CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 22-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2007 |
22-May-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8294 |
0.8261 |
-0.0033 |
-0.4% |
0.8354 |
| High |
0.8298 |
0.8279 |
-0.0019 |
-0.2% |
0.8368 |
| Low |
0.8251 |
0.8252 |
0.0001 |
0.0% |
0.8269 |
| Close |
0.8264 |
0.8256 |
-0.0008 |
-0.1% |
0.8284 |
| Range |
0.0047 |
0.0027 |
-0.0020 |
-42.6% |
0.0099 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
47,535 |
38,098 |
-9,437 |
-19.9% |
377,064 |
|
| Daily Pivots for day following 22-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8343 |
0.8327 |
0.8271 |
|
| R3 |
0.8316 |
0.8300 |
0.8263 |
|
| R2 |
0.8289 |
0.8289 |
0.8261 |
|
| R1 |
0.8273 |
0.8273 |
0.8258 |
0.8268 |
| PP |
0.8262 |
0.8262 |
0.8262 |
0.8260 |
| S1 |
0.8246 |
0.8246 |
0.8254 |
0.8241 |
| S2 |
0.8235 |
0.8235 |
0.8251 |
|
| S3 |
0.8208 |
0.8219 |
0.8249 |
|
| S4 |
0.8181 |
0.8192 |
0.8241 |
|
|
| 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 |
0.8358 |
0.8251 |
0.0107 |
1.3% |
0.0044 |
0.5% |
5% |
False |
False |
66,872 |
| 10 |
0.8409 |
0.8251 |
0.0158 |
1.9% |
0.0043 |
0.5% |
3% |
False |
False |
75,502 |
| 20 |
0.8514 |
0.8251 |
0.0263 |
3.2% |
0.0046 |
0.6% |
2% |
False |
False |
73,451 |
| 40 |
0.8684 |
0.8251 |
0.0433 |
5.2% |
0.0054 |
0.7% |
1% |
False |
False |
82,606 |
| 60 |
0.8799 |
0.8251 |
0.0548 |
6.6% |
0.0065 |
0.8% |
1% |
False |
False |
76,843 |
| 80 |
0.8799 |
0.8251 |
0.0548 |
6.6% |
0.0064 |
0.8% |
1% |
False |
False |
57,809 |
| 100 |
0.8799 |
0.8251 |
0.0548 |
6.6% |
0.0059 |
0.7% |
1% |
False |
False |
46,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8394 |
|
2.618 |
0.8350 |
|
1.618 |
0.8323 |
|
1.000 |
0.8306 |
|
0.618 |
0.8296 |
|
HIGH |
0.8279 |
|
0.618 |
0.8269 |
|
0.500 |
0.8266 |
|
0.382 |
0.8262 |
|
LOW |
0.8252 |
|
0.618 |
0.8235 |
|
1.000 |
0.8225 |
|
1.618 |
0.8208 |
|
2.618 |
0.8181 |
|
4.250 |
0.8137 |
|
|
| Fisher Pivots for day following 22-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8266 |
0.8284 |
| PP |
0.8262 |
0.8275 |
| S1 |
0.8259 |
0.8265 |
|