CME Japanese Yen Future June 2007
Trading Metrics calculated at close of trading on 31-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2007 |
31-May-2007 |
Change |
Change % |
Previous Week |
Open |
0.8241 |
0.8238 |
-0.0003 |
0.0% |
0.8294 |
High |
0.8265 |
0.8250 |
-0.0015 |
-0.2% |
0.8300 |
Low |
0.8232 |
0.8212 |
-0.0020 |
-0.2% |
0.8232 |
Close |
0.8245 |
0.8234 |
-0.0011 |
-0.1% |
0.8239 |
Range |
0.0033 |
0.0038 |
0.0005 |
15.2% |
0.0068 |
ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
75,061 |
92,033 |
16,972 |
22.6% |
349,001 |
|
Daily Pivots for day following 31-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8346 |
0.8328 |
0.8255 |
|
R3 |
0.8308 |
0.8290 |
0.8244 |
|
R2 |
0.8270 |
0.8270 |
0.8241 |
|
R1 |
0.8252 |
0.8252 |
0.8237 |
0.8242 |
PP |
0.8232 |
0.8232 |
0.8232 |
0.8227 |
S1 |
0.8214 |
0.8214 |
0.8231 |
0.8204 |
S2 |
0.8194 |
0.8194 |
0.8227 |
|
S3 |
0.8156 |
0.8176 |
0.8224 |
|
S4 |
0.8118 |
0.8138 |
0.8213 |
|
|
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 |
0.8212 |
0.0088 |
1.1% |
0.0042 |
0.5% |
25% |
False |
True |
87,090 |
10 |
0.8318 |
0.8212 |
0.0106 |
1.3% |
0.0042 |
0.5% |
21% |
False |
True |
77,279 |
20 |
0.8414 |
0.8212 |
0.0202 |
2.5% |
0.0041 |
0.5% |
11% |
False |
True |
75,215 |
40 |
0.8567 |
0.8212 |
0.0355 |
4.3% |
0.0049 |
0.6% |
6% |
False |
True |
77,714 |
60 |
0.8764 |
0.8212 |
0.0552 |
6.7% |
0.0060 |
0.7% |
4% |
False |
True |
84,726 |
80 |
0.8799 |
0.8212 |
0.0587 |
7.1% |
0.0063 |
0.8% |
4% |
False |
True |
64,344 |
100 |
0.8799 |
0.8212 |
0.0587 |
7.1% |
0.0059 |
0.7% |
4% |
False |
True |
51,741 |
120 |
0.8799 |
0.8212 |
0.0587 |
7.1% |
0.0054 |
0.7% |
4% |
False |
True |
43,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8412 |
2.618 |
0.8349 |
1.618 |
0.8311 |
1.000 |
0.8288 |
0.618 |
0.8273 |
HIGH |
0.8250 |
0.618 |
0.8235 |
0.500 |
0.8231 |
0.382 |
0.8227 |
LOW |
0.8212 |
0.618 |
0.8189 |
1.000 |
0.8174 |
1.618 |
0.8151 |
2.618 |
0.8113 |
4.250 |
0.8051 |
|
|
Fisher Pivots for day following 31-May-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8233 |
0.8243 |
PP |
0.8232 |
0.8240 |
S1 |
0.8231 |
0.8237 |
|