CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 27-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2007 |
27-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8482 |
0.8413 |
-0.0069 |
-0.8% |
0.8490 |
| High |
0.8491 |
0.8467 |
-0.0024 |
-0.3% |
0.8520 |
| Low |
0.8407 |
0.8402 |
-0.0005 |
-0.1% |
0.8402 |
| Close |
0.8414 |
0.8411 |
-0.0003 |
0.0% |
0.8411 |
| Range |
0.0084 |
0.0065 |
-0.0019 |
-22.6% |
0.0118 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.0% |
0.0000 |
| Volume |
108,277 |
93,751 |
-14,526 |
-13.4% |
443,040 |
|
| Daily Pivots for day following 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8622 |
0.8581 |
0.8447 |
|
| R3 |
0.8557 |
0.8516 |
0.8429 |
|
| R2 |
0.8492 |
0.8492 |
0.8423 |
|
| R1 |
0.8451 |
0.8451 |
0.8417 |
0.8439 |
| PP |
0.8427 |
0.8427 |
0.8427 |
0.8421 |
| S1 |
0.8386 |
0.8386 |
0.8405 |
0.8374 |
| S2 |
0.8362 |
0.8362 |
0.8399 |
|
| S3 |
0.8297 |
0.8321 |
0.8393 |
|
| S4 |
0.8232 |
0.8256 |
0.8375 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8798 |
0.8723 |
0.8476 |
|
| R3 |
0.8680 |
0.8605 |
0.8443 |
|
| R2 |
0.8562 |
0.8562 |
0.8433 |
|
| R1 |
0.8487 |
0.8487 |
0.8422 |
0.8466 |
| PP |
0.8444 |
0.8444 |
0.8444 |
0.8434 |
| S1 |
0.8369 |
0.8369 |
0.8400 |
0.8348 |
| S2 |
0.8326 |
0.8326 |
0.8389 |
|
| S3 |
0.8208 |
0.8251 |
0.8379 |
|
| S4 |
0.8090 |
0.8133 |
0.8346 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8520 |
0.8402 |
0.0118 |
1.4% |
0.0060 |
0.7% |
8% |
False |
True |
88,608 |
| 10 |
0.8567 |
0.8402 |
0.0165 |
2.0% |
0.0063 |
0.7% |
5% |
False |
True |
94,855 |
| 20 |
0.8599 |
0.8402 |
0.0197 |
2.3% |
0.0055 |
0.7% |
5% |
False |
True |
86,565 |
| 40 |
0.8799 |
0.8402 |
0.0397 |
4.7% |
0.0072 |
0.9% |
2% |
False |
True |
85,099 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.8% |
0.0070 |
0.8% |
20% |
False |
False |
57,134 |
| 80 |
0.8799 |
0.8315 |
0.0484 |
5.8% |
0.0063 |
0.8% |
20% |
False |
False |
43,185 |
| 100 |
0.8914 |
0.8315 |
0.0599 |
7.1% |
0.0056 |
0.7% |
16% |
False |
False |
34,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8743 |
|
2.618 |
0.8637 |
|
1.618 |
0.8572 |
|
1.000 |
0.8532 |
|
0.618 |
0.8507 |
|
HIGH |
0.8467 |
|
0.618 |
0.8442 |
|
0.500 |
0.8435 |
|
0.382 |
0.8427 |
|
LOW |
0.8402 |
|
0.618 |
0.8362 |
|
1.000 |
0.8337 |
|
1.618 |
0.8297 |
|
2.618 |
0.8232 |
|
4.250 |
0.8126 |
|
|
| Fisher Pivots for day following 27-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8435 |
0.8458 |
| PP |
0.8427 |
0.8442 |
| S1 |
0.8419 |
0.8427 |
|