CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 10-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2007 |
10-May-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8374 |
0.8370 |
-0.0004 |
0.0% |
0.8426 |
| High |
0.8403 |
0.8385 |
-0.0018 |
-0.2% |
0.8447 |
| Low |
0.8365 |
0.8335 |
-0.0030 |
-0.4% |
0.8346 |
| Close |
0.8372 |
0.8370 |
-0.0002 |
0.0% |
0.8370 |
| Range |
0.0038 |
0.0050 |
0.0012 |
31.6% |
0.0101 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
67,493 |
103,381 |
35,888 |
53.2% |
321,847 |
|
| Daily Pivots for day following 10-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8513 |
0.8492 |
0.8398 |
|
| R3 |
0.8463 |
0.8442 |
0.8384 |
|
| R2 |
0.8413 |
0.8413 |
0.8379 |
|
| R1 |
0.8392 |
0.8392 |
0.8375 |
0.8395 |
| PP |
0.8363 |
0.8363 |
0.8363 |
0.8365 |
| S1 |
0.8342 |
0.8342 |
0.8365 |
0.8345 |
| S2 |
0.8313 |
0.8313 |
0.8361 |
|
| S3 |
0.8263 |
0.8292 |
0.8356 |
|
| S4 |
0.8213 |
0.8242 |
0.8343 |
|
|
| 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 |
0.8335 |
0.0079 |
0.9% |
0.0041 |
0.5% |
44% |
False |
True |
68,557 |
| 10 |
0.8467 |
0.8335 |
0.0132 |
1.6% |
0.0046 |
0.6% |
27% |
False |
True |
70,472 |
| 20 |
0.8567 |
0.8335 |
0.0232 |
2.8% |
0.0056 |
0.7% |
15% |
False |
True |
81,768 |
| 40 |
0.8702 |
0.8335 |
0.0367 |
4.4% |
0.0060 |
0.7% |
10% |
False |
True |
90,383 |
| 60 |
0.8799 |
0.8335 |
0.0464 |
5.5% |
0.0070 |
0.8% |
8% |
False |
True |
67,230 |
| 80 |
0.8799 |
0.8315 |
0.0484 |
5.8% |
0.0064 |
0.8% |
11% |
False |
False |
50,795 |
| 100 |
0.8799 |
0.8315 |
0.0484 |
5.8% |
0.0058 |
0.7% |
11% |
False |
False |
40,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8598 |
|
2.618 |
0.8516 |
|
1.618 |
0.8466 |
|
1.000 |
0.8435 |
|
0.618 |
0.8416 |
|
HIGH |
0.8385 |
|
0.618 |
0.8366 |
|
0.500 |
0.8360 |
|
0.382 |
0.8354 |
|
LOW |
0.8335 |
|
0.618 |
0.8304 |
|
1.000 |
0.8285 |
|
1.618 |
0.8254 |
|
2.618 |
0.8204 |
|
4.250 |
0.8123 |
|
|
| Fisher Pivots for day following 10-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8367 |
0.8375 |
| PP |
0.8363 |
0.8373 |
| S1 |
0.8360 |
0.8372 |
|