CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 09-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2007 |
09-May-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8373 |
0.8374 |
0.0001 |
0.0% |
0.8426 |
| High |
0.8414 |
0.8403 |
-0.0011 |
-0.1% |
0.8447 |
| Low |
0.8369 |
0.8365 |
-0.0004 |
0.0% |
0.8346 |
| Close |
0.8381 |
0.8372 |
-0.0009 |
-0.1% |
0.8370 |
| Range |
0.0045 |
0.0038 |
-0.0007 |
-15.6% |
0.0101 |
| ATR |
0.0057 |
0.0055 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
84,822 |
67,493 |
-17,329 |
-20.4% |
321,847 |
|
| Daily Pivots for day following 09-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8494 |
0.8471 |
0.8393 |
|
| R3 |
0.8456 |
0.8433 |
0.8382 |
|
| R2 |
0.8418 |
0.8418 |
0.8379 |
|
| R1 |
0.8395 |
0.8395 |
0.8375 |
0.8388 |
| PP |
0.8380 |
0.8380 |
0.8380 |
0.8376 |
| S1 |
0.8357 |
0.8357 |
0.8369 |
0.8350 |
| S2 |
0.8342 |
0.8342 |
0.8365 |
|
| S3 |
0.8304 |
0.8319 |
0.8362 |
|
| S4 |
0.8266 |
0.8281 |
0.8351 |
|
|
| 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 |
0.8414 |
0.8346 |
0.0068 |
0.8% |
0.0038 |
0.5% |
38% |
False |
False |
58,337 |
| 10 |
0.8491 |
0.8346 |
0.0145 |
1.7% |
0.0050 |
0.6% |
18% |
False |
False |
70,962 |
| 20 |
0.8567 |
0.8346 |
0.0221 |
2.6% |
0.0056 |
0.7% |
12% |
False |
False |
80,712 |
| 40 |
0.8702 |
0.8346 |
0.0356 |
4.3% |
0.0060 |
0.7% |
7% |
False |
False |
91,845 |
| 60 |
0.8799 |
0.8343 |
0.0456 |
5.4% |
0.0070 |
0.8% |
6% |
False |
False |
65,537 |
| 80 |
0.8799 |
0.8315 |
0.0484 |
5.8% |
0.0064 |
0.8% |
12% |
False |
False |
49,504 |
| 100 |
0.8799 |
0.8315 |
0.0484 |
5.8% |
0.0057 |
0.7% |
12% |
False |
False |
39,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8565 |
|
2.618 |
0.8502 |
|
1.618 |
0.8464 |
|
1.000 |
0.8441 |
|
0.618 |
0.8426 |
|
HIGH |
0.8403 |
|
0.618 |
0.8388 |
|
0.500 |
0.8384 |
|
0.382 |
0.8380 |
|
LOW |
0.8365 |
|
0.618 |
0.8342 |
|
1.000 |
0.8327 |
|
1.618 |
0.8304 |
|
2.618 |
0.8266 |
|
4.250 |
0.8204 |
|
|
| Fisher Pivots for day following 09-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8384 |
0.8389 |
| PP |
0.8380 |
0.8383 |
| S1 |
0.8376 |
0.8378 |
|