CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 18-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2007 |
18-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8134 |
0.8098 |
-0.0036 |
-0.4% |
0.8221 |
| High |
0.8136 |
0.8108 |
-0.0028 |
-0.3% |
0.8237 |
| Low |
0.8087 |
0.8089 |
0.0002 |
0.0% |
0.8087 |
| Close |
0.8102 |
0.8093 |
-0.0009 |
-0.1% |
0.8102 |
| Range |
0.0049 |
0.0019 |
-0.0030 |
-61.2% |
0.0150 |
| ATR |
0.0047 |
0.0045 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
34,181 |
2,667 |
-31,514 |
-92.2% |
385,418 |
|
| Daily Pivots for day following 18-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8154 |
0.8142 |
0.8103 |
|
| R3 |
0.8135 |
0.8123 |
0.8098 |
|
| R2 |
0.8116 |
0.8116 |
0.8096 |
|
| R1 |
0.8104 |
0.8104 |
0.8095 |
0.8101 |
| PP |
0.8097 |
0.8097 |
0.8097 |
0.8095 |
| S1 |
0.8085 |
0.8085 |
0.8091 |
0.8082 |
| S2 |
0.8078 |
0.8078 |
0.8090 |
|
| S3 |
0.8059 |
0.8066 |
0.8088 |
|
| S4 |
0.8040 |
0.8047 |
0.8083 |
|
|
| 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 |
0.8235 |
0.8087 |
0.0148 |
1.8% |
0.0042 |
0.5% |
4% |
False |
False |
61,155 |
| 10 |
0.8289 |
0.8087 |
0.0202 |
2.5% |
0.0047 |
0.6% |
3% |
False |
False |
94,878 |
| 20 |
0.8300 |
0.8087 |
0.0213 |
2.6% |
0.0043 |
0.5% |
3% |
False |
False |
86,336 |
| 40 |
0.8520 |
0.8087 |
0.0433 |
5.4% |
0.0046 |
0.6% |
1% |
False |
False |
81,981 |
| 60 |
0.8684 |
0.8087 |
0.0597 |
7.4% |
0.0051 |
0.6% |
1% |
False |
False |
85,793 |
| 80 |
0.8799 |
0.8087 |
0.0712 |
8.8% |
0.0062 |
0.8% |
1% |
False |
False |
78,168 |
| 100 |
0.8799 |
0.8087 |
0.0712 |
8.8% |
0.0060 |
0.7% |
1% |
False |
False |
62,663 |
| 120 |
0.8799 |
0.8087 |
0.0712 |
8.8% |
0.0056 |
0.7% |
1% |
False |
False |
52,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8189 |
|
2.618 |
0.8158 |
|
1.618 |
0.8139 |
|
1.000 |
0.8127 |
|
0.618 |
0.8120 |
|
HIGH |
0.8108 |
|
0.618 |
0.8101 |
|
0.500 |
0.8099 |
|
0.382 |
0.8096 |
|
LOW |
0.8089 |
|
0.618 |
0.8077 |
|
1.000 |
0.8070 |
|
1.618 |
0.8058 |
|
2.618 |
0.8039 |
|
4.250 |
0.8008 |
|
|
| Fisher Pivots for day following 18-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8099 |
0.8125 |
| PP |
0.8097 |
0.8114 |
| S1 |
0.8095 |
0.8104 |
|