CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 26-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2007 |
26-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8493 |
0.8482 |
-0.0011 |
-0.1% |
0.8448 |
| High |
0.8514 |
0.8491 |
-0.0023 |
-0.3% |
0.8567 |
| Low |
0.8472 |
0.8407 |
-0.0065 |
-0.8% |
0.8410 |
| Close |
0.8484 |
0.8414 |
-0.0070 |
-0.8% |
0.8485 |
| Range |
0.0042 |
0.0084 |
0.0042 |
100.0% |
0.0157 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
2.2% |
0.0000 |
| Volume |
71,864 |
108,277 |
36,413 |
50.7% |
505,519 |
|
| Daily Pivots for day following 26-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8689 |
0.8636 |
0.8460 |
|
| R3 |
0.8605 |
0.8552 |
0.8437 |
|
| R2 |
0.8521 |
0.8521 |
0.8429 |
|
| R1 |
0.8468 |
0.8468 |
0.8422 |
0.8453 |
| PP |
0.8437 |
0.8437 |
0.8437 |
0.8430 |
| S1 |
0.8384 |
0.8384 |
0.8406 |
0.8369 |
| S2 |
0.8353 |
0.8353 |
0.8399 |
|
| S3 |
0.8269 |
0.8300 |
0.8391 |
|
| S4 |
0.8185 |
0.8216 |
0.8368 |
|
|
| 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 |
0.8520 |
0.8407 |
0.0113 |
1.3% |
0.0058 |
0.7% |
6% |
False |
True |
84,917 |
| 10 |
0.8567 |
0.8407 |
0.0160 |
1.9% |
0.0066 |
0.8% |
4% |
False |
True |
93,063 |
| 20 |
0.8618 |
0.8407 |
0.0211 |
2.5% |
0.0056 |
0.7% |
3% |
False |
True |
88,270 |
| 40 |
0.8799 |
0.8407 |
0.0392 |
4.7% |
0.0073 |
0.9% |
2% |
False |
True |
82,859 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.8% |
0.0070 |
0.8% |
20% |
False |
False |
55,580 |
| 80 |
0.8799 |
0.8315 |
0.0484 |
5.8% |
0.0063 |
0.7% |
20% |
False |
False |
42,014 |
| 100 |
0.8918 |
0.8315 |
0.0603 |
7.2% |
0.0055 |
0.7% |
16% |
False |
False |
33,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8848 |
|
2.618 |
0.8711 |
|
1.618 |
0.8627 |
|
1.000 |
0.8575 |
|
0.618 |
0.8543 |
|
HIGH |
0.8491 |
|
0.618 |
0.8459 |
|
0.500 |
0.8449 |
|
0.382 |
0.8439 |
|
LOW |
0.8407 |
|
0.618 |
0.8355 |
|
1.000 |
0.8323 |
|
1.618 |
0.8271 |
|
2.618 |
0.8187 |
|
4.250 |
0.8050 |
|
|
| Fisher Pivots for day following 26-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8449 |
0.8463 |
| PP |
0.8437 |
0.8446 |
| S1 |
0.8426 |
0.8430 |
|