CME Japanese Yen Future June 2007
Trading Metrics calculated at close of trading on 08-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2007 |
08-May-2007 |
Change |
Change % |
Previous Week |
Open |
0.8372 |
0.8373 |
0.0001 |
0.0% |
0.8426 |
High |
0.8393 |
0.8414 |
0.0021 |
0.3% |
0.8447 |
Low |
0.8363 |
0.8369 |
0.0006 |
0.1% |
0.8346 |
Close |
0.8373 |
0.8381 |
0.0008 |
0.1% |
0.8370 |
Range |
0.0030 |
0.0045 |
0.0015 |
50.0% |
0.0101 |
ATR |
0.0057 |
0.0057 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
33,432 |
84,822 |
51,390 |
153.7% |
321,847 |
|
Daily Pivots for day following 08-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8523 |
0.8497 |
0.8406 |
|
R3 |
0.8478 |
0.8452 |
0.8393 |
|
R2 |
0.8433 |
0.8433 |
0.8389 |
|
R1 |
0.8407 |
0.8407 |
0.8385 |
0.8420 |
PP |
0.8388 |
0.8388 |
0.8388 |
0.8395 |
S1 |
0.8362 |
0.8362 |
0.8377 |
0.8375 |
S2 |
0.8343 |
0.8343 |
0.8373 |
|
S3 |
0.8298 |
0.8317 |
0.8369 |
|
S4 |
0.8253 |
0.8272 |
0.8356 |
|
|
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 |
0.8418 |
0.8346 |
0.0072 |
0.9% |
0.0042 |
0.5% |
49% |
False |
False |
59,528 |
10 |
0.8514 |
0.8346 |
0.0168 |
2.0% |
0.0050 |
0.6% |
21% |
False |
False |
71,399 |
20 |
0.8567 |
0.8346 |
0.0221 |
2.6% |
0.0057 |
0.7% |
16% |
False |
False |
81,113 |
40 |
0.8745 |
0.8346 |
0.0399 |
4.8% |
0.0062 |
0.7% |
9% |
False |
False |
91,974 |
60 |
0.8799 |
0.8343 |
0.0456 |
5.4% |
0.0070 |
0.8% |
8% |
False |
False |
64,418 |
80 |
0.8799 |
0.8315 |
0.0484 |
5.8% |
0.0064 |
0.8% |
14% |
False |
False |
48,664 |
100 |
0.8799 |
0.8315 |
0.0484 |
5.8% |
0.0057 |
0.7% |
14% |
False |
False |
39,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8605 |
2.618 |
0.8532 |
1.618 |
0.8487 |
1.000 |
0.8459 |
0.618 |
0.8442 |
HIGH |
0.8414 |
0.618 |
0.8397 |
0.500 |
0.8392 |
0.382 |
0.8386 |
LOW |
0.8369 |
0.618 |
0.8341 |
1.000 |
0.8324 |
1.618 |
0.8296 |
2.618 |
0.8251 |
4.250 |
0.8178 |
|
|
Fisher Pivots for day following 08-May-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8392 |
0.8381 |
PP |
0.8388 |
0.8380 |
S1 |
0.8385 |
0.8380 |
|