CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 23-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2007 |
23-May-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8261 |
0.8255 |
-0.0006 |
-0.1% |
0.8354 |
| High |
0.8279 |
0.8271 |
-0.0008 |
-0.1% |
0.8368 |
| Low |
0.8252 |
0.8232 |
-0.0020 |
-0.2% |
0.8269 |
| Close |
0.8256 |
0.8247 |
-0.0009 |
-0.1% |
0.8284 |
| Range |
0.0027 |
0.0039 |
0.0012 |
44.4% |
0.0099 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
38,098 |
89,632 |
51,534 |
135.3% |
377,064 |
|
| Daily Pivots for day following 23-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8367 |
0.8346 |
0.8268 |
|
| R3 |
0.8328 |
0.8307 |
0.8258 |
|
| R2 |
0.8289 |
0.8289 |
0.8254 |
|
| R1 |
0.8268 |
0.8268 |
0.8251 |
0.8259 |
| PP |
0.8250 |
0.8250 |
0.8250 |
0.8246 |
| S1 |
0.8229 |
0.8229 |
0.8243 |
0.8220 |
| S2 |
0.8211 |
0.8211 |
0.8240 |
|
| S3 |
0.8172 |
0.8190 |
0.8236 |
|
| S4 |
0.8133 |
0.8151 |
0.8226 |
|
|
| 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 |
0.8318 |
0.8232 |
0.0086 |
1.0% |
0.0042 |
0.5% |
17% |
False |
True |
67,467 |
| 10 |
0.8409 |
0.8232 |
0.0177 |
2.1% |
0.0043 |
0.5% |
8% |
False |
True |
77,716 |
| 20 |
0.8491 |
0.8232 |
0.0259 |
3.1% |
0.0046 |
0.6% |
6% |
False |
True |
74,339 |
| 40 |
0.8658 |
0.8232 |
0.0426 |
5.2% |
0.0052 |
0.6% |
4% |
False |
True |
82,652 |
| 60 |
0.8799 |
0.8232 |
0.0567 |
6.9% |
0.0065 |
0.8% |
3% |
False |
True |
78,246 |
| 80 |
0.8799 |
0.8232 |
0.0567 |
6.9% |
0.0064 |
0.8% |
3% |
False |
True |
58,925 |
| 100 |
0.8799 |
0.8232 |
0.0567 |
6.9% |
0.0059 |
0.7% |
3% |
False |
True |
47,397 |
| 120 |
0.8918 |
0.8232 |
0.0686 |
8.3% |
0.0053 |
0.6% |
2% |
False |
True |
39,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8437 |
|
2.618 |
0.8373 |
|
1.618 |
0.8334 |
|
1.000 |
0.8310 |
|
0.618 |
0.8295 |
|
HIGH |
0.8271 |
|
0.618 |
0.8256 |
|
0.500 |
0.8252 |
|
0.382 |
0.8247 |
|
LOW |
0.8232 |
|
0.618 |
0.8208 |
|
1.000 |
0.8193 |
|
1.618 |
0.8169 |
|
2.618 |
0.8130 |
|
4.250 |
0.8066 |
|
|
| Fisher Pivots for day following 23-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8252 |
0.8265 |
| PP |
0.8250 |
0.8259 |
| S1 |
0.8249 |
0.8253 |
|