CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 06-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2007 |
06-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8229 |
0.8255 |
0.0026 |
0.3% |
0.8237 |
| High |
0.8272 |
0.8287 |
0.0015 |
0.2% |
0.8274 |
| Low |
0.8214 |
0.8243 |
0.0029 |
0.4% |
0.8202 |
| Close |
0.8256 |
0.8276 |
0.0020 |
0.2% |
0.8210 |
| Range |
0.0058 |
0.0044 |
-0.0014 |
-24.1% |
0.0072 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
138,055 |
118,829 |
-19,226 |
-13.9% |
349,316 |
|
| Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8401 |
0.8382 |
0.8300 |
|
| R3 |
0.8357 |
0.8338 |
0.8288 |
|
| R2 |
0.8313 |
0.8313 |
0.8284 |
|
| R1 |
0.8294 |
0.8294 |
0.8280 |
0.8304 |
| PP |
0.8269 |
0.8269 |
0.8269 |
0.8273 |
| S1 |
0.8250 |
0.8250 |
0.8272 |
0.8260 |
| S2 |
0.8225 |
0.8225 |
0.8268 |
|
| S3 |
0.8181 |
0.8206 |
0.8264 |
|
| S4 |
0.8137 |
0.8162 |
0.8252 |
|
|
| 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 |
0.8287 |
0.8202 |
0.0085 |
1.0% |
0.0042 |
0.5% |
87% |
True |
False |
103,229 |
| 10 |
0.8300 |
0.8202 |
0.0098 |
1.2% |
0.0042 |
0.5% |
76% |
False |
False |
94,919 |
| 20 |
0.8409 |
0.8202 |
0.0207 |
2.5% |
0.0043 |
0.5% |
36% |
False |
False |
85,211 |
| 40 |
0.8567 |
0.8202 |
0.0365 |
4.4% |
0.0050 |
0.6% |
20% |
False |
False |
83,162 |
| 60 |
0.8745 |
0.8202 |
0.0543 |
6.6% |
0.0055 |
0.7% |
14% |
False |
False |
89,720 |
| 80 |
0.8799 |
0.8202 |
0.0597 |
7.2% |
0.0063 |
0.8% |
12% |
False |
False |
69,616 |
| 100 |
0.8799 |
0.8202 |
0.0597 |
7.2% |
0.0060 |
0.7% |
12% |
False |
False |
55,974 |
| 120 |
0.8799 |
0.8202 |
0.0597 |
7.2% |
0.0055 |
0.7% |
12% |
False |
False |
46,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8474 |
|
2.618 |
0.8402 |
|
1.618 |
0.8358 |
|
1.000 |
0.8331 |
|
0.618 |
0.8314 |
|
HIGH |
0.8287 |
|
0.618 |
0.8270 |
|
0.500 |
0.8265 |
|
0.382 |
0.8260 |
|
LOW |
0.8243 |
|
0.618 |
0.8216 |
|
1.000 |
0.8199 |
|
1.618 |
0.8172 |
|
2.618 |
0.8128 |
|
4.250 |
0.8056 |
|
|
| Fisher Pivots for day following 06-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8272 |
0.8266 |
| PP |
0.8269 |
0.8256 |
| S1 |
0.8265 |
0.8246 |
|