CME Japanese Yen Future June 2007
Trading Metrics calculated at close of trading on 13-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2007 |
13-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
0.8224 |
0.8224 |
0.0000 |
0.0% |
0.8204 |
High |
0.8230 |
0.8235 |
0.0005 |
0.1% |
0.8289 |
Low |
0.8213 |
0.8150 |
-0.0063 |
-0.8% |
0.8204 |
Close |
0.8218 |
0.8161 |
-0.0057 |
-0.7% |
0.8227 |
Range |
0.0017 |
0.0085 |
0.0068 |
400.0% |
0.0085 |
ATR |
0.0045 |
0.0048 |
0.0003 |
6.4% |
0.0000 |
Volume |
79,629 |
98,127 |
18,498 |
23.2% |
640,333 |
|
Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8437 |
0.8384 |
0.8208 |
|
R3 |
0.8352 |
0.8299 |
0.8184 |
|
R2 |
0.8267 |
0.8267 |
0.8177 |
|
R1 |
0.8214 |
0.8214 |
0.8169 |
0.8198 |
PP |
0.8182 |
0.8182 |
0.8182 |
0.8174 |
S1 |
0.8129 |
0.8129 |
0.8153 |
0.8113 |
S2 |
0.8097 |
0.8097 |
0.8145 |
|
S3 |
0.8012 |
0.8044 |
0.8138 |
|
S4 |
0.7927 |
0.7959 |
0.8114 |
|
|
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 |
0.8150 |
0.0139 |
1.7% |
0.0052 |
0.6% |
8% |
False |
True |
112,777 |
10 |
0.8289 |
0.8150 |
0.0139 |
1.7% |
0.0047 |
0.6% |
8% |
False |
True |
108,003 |
20 |
0.8358 |
0.8150 |
0.0208 |
2.5% |
0.0045 |
0.6% |
5% |
False |
True |
92,372 |
40 |
0.8567 |
0.8150 |
0.0417 |
5.1% |
0.0048 |
0.6% |
3% |
False |
True |
85,892 |
60 |
0.8684 |
0.8150 |
0.0534 |
6.5% |
0.0052 |
0.6% |
2% |
False |
True |
88,592 |
80 |
0.8799 |
0.8150 |
0.0649 |
8.0% |
0.0063 |
0.8% |
2% |
False |
True |
76,595 |
100 |
0.8799 |
0.8150 |
0.0649 |
8.0% |
0.0060 |
0.7% |
2% |
False |
True |
61,595 |
120 |
0.8799 |
0.8150 |
0.0649 |
8.0% |
0.0056 |
0.7% |
2% |
False |
True |
51,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8596 |
2.618 |
0.8458 |
1.618 |
0.8373 |
1.000 |
0.8320 |
0.618 |
0.8288 |
HIGH |
0.8235 |
0.618 |
0.8203 |
0.500 |
0.8193 |
0.382 |
0.8182 |
LOW |
0.8150 |
0.618 |
0.8097 |
1.000 |
0.8065 |
1.618 |
0.8012 |
2.618 |
0.7927 |
4.250 |
0.7789 |
|
|
Fisher Pivots for day following 13-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8193 |
0.8194 |
PP |
0.8182 |
0.8183 |
S1 |
0.8172 |
0.8172 |
|