CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 14-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2007 |
14-May-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8385 |
0.8354 |
-0.0031 |
-0.4% |
0.8372 |
| High |
0.8409 |
0.8368 |
-0.0041 |
-0.5% |
0.8414 |
| Low |
0.8354 |
0.8339 |
-0.0015 |
-0.2% |
0.8335 |
| Close |
0.8362 |
0.8351 |
-0.0011 |
-0.1% |
0.8362 |
| Range |
0.0055 |
0.0029 |
-0.0026 |
-47.3% |
0.0079 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
121,456 |
48,548 |
-72,908 |
-60.0% |
410,584 |
|
| Daily Pivots for day following 14-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8440 |
0.8424 |
0.8367 |
|
| R3 |
0.8411 |
0.8395 |
0.8359 |
|
| R2 |
0.8382 |
0.8382 |
0.8356 |
|
| R1 |
0.8366 |
0.8366 |
0.8354 |
0.8360 |
| PP |
0.8353 |
0.8353 |
0.8353 |
0.8349 |
| S1 |
0.8337 |
0.8337 |
0.8348 |
0.8331 |
| S2 |
0.8324 |
0.8324 |
0.8346 |
|
| S3 |
0.8295 |
0.8308 |
0.8343 |
|
| S4 |
0.8266 |
0.8279 |
0.8335 |
|
|
| 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% |
0.0043 |
0.5% |
20% |
False |
False |
85,140 |
| 10 |
0.8447 |
0.8335 |
0.0112 |
1.3% |
0.0044 |
0.5% |
14% |
False |
False |
72,779 |
| 20 |
0.8567 |
0.8335 |
0.0232 |
2.8% |
0.0052 |
0.6% |
7% |
False |
False |
80,176 |
| 40 |
0.8684 |
0.8335 |
0.0349 |
4.2% |
0.0057 |
0.7% |
5% |
False |
False |
86,822 |
| 60 |
0.8799 |
0.8335 |
0.0464 |
5.6% |
0.0070 |
0.8% |
3% |
False |
False |
70,033 |
| 80 |
0.8799 |
0.8315 |
0.0484 |
5.8% |
0.0064 |
0.8% |
7% |
False |
False |
52,910 |
| 100 |
0.8799 |
0.8315 |
0.0484 |
5.8% |
0.0058 |
0.7% |
7% |
False |
False |
42,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8491 |
|
2.618 |
0.8444 |
|
1.618 |
0.8415 |
|
1.000 |
0.8397 |
|
0.618 |
0.8386 |
|
HIGH |
0.8368 |
|
0.618 |
0.8357 |
|
0.500 |
0.8354 |
|
0.382 |
0.8350 |
|
LOW |
0.8339 |
|
0.618 |
0.8321 |
|
1.000 |
0.8310 |
|
1.618 |
0.8292 |
|
2.618 |
0.8263 |
|
4.250 |
0.8216 |
|
|
| Fisher Pivots for day following 14-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8354 |
0.8372 |
| PP |
0.8353 |
0.8365 |
| S1 |
0.8352 |
0.8358 |
|