CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 11-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2007 |
11-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8276 |
0.8221 |
-0.0055 |
-0.7% |
0.8204 |
| High |
0.8289 |
0.8237 |
-0.0052 |
-0.6% |
0.8289 |
| Low |
0.8212 |
0.8212 |
0.0000 |
0.0% |
0.8204 |
| Close |
0.8227 |
0.8217 |
-0.0010 |
-0.1% |
0.8227 |
| Range |
0.0077 |
0.0025 |
-0.0052 |
-67.5% |
0.0085 |
| ATR |
0.0049 |
0.0047 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
149,080 |
82,310 |
-66,770 |
-44.8% |
640,333 |
|
| Daily Pivots for day following 11-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8297 |
0.8282 |
0.8231 |
|
| R3 |
0.8272 |
0.8257 |
0.8224 |
|
| R2 |
0.8247 |
0.8247 |
0.8222 |
|
| R1 |
0.8232 |
0.8232 |
0.8219 |
0.8227 |
| PP |
0.8222 |
0.8222 |
0.8222 |
0.8220 |
| S1 |
0.8207 |
0.8207 |
0.8215 |
0.8202 |
| S2 |
0.8197 |
0.8197 |
0.8212 |
|
| S3 |
0.8172 |
0.8182 |
0.8210 |
|
| S4 |
0.8147 |
0.8157 |
0.8203 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8495 |
0.8446 |
0.8274 |
|
| R3 |
0.8410 |
0.8361 |
0.8250 |
|
| R2 |
0.8325 |
0.8325 |
0.8243 |
|
| R1 |
0.8276 |
0.8276 |
0.8235 |
0.8301 |
| PP |
0.8240 |
0.8240 |
0.8240 |
0.8252 |
| S1 |
0.8191 |
0.8191 |
0.8219 |
0.8216 |
| S2 |
0.8155 |
0.8155 |
0.8211 |
|
| S3 |
0.8070 |
0.8106 |
0.8204 |
|
| S4 |
0.7985 |
0.8021 |
0.8180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8289 |
0.8212 |
0.0077 |
0.9% |
0.0052 |
0.6% |
6% |
False |
True |
128,602 |
| 10 |
0.8289 |
0.8202 |
0.0087 |
1.1% |
0.0045 |
0.5% |
17% |
False |
False |
107,195 |
| 20 |
0.8368 |
0.8202 |
0.0166 |
2.0% |
0.0043 |
0.5% |
9% |
False |
False |
89,901 |
| 40 |
0.8567 |
0.8202 |
0.0365 |
4.4% |
0.0049 |
0.6% |
4% |
False |
False |
86,975 |
| 60 |
0.8702 |
0.8202 |
0.0500 |
6.1% |
0.0054 |
0.7% |
3% |
False |
False |
88,528 |
| 80 |
0.8799 |
0.8202 |
0.0597 |
7.3% |
0.0063 |
0.8% |
3% |
False |
False |
74,404 |
| 100 |
0.8799 |
0.8202 |
0.0597 |
7.3% |
0.0060 |
0.7% |
3% |
False |
False |
59,824 |
| 120 |
0.8799 |
0.8202 |
0.0597 |
7.3% |
0.0055 |
0.7% |
3% |
False |
False |
49,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8343 |
|
2.618 |
0.8302 |
|
1.618 |
0.8277 |
|
1.000 |
0.8262 |
|
0.618 |
0.8252 |
|
HIGH |
0.8237 |
|
0.618 |
0.8227 |
|
0.500 |
0.8225 |
|
0.382 |
0.8222 |
|
LOW |
0.8212 |
|
0.618 |
0.8197 |
|
1.000 |
0.8187 |
|
1.618 |
0.8172 |
|
2.618 |
0.8147 |
|
4.250 |
0.8106 |
|
|
| Fisher Pivots for day following 11-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8225 |
0.8251 |
| PP |
0.8222 |
0.8239 |
| S1 |
0.8220 |
0.8228 |
|