CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 18-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2007 |
18-May-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8313 |
0.8278 |
-0.0035 |
-0.4% |
0.8354 |
| High |
0.8318 |
0.8317 |
-0.0001 |
0.0% |
0.8368 |
| Low |
0.8270 |
0.8269 |
-0.0001 |
0.0% |
0.8269 |
| Close |
0.8278 |
0.8284 |
0.0006 |
0.1% |
0.8284 |
| Range |
0.0048 |
0.0048 |
0.0000 |
0.0% |
0.0099 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
71,157 |
90,917 |
19,760 |
27.8% |
377,064 |
|
| Daily Pivots for day following 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8434 |
0.8407 |
0.8310 |
|
| R3 |
0.8386 |
0.8359 |
0.8297 |
|
| R2 |
0.8338 |
0.8338 |
0.8293 |
|
| R1 |
0.8311 |
0.8311 |
0.8288 |
0.8325 |
| PP |
0.8290 |
0.8290 |
0.8290 |
0.8297 |
| S1 |
0.8263 |
0.8263 |
0.8280 |
0.8277 |
| S2 |
0.8242 |
0.8242 |
0.8275 |
|
| S3 |
0.8194 |
0.8215 |
0.8271 |
|
| S4 |
0.8146 |
0.8167 |
0.8258 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8604 |
0.8543 |
0.8338 |
|
| R3 |
0.8505 |
0.8444 |
0.8311 |
|
| R2 |
0.8406 |
0.8406 |
0.8302 |
|
| R1 |
0.8345 |
0.8345 |
0.8293 |
0.8326 |
| PP |
0.8307 |
0.8307 |
0.8307 |
0.8298 |
| S1 |
0.8246 |
0.8246 |
0.8275 |
0.8227 |
| S2 |
0.8208 |
0.8208 |
0.8266 |
|
| S3 |
0.8109 |
0.8147 |
0.8257 |
|
| S4 |
0.8010 |
0.8048 |
0.8230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8368 |
0.8269 |
0.0099 |
1.2% |
0.0042 |
0.5% |
15% |
False |
True |
75,412 |
| 10 |
0.8414 |
0.8269 |
0.0145 |
1.8% |
0.0043 |
0.5% |
10% |
False |
True |
78,764 |
| 20 |
0.8520 |
0.8269 |
0.0251 |
3.0% |
0.0048 |
0.6% |
6% |
False |
True |
77,626 |
| 40 |
0.8684 |
0.8269 |
0.0415 |
5.0% |
0.0055 |
0.7% |
4% |
False |
True |
85,521 |
| 60 |
0.8799 |
0.8269 |
0.0530 |
6.4% |
0.0069 |
0.8% |
3% |
False |
True |
75,445 |
| 80 |
0.8799 |
0.8269 |
0.0530 |
6.4% |
0.0064 |
0.8% |
3% |
False |
True |
56,745 |
| 100 |
0.8799 |
0.8269 |
0.0530 |
6.4% |
0.0058 |
0.7% |
3% |
False |
True |
45,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8521 |
|
2.618 |
0.8443 |
|
1.618 |
0.8395 |
|
1.000 |
0.8365 |
|
0.618 |
0.8347 |
|
HIGH |
0.8317 |
|
0.618 |
0.8299 |
|
0.500 |
0.8293 |
|
0.382 |
0.8287 |
|
LOW |
0.8269 |
|
0.618 |
0.8239 |
|
1.000 |
0.8221 |
|
1.618 |
0.8191 |
|
2.618 |
0.8143 |
|
4.250 |
0.8065 |
|
|
| Fisher Pivots for day following 18-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8293 |
0.8314 |
| PP |
0.8290 |
0.8304 |
| S1 |
0.8287 |
0.8294 |
|