CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 17-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2007 |
17-May-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8355 |
0.8313 |
-0.0042 |
-0.5% |
0.8372 |
| High |
0.8358 |
0.8318 |
-0.0040 |
-0.5% |
0.8414 |
| Low |
0.8306 |
0.8270 |
-0.0036 |
-0.4% |
0.8335 |
| Close |
0.8317 |
0.8278 |
-0.0039 |
-0.5% |
0.8362 |
| Range |
0.0052 |
0.0048 |
-0.0004 |
-7.7% |
0.0079 |
| ATR |
0.0052 |
0.0051 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
86,656 |
71,157 |
-15,499 |
-17.9% |
410,584 |
|
| Daily Pivots for day following 17-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8433 |
0.8403 |
0.8304 |
|
| R3 |
0.8385 |
0.8355 |
0.8291 |
|
| R2 |
0.8337 |
0.8337 |
0.8287 |
|
| R1 |
0.8307 |
0.8307 |
0.8282 |
0.8298 |
| PP |
0.8289 |
0.8289 |
0.8289 |
0.8284 |
| S1 |
0.8259 |
0.8259 |
0.8274 |
0.8250 |
| S2 |
0.8241 |
0.8241 |
0.8269 |
|
| S3 |
0.8193 |
0.8211 |
0.8265 |
|
| S4 |
0.8145 |
0.8163 |
0.8252 |
|
|
| 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 |
0.8270 |
0.0139 |
1.7% |
0.0044 |
0.5% |
6% |
False |
True |
81,520 |
| 10 |
0.8414 |
0.8270 |
0.0144 |
1.7% |
0.0042 |
0.5% |
6% |
False |
True |
75,039 |
| 20 |
0.8520 |
0.8270 |
0.0250 |
3.0% |
0.0048 |
0.6% |
3% |
False |
True |
76,845 |
| 40 |
0.8684 |
0.8270 |
0.0414 |
5.0% |
0.0055 |
0.7% |
2% |
False |
True |
85,778 |
| 60 |
0.8799 |
0.8270 |
0.0529 |
6.4% |
0.0069 |
0.8% |
2% |
False |
True |
73,940 |
| 80 |
0.8799 |
0.8270 |
0.0529 |
6.4% |
0.0064 |
0.8% |
2% |
False |
True |
55,614 |
| 100 |
0.8799 |
0.8270 |
0.0529 |
6.4% |
0.0058 |
0.7% |
2% |
False |
True |
44,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8522 |
|
2.618 |
0.8444 |
|
1.618 |
0.8396 |
|
1.000 |
0.8366 |
|
0.618 |
0.8348 |
|
HIGH |
0.8318 |
|
0.618 |
0.8300 |
|
0.500 |
0.8294 |
|
0.382 |
0.8288 |
|
LOW |
0.8270 |
|
0.618 |
0.8240 |
|
1.000 |
0.8222 |
|
1.618 |
0.8192 |
|
2.618 |
0.8144 |
|
4.250 |
0.8066 |
|
|
| Fisher Pivots for day following 17-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8294 |
0.8316 |
| PP |
0.8289 |
0.8303 |
| S1 |
0.8283 |
0.8291 |
|