CME Japanese Yen Future June 2007
Trading Metrics calculated at close of trading on 11-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2007 |
11-May-2007 |
Change |
Change % |
Previous Week |
Open |
0.8370 |
0.8385 |
0.0015 |
0.2% |
0.8372 |
High |
0.8385 |
0.8409 |
0.0024 |
0.3% |
0.8414 |
Low |
0.8335 |
0.8354 |
0.0019 |
0.2% |
0.8335 |
Close |
0.8370 |
0.8362 |
-0.0008 |
-0.1% |
0.8362 |
Range |
0.0050 |
0.0055 |
0.0005 |
10.0% |
0.0079 |
ATR |
0.0055 |
0.0055 |
0.0000 |
0.0% |
0.0000 |
Volume |
103,381 |
121,456 |
18,075 |
17.5% |
410,584 |
|
Daily Pivots for day following 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8540 |
0.8506 |
0.8392 |
|
R3 |
0.8485 |
0.8451 |
0.8377 |
|
R2 |
0.8430 |
0.8430 |
0.8372 |
|
R1 |
0.8396 |
0.8396 |
0.8367 |
0.8386 |
PP |
0.8375 |
0.8375 |
0.8375 |
0.8370 |
S1 |
0.8341 |
0.8341 |
0.8357 |
0.8331 |
S2 |
0.8320 |
0.8320 |
0.8352 |
|
S3 |
0.8265 |
0.8286 |
0.8347 |
|
S4 |
0.8210 |
0.8231 |
0.8332 |
|
|
Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8607 |
0.8564 |
0.8405 |
|
R3 |
0.8528 |
0.8485 |
0.8384 |
|
R2 |
0.8449 |
0.8449 |
0.8376 |
|
R1 |
0.8406 |
0.8406 |
0.8369 |
0.8388 |
PP |
0.8370 |
0.8370 |
0.8370 |
0.8362 |
S1 |
0.8327 |
0.8327 |
0.8355 |
0.8309 |
S2 |
0.8291 |
0.8291 |
0.8348 |
|
S3 |
0.8212 |
0.8248 |
0.8340 |
|
S4 |
0.8133 |
0.8169 |
0.8319 |
|
|
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% |
0.0044 |
0.5% |
34% |
False |
False |
82,116 |
10 |
0.8447 |
0.8335 |
0.0112 |
1.3% |
0.0045 |
0.5% |
24% |
False |
False |
73,243 |
20 |
0.8567 |
0.8335 |
0.0232 |
2.8% |
0.0054 |
0.6% |
12% |
False |
False |
84,049 |
40 |
0.8702 |
0.8335 |
0.0367 |
4.4% |
0.0059 |
0.7% |
7% |
False |
False |
87,842 |
60 |
0.8799 |
0.8335 |
0.0464 |
5.5% |
0.0070 |
0.8% |
6% |
False |
False |
69,239 |
80 |
0.8799 |
0.8315 |
0.0484 |
5.8% |
0.0064 |
0.8% |
10% |
False |
False |
52,305 |
100 |
0.8799 |
0.8315 |
0.0484 |
5.8% |
0.0058 |
0.7% |
10% |
False |
False |
41,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8643 |
2.618 |
0.8553 |
1.618 |
0.8498 |
1.000 |
0.8464 |
0.618 |
0.8443 |
HIGH |
0.8409 |
0.618 |
0.8388 |
0.500 |
0.8382 |
0.382 |
0.8375 |
LOW |
0.8354 |
0.618 |
0.8320 |
1.000 |
0.8299 |
1.618 |
0.8265 |
2.618 |
0.8210 |
4.250 |
0.8120 |
|
|
Fisher Pivots for day following 11-May-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8382 |
0.8372 |
PP |
0.8375 |
0.8369 |
S1 |
0.8369 |
0.8365 |
|