CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 15-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2007 |
15-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8155 |
0.8134 |
-0.0021 |
-0.3% |
0.8221 |
| High |
0.8162 |
0.8136 |
-0.0026 |
-0.3% |
0.8237 |
| Low |
0.8123 |
0.8087 |
-0.0036 |
-0.4% |
0.8087 |
| Close |
0.8133 |
0.8102 |
-0.0031 |
-0.4% |
0.8102 |
| Range |
0.0039 |
0.0049 |
0.0010 |
25.6% |
0.0150 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.3% |
0.0000 |
| Volume |
91,171 |
34,181 |
-56,990 |
-62.5% |
385,418 |
|
| Daily Pivots for day following 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8255 |
0.8228 |
0.8129 |
|
| R3 |
0.8206 |
0.8179 |
0.8115 |
|
| R2 |
0.8157 |
0.8157 |
0.8111 |
|
| R1 |
0.8130 |
0.8130 |
0.8106 |
0.8119 |
| PP |
0.8108 |
0.8108 |
0.8108 |
0.8103 |
| S1 |
0.8081 |
0.8081 |
0.8098 |
0.8070 |
| S2 |
0.8059 |
0.8059 |
0.8093 |
|
| S3 |
0.8010 |
0.8032 |
0.8089 |
|
| S4 |
0.7961 |
0.7983 |
0.8075 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8592 |
0.8497 |
0.8185 |
|
| R3 |
0.8442 |
0.8347 |
0.8143 |
|
| R2 |
0.8292 |
0.8292 |
0.8130 |
|
| R1 |
0.8197 |
0.8197 |
0.8116 |
0.8170 |
| PP |
0.8142 |
0.8142 |
0.8142 |
0.8128 |
| S1 |
0.8047 |
0.8047 |
0.8088 |
0.8020 |
| S2 |
0.7992 |
0.7992 |
0.8075 |
|
| S3 |
0.7842 |
0.7897 |
0.8061 |
|
| S4 |
0.7692 |
0.7747 |
0.8020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8237 |
0.8087 |
0.0150 |
1.9% |
0.0043 |
0.5% |
10% |
False |
True |
77,083 |
| 10 |
0.8289 |
0.8087 |
0.0202 |
2.5% |
0.0049 |
0.6% |
7% |
False |
True |
102,575 |
| 20 |
0.8317 |
0.8087 |
0.0230 |
2.8% |
0.0045 |
0.5% |
7% |
False |
True |
90,749 |
| 40 |
0.8520 |
0.8087 |
0.0433 |
5.3% |
0.0047 |
0.6% |
3% |
False |
True |
83,797 |
| 60 |
0.8684 |
0.8087 |
0.0597 |
7.4% |
0.0052 |
0.6% |
3% |
False |
True |
87,435 |
| 80 |
0.8799 |
0.8087 |
0.0712 |
8.8% |
0.0063 |
0.8% |
2% |
False |
True |
78,142 |
| 100 |
0.8799 |
0.8087 |
0.0712 |
8.8% |
0.0060 |
0.7% |
2% |
False |
True |
62,641 |
| 120 |
0.8799 |
0.8087 |
0.0712 |
8.8% |
0.0056 |
0.7% |
2% |
False |
True |
52,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8344 |
|
2.618 |
0.8264 |
|
1.618 |
0.8215 |
|
1.000 |
0.8185 |
|
0.618 |
0.8166 |
|
HIGH |
0.8136 |
|
0.618 |
0.8117 |
|
0.500 |
0.8112 |
|
0.382 |
0.8106 |
|
LOW |
0.8087 |
|
0.618 |
0.8057 |
|
1.000 |
0.8038 |
|
1.618 |
0.8008 |
|
2.618 |
0.7959 |
|
4.250 |
0.7879 |
|
|
| Fisher Pivots for day following 15-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8112 |
0.8161 |
| PP |
0.8108 |
0.8141 |
| S1 |
0.8105 |
0.8122 |
|