CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 24-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2007 |
24-May-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8255 |
0.8250 |
-0.0005 |
-0.1% |
0.8354 |
| High |
0.8271 |
0.8272 |
0.0001 |
0.0% |
0.8368 |
| Low |
0.8232 |
0.8241 |
0.0009 |
0.1% |
0.8269 |
| Close |
0.8247 |
0.8261 |
0.0014 |
0.2% |
0.8284 |
| Range |
0.0039 |
0.0031 |
-0.0008 |
-20.5% |
0.0099 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
89,632 |
79,500 |
-10,132 |
-11.3% |
377,064 |
|
| Daily Pivots for day following 24-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8351 |
0.8337 |
0.8278 |
|
| R3 |
0.8320 |
0.8306 |
0.8270 |
|
| R2 |
0.8289 |
0.8289 |
0.8267 |
|
| R1 |
0.8275 |
0.8275 |
0.8264 |
0.8282 |
| PP |
0.8258 |
0.8258 |
0.8258 |
0.8262 |
| S1 |
0.8244 |
0.8244 |
0.8258 |
0.8251 |
| S2 |
0.8227 |
0.8227 |
0.8255 |
|
| S3 |
0.8196 |
0.8213 |
0.8252 |
|
| S4 |
0.8165 |
0.8182 |
0.8244 |
|
|
| 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 |
0.8317 |
0.8232 |
0.0085 |
1.0% |
0.0038 |
0.5% |
34% |
False |
False |
69,136 |
| 10 |
0.8409 |
0.8232 |
0.0177 |
2.1% |
0.0041 |
0.5% |
16% |
False |
False |
75,328 |
| 20 |
0.8467 |
0.8232 |
0.0235 |
2.8% |
0.0044 |
0.5% |
12% |
False |
False |
72,900 |
| 40 |
0.8618 |
0.8232 |
0.0386 |
4.7% |
0.0050 |
0.6% |
8% |
False |
False |
80,585 |
| 60 |
0.8799 |
0.8232 |
0.0567 |
6.9% |
0.0063 |
0.8% |
5% |
False |
False |
79,539 |
| 80 |
0.8799 |
0.8232 |
0.0567 |
6.9% |
0.0064 |
0.8% |
5% |
False |
False |
59,910 |
| 100 |
0.8799 |
0.8232 |
0.0567 |
6.9% |
0.0059 |
0.7% |
5% |
False |
False |
48,191 |
| 120 |
0.8918 |
0.8232 |
0.0686 |
8.3% |
0.0053 |
0.6% |
4% |
False |
False |
40,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8404 |
|
2.618 |
0.8353 |
|
1.618 |
0.8322 |
|
1.000 |
0.8303 |
|
0.618 |
0.8291 |
|
HIGH |
0.8272 |
|
0.618 |
0.8260 |
|
0.500 |
0.8257 |
|
0.382 |
0.8253 |
|
LOW |
0.8241 |
|
0.618 |
0.8222 |
|
1.000 |
0.8210 |
|
1.618 |
0.8191 |
|
2.618 |
0.8160 |
|
4.250 |
0.8109 |
|
|
| Fisher Pivots for day following 24-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8260 |
0.8259 |
| PP |
0.8258 |
0.8257 |
| S1 |
0.8257 |
0.8256 |
|