CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 17-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2007 |
17-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8448 |
0.8421 |
-0.0027 |
-0.3% |
0.8458 |
| High |
0.8474 |
0.8484 |
0.0010 |
0.1% |
0.8529 |
| Low |
0.8410 |
0.8412 |
0.0002 |
0.0% |
0.8432 |
| Close |
0.8418 |
0.8477 |
0.0059 |
0.7% |
0.8464 |
| Range |
0.0064 |
0.0072 |
0.0008 |
12.5% |
0.0097 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.4% |
0.0000 |
| Volume |
126,012 |
95,055 |
-30,957 |
-24.6% |
282,525 |
|
| Daily Pivots for day following 17-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8674 |
0.8647 |
0.8517 |
|
| R3 |
0.8602 |
0.8575 |
0.8497 |
|
| R2 |
0.8530 |
0.8530 |
0.8490 |
|
| R1 |
0.8503 |
0.8503 |
0.8484 |
0.8517 |
| PP |
0.8458 |
0.8458 |
0.8458 |
0.8464 |
| S1 |
0.8431 |
0.8431 |
0.8470 |
0.8445 |
| S2 |
0.8386 |
0.8386 |
0.8464 |
|
| S3 |
0.8314 |
0.8359 |
0.8457 |
|
| S4 |
0.8242 |
0.8287 |
0.8437 |
|
|
| 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% |
0.0066 |
0.8% |
56% |
False |
False |
90,935 |
| 10 |
0.8529 |
0.8410 |
0.0119 |
1.4% |
0.0053 |
0.6% |
56% |
False |
False |
75,932 |
| 20 |
0.8684 |
0.8410 |
0.0274 |
3.2% |
0.0062 |
0.7% |
24% |
False |
False |
93,992 |
| 40 |
0.8799 |
0.8343 |
0.0456 |
5.4% |
0.0079 |
0.9% |
29% |
False |
False |
67,298 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0069 |
0.8% |
33% |
False |
False |
45,397 |
| 80 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0060 |
0.7% |
33% |
False |
False |
34,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8790 |
|
2.618 |
0.8672 |
|
1.618 |
0.8600 |
|
1.000 |
0.8556 |
|
0.618 |
0.8528 |
|
HIGH |
0.8484 |
|
0.618 |
0.8456 |
|
0.500 |
0.8448 |
|
0.382 |
0.8440 |
|
LOW |
0.8412 |
|
0.618 |
0.8368 |
|
1.000 |
0.8340 |
|
1.618 |
0.8296 |
|
2.618 |
0.8224 |
|
4.250 |
0.8106 |
|
|
| Fisher Pivots for day following 17-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8467 |
0.8475 |
| PP |
0.8458 |
0.8472 |
| S1 |
0.8448 |
0.8470 |
|