |
-0.2% |
0.8458 |
| High |
0.8529 |
0.8474 |
-0.0055 |
-0.6% |
0.8529 |
| Low |
0.8432 |
0.8410 |
-0.0022 |
-0.3% |
0.8432 |
| Close |
0.8464 |
0.8418 |
-0.0046 |
-0.5% |
0.8464 |
| Range |
0.0097 |
0.0064 |
-0.0033 |
-34.0% |
0.0097 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
75,826 |
126,012 |
50,186 |
66.2% |
282,525 |
|
| Daily Pivots for day following 16-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8626 |
0.8586 |
0.8453 |
|
| R3 |
0.8562 |
0.8522 |
0.8436 |
|
| R2 |
0.8498 |
0.8498 |
0.8430 |
|
| R1 |
0.8458 |
0.8458 |
0.8424 |
0.8446 |
| PP |
0.8434 |
0.8434 |
0.8434 |
0.8428 |
| S1 |
0.8394 |
0.8394 |
0.8412 |
0.8382 |
| S2 |
0.8370 |
0.8370 |
0.8406 |
|
| S3 |
0.8306 |
0.8330 |
0.8400 |
|
| S4 |
0.8242 |
0.8266 |
0.8383 |
|
|
| 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 |
0.8410 |
0.0119 |
1.4% |
0.0060 |
0.7% |
7% |
False |
True |
77,980 |
| 10 |
0.8529 |
0.8410 |
0.0119 |
1.4% |
0.0049 |
0.6% |
7% |
False |
True |
76,272 |
| 20 |
0.8684 |
0.8410 |
0.0274 |
3.3% |
0.0062 |
0.7% |
3% |
False |
True |
93,469 |
| 40 |
0.8799 |
0.8343 |
0.0456 |
5.4% |
0.0079 |
0.9% |
16% |
False |
False |
64,961 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0068 |
0.8% |
21% |
False |
False |
43,822 |
| 80 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0059 |
0.7% |
21% |
False |
False |
32,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8746 |
|
2.618 |
0.8642 |
|
1.618 |
0.8578 |
|
1.000 |
0.8538 |
|
0.618 |
0.8514 |
|
HIGH |
0.8474 |
|
0.618 |
0.8450 |
|
0.500 |
0.8442 |
|
0.382 |
0.8434 |
|
LOW |
0.8410 |
|
0.618 |
0.8370 |
|
1.000 |
0.8346 |
|
1.618 |
0.8306 |
|
2.618 |
0.8242 |
|
4.250 |
0.8138 |
|
|
| Fisher Pivots for day following 16-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8442 |
0.8470 |
| PP |
0.8434 |
0.8452 |
| S1 |
0.8426 |
0.8435 |
|