CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 04-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2007 |
04-May-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8366 |
0.8350 |
-0.0016 |
-0.2% |
0.8426 |
| High |
0.8381 |
0.8387 |
0.0006 |
0.1% |
0.8447 |
| Low |
0.8346 |
0.8346 |
0.0000 |
0.0% |
0.8346 |
| Close |
0.8350 |
0.8370 |
0.0020 |
0.2% |
0.8370 |
| Range |
0.0035 |
0.0041 |
0.0006 |
17.1% |
0.0101 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
52,282 |
53,659 |
1,377 |
2.6% |
321,847 |
|
| Daily Pivots for day following 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8491 |
0.8471 |
0.8393 |
|
| R3 |
0.8450 |
0.8430 |
0.8381 |
|
| R2 |
0.8409 |
0.8409 |
0.8378 |
|
| R1 |
0.8389 |
0.8389 |
0.8374 |
0.8399 |
| PP |
0.8368 |
0.8368 |
0.8368 |
0.8373 |
| S1 |
0.8348 |
0.8348 |
0.8366 |
0.8358 |
| S2 |
0.8327 |
0.8327 |
0.8362 |
|
| S3 |
0.8286 |
0.8307 |
0.8359 |
|
| S4 |
0.8245 |
0.8266 |
0.8347 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8691 |
0.8631 |
0.8426 |
|
| R3 |
0.8590 |
0.8530 |
0.8398 |
|
| R2 |
0.8489 |
0.8489 |
0.8389 |
|
| R1 |
0.8429 |
0.8429 |
0.8379 |
0.8409 |
| PP |
0.8388 |
0.8388 |
0.8388 |
0.8377 |
| S1 |
0.8328 |
0.8328 |
0.8361 |
0.8308 |
| S2 |
0.8287 |
0.8287 |
0.8351 |
|
| S3 |
0.8186 |
0.8227 |
0.8342 |
|
| S4 |
0.8085 |
0.8126 |
0.8314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8447 |
0.8346 |
0.0101 |
1.2% |
0.0047 |
0.6% |
24% |
False |
True |
64,369 |
| 10 |
0.8520 |
0.8346 |
0.0174 |
2.1% |
0.0054 |
0.6% |
14% |
False |
True |
76,488 |
| 20 |
0.8567 |
0.8346 |
0.0221 |
2.6% |
0.0056 |
0.7% |
11% |
False |
True |
77,646 |
| 40 |
0.8745 |
0.8346 |
0.0399 |
4.8% |
0.0065 |
0.8% |
6% |
False |
True |
91,467 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.8% |
0.0070 |
0.8% |
11% |
False |
False |
62,462 |
| 80 |
0.8799 |
0.8315 |
0.0484 |
5.8% |
0.0064 |
0.8% |
11% |
False |
False |
47,195 |
| 100 |
0.8799 |
0.8315 |
0.0484 |
5.8% |
0.0057 |
0.7% |
11% |
False |
False |
37,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8561 |
|
2.618 |
0.8494 |
|
1.618 |
0.8453 |
|
1.000 |
0.8428 |
|
0.618 |
0.8412 |
|
HIGH |
0.8387 |
|
0.618 |
0.8371 |
|
0.500 |
0.8367 |
|
0.382 |
0.8362 |
|
LOW |
0.8346 |
|
0.618 |
0.8321 |
|
1.000 |
0.8305 |
|
1.618 |
0.8280 |
|
2.618 |
0.8239 |
|
4.250 |
0.8172 |
|
|
| Fisher Pivots for day following 04-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8369 |
0.8382 |
| PP |
0.8368 |
0.8378 |
| S1 |
0.8367 |
0.8374 |
|