CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 05-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2007 |
05-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8204 |
0.8229 |
0.0025 |
0.3% |
0.8237 |
| High |
0.8243 |
0.8272 |
0.0029 |
0.4% |
0.8274 |
| Low |
0.8204 |
0.8214 |
0.0010 |
0.1% |
0.8202 |
| Close |
0.8224 |
0.8256 |
0.0032 |
0.4% |
0.8210 |
| Range |
0.0039 |
0.0058 |
0.0019 |
48.7% |
0.0072 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
2.1% |
0.0000 |
| Volume |
79,630 |
138,055 |
58,425 |
73.4% |
349,316 |
|
| Daily Pivots for day following 05-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8421 |
0.8397 |
0.8288 |
|
| R3 |
0.8363 |
0.8339 |
0.8272 |
|
| R2 |
0.8305 |
0.8305 |
0.8267 |
|
| R1 |
0.8281 |
0.8281 |
0.8261 |
0.8293 |
| PP |
0.8247 |
0.8247 |
0.8247 |
0.8254 |
| S1 |
0.8223 |
0.8223 |
0.8251 |
0.8235 |
| S2 |
0.8189 |
0.8189 |
0.8245 |
|
| S3 |
0.8131 |
0.8165 |
0.8240 |
|
| S4 |
0.8073 |
0.8107 |
0.8224 |
|
|
| 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 |
0.8272 |
0.8202 |
0.0070 |
0.8% |
0.0040 |
0.5% |
77% |
True |
False |
94,475 |
| 10 |
0.8300 |
0.8202 |
0.0098 |
1.2% |
0.0041 |
0.5% |
55% |
False |
False |
86,846 |
| 20 |
0.8414 |
0.8202 |
0.0212 |
2.6% |
0.0043 |
0.5% |
25% |
False |
False |
83,510 |
| 40 |
0.8567 |
0.8202 |
0.0365 |
4.4% |
0.0050 |
0.6% |
15% |
False |
False |
80,948 |
| 60 |
0.8745 |
0.8202 |
0.0543 |
6.6% |
0.0056 |
0.7% |
10% |
False |
False |
88,884 |
| 80 |
0.8799 |
0.8202 |
0.0597 |
7.2% |
0.0063 |
0.8% |
9% |
False |
False |
68,135 |
| 100 |
0.8799 |
0.8202 |
0.0597 |
7.2% |
0.0060 |
0.7% |
9% |
False |
False |
54,787 |
| 120 |
0.8799 |
0.8202 |
0.0597 |
7.2% |
0.0054 |
0.7% |
9% |
False |
False |
45,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8519 |
|
2.618 |
0.8424 |
|
1.618 |
0.8366 |
|
1.000 |
0.8330 |
|
0.618 |
0.8308 |
|
HIGH |
0.8272 |
|
0.618 |
0.8250 |
|
0.500 |
0.8243 |
|
0.382 |
0.8236 |
|
LOW |
0.8214 |
|
0.618 |
0.8178 |
|
1.000 |
0.8156 |
|
1.618 |
0.8120 |
|
2.618 |
0.8062 |
|
4.250 |
0.7968 |
|
|
| Fisher Pivots for day following 05-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8252 |
0.8250 |
| PP |
0.8247 |
0.8243 |
| S1 |
0.8243 |
0.8237 |
|