CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 19-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2007 |
19-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8477 |
0.8502 |
0.0025 |
0.3% |
0.8458 |
| High |
0.8534 |
0.8567 |
0.0033 |
0.4% |
0.8529 |
| Low |
0.8467 |
0.8495 |
0.0028 |
0.3% |
0.8432 |
| Close |
0.8498 |
0.8512 |
0.0014 |
0.2% |
0.8464 |
| Range |
0.0067 |
0.0072 |
0.0005 |
7.5% |
0.0097 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.4% |
0.0000 |
| Volume |
96,864 |
112,289 |
15,425 |
15.9% |
282,525 |
|
| Daily Pivots for day following 19-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8741 |
0.8698 |
0.8552 |
|
| R3 |
0.8669 |
0.8626 |
0.8532 |
|
| R2 |
0.8597 |
0.8597 |
0.8525 |
|
| R1 |
0.8554 |
0.8554 |
0.8519 |
0.8576 |
| PP |
0.8525 |
0.8525 |
0.8525 |
0.8535 |
| S1 |
0.8482 |
0.8482 |
0.8505 |
0.8504 |
| S2 |
0.8453 |
0.8453 |
0.8499 |
|
| S3 |
0.8381 |
0.8410 |
0.8492 |
|
| S4 |
0.8309 |
0.8338 |
0.8472 |
|
|
| 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 |
0.8567 |
0.8410 |
0.0157 |
1.8% |
0.0074 |
0.9% |
65% |
True |
False |
101,209 |
| 10 |
0.8567 |
0.8410 |
0.0157 |
1.8% |
0.0058 |
0.7% |
65% |
True |
False |
78,715 |
| 20 |
0.8684 |
0.8410 |
0.0274 |
3.2% |
0.0062 |
0.7% |
37% |
False |
False |
94,711 |
| 40 |
0.8799 |
0.8347 |
0.0452 |
5.3% |
0.0079 |
0.9% |
37% |
False |
False |
72,488 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0069 |
0.8% |
41% |
False |
False |
48,537 |
| 80 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0061 |
0.7% |
41% |
False |
False |
36,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8873 |
|
2.618 |
0.8755 |
|
1.618 |
0.8683 |
|
1.000 |
0.8639 |
|
0.618 |
0.8611 |
|
HIGH |
0.8567 |
|
0.618 |
0.8539 |
|
0.500 |
0.8531 |
|
0.382 |
0.8523 |
|
LOW |
0.8495 |
|
0.618 |
0.8451 |
|
1.000 |
0.8423 |
|
1.618 |
0.8379 |
|
2.618 |
0.8307 |
|
4.250 |
0.8189 |
|
|
| Fisher Pivots for day following 19-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8531 |
0.8505 |
| PP |
0.8525 |
0.8497 |
| S1 |
0.8518 |
0.8490 |
|