CME Japanese Yen Future June 2007
Trading Metrics calculated at close of trading on 04-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2007 |
04-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
0.8230 |
0.8204 |
-0.0026 |
-0.3% |
0.8237 |
High |
0.8235 |
0.8243 |
0.0008 |
0.1% |
0.8274 |
Low |
0.8202 |
0.8204 |
0.0002 |
0.0% |
0.8202 |
Close |
0.8210 |
0.8224 |
0.0014 |
0.2% |
0.8210 |
Range |
0.0033 |
0.0039 |
0.0006 |
18.2% |
0.0072 |
ATR |
0.0045 |
0.0045 |
0.0000 |
-1.0% |
0.0000 |
Volume |
87,600 |
79,630 |
-7,970 |
-9.1% |
349,316 |
|
Daily Pivots for day following 04-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8341 |
0.8321 |
0.8245 |
|
R3 |
0.8302 |
0.8282 |
0.8235 |
|
R2 |
0.8263 |
0.8263 |
0.8231 |
|
R1 |
0.8243 |
0.8243 |
0.8228 |
0.8253 |
PP |
0.8224 |
0.8224 |
0.8224 |
0.8229 |
S1 |
0.8204 |
0.8204 |
0.8220 |
0.8214 |
S2 |
0.8185 |
0.8185 |
0.8217 |
|
S3 |
0.8146 |
0.8165 |
0.8213 |
|
S4 |
0.8107 |
0.8126 |
0.8203 |
|
|
Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8445 |
0.8399 |
0.8250 |
|
R3 |
0.8373 |
0.8327 |
0.8230 |
|
R2 |
0.8301 |
0.8301 |
0.8223 |
|
R1 |
0.8255 |
0.8255 |
0.8217 |
0.8242 |
PP |
0.8229 |
0.8229 |
0.8229 |
0.8222 |
S1 |
0.8183 |
0.8183 |
0.8203 |
0.8170 |
S2 |
0.8157 |
0.8157 |
0.8197 |
|
S3 |
0.8085 |
0.8111 |
0.8190 |
|
S4 |
0.8013 |
0.8039 |
0.8170 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8274 |
0.8202 |
0.0072 |
0.9% |
0.0037 |
0.5% |
31% |
False |
False |
85,789 |
10 |
0.8300 |
0.8202 |
0.0098 |
1.2% |
0.0040 |
0.5% |
22% |
False |
False |
77,794 |
20 |
0.8414 |
0.8202 |
0.0212 |
2.6% |
0.0041 |
0.5% |
10% |
False |
False |
78,279 |
40 |
0.8567 |
0.8202 |
0.0365 |
4.4% |
0.0048 |
0.6% |
6% |
False |
False |
77,963 |
60 |
0.8745 |
0.8202 |
0.0543 |
6.6% |
0.0057 |
0.7% |
4% |
False |
False |
87,071 |
80 |
0.8799 |
0.8202 |
0.0597 |
7.3% |
0.0063 |
0.8% |
4% |
False |
False |
66,417 |
100 |
0.8799 |
0.8202 |
0.0597 |
7.3% |
0.0059 |
0.7% |
4% |
False |
False |
53,412 |
120 |
0.8799 |
0.8202 |
0.0597 |
7.3% |
0.0054 |
0.7% |
4% |
False |
False |
44,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8409 |
2.618 |
0.8345 |
1.618 |
0.8306 |
1.000 |
0.8282 |
0.618 |
0.8267 |
HIGH |
0.8243 |
0.618 |
0.8228 |
0.500 |
0.8224 |
0.382 |
0.8219 |
LOW |
0.8204 |
0.618 |
0.8180 |
1.000 |
0.8165 |
1.618 |
0.8141 |
2.618 |
0.8102 |
4.250 |
0.8038 |
|
|
Fisher Pivots for day following 04-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8224 |
0.8226 |
PP |
0.8224 |
0.8225 |
S1 |
0.8224 |
0.8225 |
|