CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 30-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2007 |
30-May-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8237 |
0.8241 |
0.0004 |
0.0% |
0.8294 |
| High |
0.8274 |
0.8265 |
-0.0009 |
-0.1% |
0.8300 |
| Low |
0.8230 |
0.8232 |
0.0002 |
0.0% |
0.8232 |
| Close |
0.8249 |
0.8245 |
-0.0004 |
0.0% |
0.8239 |
| Range |
0.0044 |
0.0033 |
-0.0011 |
-25.0% |
0.0068 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
94,622 |
75,061 |
-19,561 |
-20.7% |
349,001 |
|
| Daily Pivots for day following 30-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8346 |
0.8329 |
0.8263 |
|
| R3 |
0.8313 |
0.8296 |
0.8254 |
|
| R2 |
0.8280 |
0.8280 |
0.8251 |
|
| R1 |
0.8263 |
0.8263 |
0.8248 |
0.8272 |
| PP |
0.8247 |
0.8247 |
0.8247 |
0.8252 |
| S1 |
0.8230 |
0.8230 |
0.8242 |
0.8239 |
| S2 |
0.8214 |
0.8214 |
0.8239 |
|
| S3 |
0.8181 |
0.8197 |
0.8236 |
|
| S4 |
0.8148 |
0.8164 |
0.8227 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8461 |
0.8418 |
0.8276 |
|
| R3 |
0.8393 |
0.8350 |
0.8258 |
|
| R2 |
0.8325 |
0.8325 |
0.8251 |
|
| R1 |
0.8282 |
0.8282 |
0.8245 |
0.8270 |
| PP |
0.8257 |
0.8257 |
0.8257 |
0.8251 |
| S1 |
0.8214 |
0.8214 |
0.8233 |
0.8202 |
| S2 |
0.8189 |
0.8189 |
0.8227 |
|
| S3 |
0.8121 |
0.8146 |
0.8220 |
|
| S4 |
0.8053 |
0.8078 |
0.8202 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8300 |
0.8230 |
0.0070 |
0.8% |
0.0042 |
0.5% |
21% |
False |
False |
86,610 |
| 10 |
0.8358 |
0.8230 |
0.0128 |
1.6% |
0.0043 |
0.5% |
12% |
False |
False |
76,741 |
| 20 |
0.8418 |
0.8230 |
0.0188 |
2.3% |
0.0043 |
0.5% |
8% |
False |
False |
74,286 |
| 40 |
0.8567 |
0.8230 |
0.0337 |
4.1% |
0.0049 |
0.6% |
4% |
False |
False |
77,875 |
| 60 |
0.8764 |
0.8230 |
0.0534 |
6.5% |
0.0060 |
0.7% |
3% |
False |
False |
83,309 |
| 80 |
0.8799 |
0.8230 |
0.0569 |
6.9% |
0.0063 |
0.8% |
3% |
False |
False |
63,196 |
| 100 |
0.8799 |
0.8230 |
0.0569 |
6.9% |
0.0059 |
0.7% |
3% |
False |
False |
50,823 |
| 120 |
0.8882 |
0.8230 |
0.0652 |
7.9% |
0.0054 |
0.7% |
2% |
False |
False |
42,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8405 |
|
2.618 |
0.8351 |
|
1.618 |
0.8318 |
|
1.000 |
0.8298 |
|
0.618 |
0.8285 |
|
HIGH |
0.8265 |
|
0.618 |
0.8252 |
|
0.500 |
0.8249 |
|
0.382 |
0.8245 |
|
LOW |
0.8232 |
|
0.618 |
0.8212 |
|
1.000 |
0.8199 |
|
1.618 |
0.8179 |
|
2.618 |
0.8146 |
|
4.250 |
0.8092 |
|
|
| Fisher Pivots for day following 30-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8249 |
0.8265 |
| PP |
0.8247 |
0.8258 |
| S1 |
0.8246 |
0.8252 |
|