CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 01-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2007 |
01-May-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8426 |
0.8422 |
-0.0004 |
0.0% |
0.8490 |
| High |
0.8443 |
0.8447 |
0.0004 |
0.0% |
0.8520 |
| Low |
0.8403 |
0.8388 |
-0.0015 |
-0.2% |
0.8402 |
| Close |
0.8417 |
0.8401 |
-0.0016 |
-0.2% |
0.8411 |
| Range |
0.0040 |
0.0059 |
0.0019 |
47.5% |
0.0118 |
| ATR |
0.0064 |
0.0063 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
53,183 |
89,274 |
36,091 |
67.9% |
443,040 |
|
| Daily Pivots for day following 01-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8589 |
0.8554 |
0.8433 |
|
| R3 |
0.8530 |
0.8495 |
0.8417 |
|
| R2 |
0.8471 |
0.8471 |
0.8412 |
|
| R1 |
0.8436 |
0.8436 |
0.8406 |
0.8424 |
| PP |
0.8412 |
0.8412 |
0.8412 |
0.8406 |
| S1 |
0.8377 |
0.8377 |
0.8396 |
0.8365 |
| S2 |
0.8353 |
0.8353 |
0.8390 |
|
| S3 |
0.8294 |
0.8318 |
0.8385 |
|
| S4 |
0.8235 |
0.8259 |
0.8369 |
|
|
| 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 |
0.8514 |
0.8388 |
0.0126 |
1.5% |
0.0058 |
0.7% |
10% |
False |
True |
83,269 |
| 10 |
0.8567 |
0.8388 |
0.0179 |
2.1% |
0.0059 |
0.7% |
7% |
False |
True |
86,994 |
| 20 |
0.8567 |
0.8388 |
0.0179 |
2.1% |
0.0056 |
0.7% |
7% |
False |
True |
81,463 |
| 40 |
0.8764 |
0.8388 |
0.0376 |
4.5% |
0.0069 |
0.8% |
3% |
False |
True |
87,821 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.8% |
0.0070 |
0.8% |
18% |
False |
False |
59,500 |
| 80 |
0.8799 |
0.8315 |
0.0484 |
5.8% |
0.0063 |
0.8% |
18% |
False |
False |
44,957 |
| 100 |
0.8882 |
0.8315 |
0.0567 |
6.7% |
0.0057 |
0.7% |
15% |
False |
False |
36,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8698 |
|
2.618 |
0.8601 |
|
1.618 |
0.8542 |
|
1.000 |
0.8506 |
|
0.618 |
0.8483 |
|
HIGH |
0.8447 |
|
0.618 |
0.8424 |
|
0.500 |
0.8418 |
|
0.382 |
0.8411 |
|
LOW |
0.8388 |
|
0.618 |
0.8352 |
|
1.000 |
0.8329 |
|
1.618 |
0.8293 |
|
2.618 |
0.8234 |
|
4.250 |
0.8137 |
|
|
| Fisher Pivots for day following 01-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8418 |
0.8428 |
| PP |
0.8412 |
0.8419 |
| S1 |
0.8407 |
0.8410 |
|