CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 15-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2007 |
15-May-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8354 |
0.8343 |
-0.0011 |
-0.1% |
0.8372 |
| High |
0.8368 |
0.8361 |
-0.0007 |
-0.1% |
0.8414 |
| Low |
0.8339 |
0.8327 |
-0.0012 |
-0.1% |
0.8335 |
| Close |
0.8351 |
0.8352 |
0.0001 |
0.0% |
0.8362 |
| Range |
0.0029 |
0.0034 |
0.0005 |
17.2% |
0.0079 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
48,548 |
79,786 |
31,238 |
64.3% |
410,584 |
|
| Daily Pivots for day following 15-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8449 |
0.8434 |
0.8371 |
|
| R3 |
0.8415 |
0.8400 |
0.8361 |
|
| R2 |
0.8381 |
0.8381 |
0.8358 |
|
| R1 |
0.8366 |
0.8366 |
0.8355 |
0.8374 |
| PP |
0.8347 |
0.8347 |
0.8347 |
0.8350 |
| S1 |
0.8332 |
0.8332 |
0.8349 |
0.8340 |
| S2 |
0.8313 |
0.8313 |
0.8346 |
|
| S3 |
0.8279 |
0.8298 |
0.8343 |
|
| S4 |
0.8245 |
0.8264 |
0.8333 |
|
|
| 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 |
0.8409 |
0.8327 |
0.0082 |
1.0% |
0.0041 |
0.5% |
30% |
False |
True |
84,132 |
| 10 |
0.8418 |
0.8327 |
0.0091 |
1.1% |
0.0042 |
0.5% |
27% |
False |
True |
71,830 |
| 20 |
0.8567 |
0.8327 |
0.0240 |
2.9% |
0.0050 |
0.6% |
10% |
False |
True |
79,412 |
| 40 |
0.8684 |
0.8327 |
0.0357 |
4.3% |
0.0056 |
0.7% |
7% |
False |
True |
86,702 |
| 60 |
0.8799 |
0.8327 |
0.0472 |
5.7% |
0.0069 |
0.8% |
5% |
False |
True |
71,336 |
| 80 |
0.8799 |
0.8315 |
0.0484 |
5.8% |
0.0064 |
0.8% |
8% |
False |
False |
53,901 |
| 100 |
0.8799 |
0.8315 |
0.0484 |
5.8% |
0.0058 |
0.7% |
8% |
False |
False |
43,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8506 |
|
2.618 |
0.8450 |
|
1.618 |
0.8416 |
|
1.000 |
0.8395 |
|
0.618 |
0.8382 |
|
HIGH |
0.8361 |
|
0.618 |
0.8348 |
|
0.500 |
0.8344 |
|
0.382 |
0.8340 |
|
LOW |
0.8327 |
|
0.618 |
0.8306 |
|
1.000 |
0.8293 |
|
1.618 |
0.8272 |
|
2.618 |
0.8238 |
|
4.250 |
0.8183 |
|
|
| Fisher Pivots for day following 15-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8349 |
0.8368 |
| PP |
0.8347 |
0.8363 |
| S1 |
0.8344 |
0.8357 |
|