CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 20-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2007 |
20-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8502 |
0.8508 |
0.0006 |
0.1% |
0.8448 |
| High |
0.8567 |
0.8519 |
-0.0048 |
-0.6% |
0.8567 |
| Low |
0.8495 |
0.8467 |
-0.0028 |
-0.3% |
0.8410 |
| Close |
0.8512 |
0.8485 |
-0.0027 |
-0.3% |
0.8485 |
| Range |
0.0072 |
0.0052 |
-0.0020 |
-27.8% |
0.0157 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
112,289 |
75,299 |
-36,990 |
-32.9% |
505,519 |
|
| Daily Pivots for day following 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8646 |
0.8618 |
0.8514 |
|
| R3 |
0.8594 |
0.8566 |
0.8499 |
|
| R2 |
0.8542 |
0.8542 |
0.8495 |
|
| R1 |
0.8514 |
0.8514 |
0.8490 |
0.8502 |
| PP |
0.8490 |
0.8490 |
0.8490 |
0.8485 |
| S1 |
0.8462 |
0.8462 |
0.8480 |
0.8450 |
| S2 |
0.8438 |
0.8438 |
0.8475 |
|
| S3 |
0.8386 |
0.8410 |
0.8471 |
|
| S4 |
0.8334 |
0.8358 |
0.8456 |
|
|
| Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8958 |
0.8879 |
0.8571 |
|
| R3 |
0.8801 |
0.8722 |
0.8528 |
|
| R2 |
0.8644 |
0.8644 |
0.8514 |
|
| R1 |
0.8565 |
0.8565 |
0.8499 |
0.8605 |
| PP |
0.8487 |
0.8487 |
0.8487 |
0.8507 |
| S1 |
0.8408 |
0.8408 |
0.8471 |
0.8448 |
| S2 |
0.8330 |
0.8330 |
0.8456 |
|
| S3 |
0.8173 |
0.8251 |
0.8442 |
|
| S4 |
0.8016 |
0.8094 |
0.8399 |
|
|
| 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 |
1.9% |
0.0065 |
0.8% |
48% |
False |
False |
101,103 |
| 10 |
0.8567 |
0.8410 |
0.0157 |
1.9% |
0.0058 |
0.7% |
48% |
False |
False |
78,804 |
| 20 |
0.8684 |
0.8410 |
0.0274 |
3.2% |
0.0061 |
0.7% |
27% |
False |
False |
93,415 |
| 40 |
0.8799 |
0.8382 |
0.0417 |
4.9% |
0.0079 |
0.9% |
25% |
False |
False |
74,354 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0069 |
0.8% |
35% |
False |
False |
49,784 |
| 80 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0061 |
0.7% |
35% |
False |
False |
37,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8740 |
|
2.618 |
0.8655 |
|
1.618 |
0.8603 |
|
1.000 |
0.8571 |
|
0.618 |
0.8551 |
|
HIGH |
0.8519 |
|
0.618 |
0.8499 |
|
0.500 |
0.8493 |
|
0.382 |
0.8487 |
|
LOW |
0.8467 |
|
0.618 |
0.8435 |
|
1.000 |
0.8415 |
|
1.618 |
0.8383 |
|
2.618 |
0.8331 |
|
4.250 |
0.8246 |
|
|
| Fisher Pivots for day following 20-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8493 |
0.8517 |
| PP |
0.8490 |
0.8506 |
| S1 |
0.8488 |
0.8496 |
|