CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 02-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2007 |
02-May-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8422 |
0.8396 |
-0.0026 |
-0.3% |
0.8490 |
| High |
0.8447 |
0.8418 |
-0.0029 |
-0.3% |
0.8520 |
| Low |
0.8388 |
0.8358 |
-0.0030 |
-0.4% |
0.8402 |
| Close |
0.8401 |
0.8371 |
-0.0030 |
-0.4% |
0.8411 |
| Range |
0.0059 |
0.0060 |
0.0001 |
1.7% |
0.0118 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
89,274 |
73,449 |
-15,825 |
-17.7% |
443,040 |
|
| Daily Pivots for day following 02-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8562 |
0.8527 |
0.8404 |
|
| R3 |
0.8502 |
0.8467 |
0.8388 |
|
| R2 |
0.8442 |
0.8442 |
0.8382 |
|
| R1 |
0.8407 |
0.8407 |
0.8377 |
0.8395 |
| PP |
0.8382 |
0.8382 |
0.8382 |
0.8376 |
| S1 |
0.8347 |
0.8347 |
0.8366 |
0.8335 |
| S2 |
0.8322 |
0.8322 |
0.8360 |
|
| S3 |
0.8262 |
0.8287 |
0.8355 |
|
| S4 |
0.8202 |
0.8227 |
0.8338 |
|
|
| 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 |
0.8491 |
0.8358 |
0.0133 |
1.6% |
0.0062 |
0.7% |
10% |
False |
True |
83,586 |
| 10 |
0.8567 |
0.8358 |
0.0209 |
2.5% |
0.0058 |
0.7% |
6% |
False |
True |
84,653 |
| 20 |
0.8567 |
0.8358 |
0.0209 |
2.5% |
0.0057 |
0.7% |
6% |
False |
True |
80,213 |
| 40 |
0.8764 |
0.8358 |
0.0406 |
4.9% |
0.0069 |
0.8% |
3% |
False |
True |
89,482 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.8% |
0.0071 |
0.8% |
12% |
False |
False |
60,721 |
| 80 |
0.8799 |
0.8315 |
0.0484 |
5.8% |
0.0064 |
0.8% |
12% |
False |
False |
45,873 |
| 100 |
0.8799 |
0.8315 |
0.0484 |
5.8% |
0.0056 |
0.7% |
12% |
False |
False |
36,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8673 |
|
2.618 |
0.8575 |
|
1.618 |
0.8515 |
|
1.000 |
0.8478 |
|
0.618 |
0.8455 |
|
HIGH |
0.8418 |
|
0.618 |
0.8395 |
|
0.500 |
0.8388 |
|
0.382 |
0.8381 |
|
LOW |
0.8358 |
|
0.618 |
0.8321 |
|
1.000 |
0.8298 |
|
1.618 |
0.8261 |
|
2.618 |
0.8201 |
|
4.250 |
0.8103 |
|
|
| Fisher Pivots for day following 02-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8388 |
0.8403 |
| PP |
0.8382 |
0.8392 |
| S1 |
0.8377 |
0.8382 |
|