CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 29-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2007 |
29-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8669 |
0.8755 |
0.0086 |
1.0% |
0.8731 |
| High |
0.8779 |
0.8755 |
-0.0024 |
-0.3% |
0.8731 |
| Low |
0.8669 |
0.8657 |
-0.0012 |
-0.1% |
0.8649 |
| Close |
0.8744 |
0.8660 |
-0.0084 |
-1.0% |
0.8661 |
| Range |
0.0110 |
0.0098 |
-0.0012 |
-10.9% |
0.0082 |
| ATR |
0.0055 |
0.0058 |
0.0003 |
5.6% |
0.0000 |
| Volume |
71 |
153 |
82 |
115.5% |
375 |
|
| Daily Pivots for day following 29-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8985 |
0.8920 |
0.8714 |
|
| R3 |
0.8887 |
0.8822 |
0.8687 |
|
| R2 |
0.8789 |
0.8789 |
0.8678 |
|
| R1 |
0.8724 |
0.8724 |
0.8669 |
0.8708 |
| PP |
0.8691 |
0.8691 |
0.8691 |
0.8682 |
| S1 |
0.8626 |
0.8626 |
0.8651 |
0.8610 |
| S2 |
0.8593 |
0.8593 |
0.8642 |
|
| S3 |
0.8495 |
0.8528 |
0.8633 |
|
| S4 |
0.8397 |
0.8430 |
0.8606 |
|
|
| Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8926 |
0.8876 |
0.8706 |
|
| R3 |
0.8844 |
0.8794 |
0.8684 |
|
| R2 |
0.8762 |
0.8762 |
0.8676 |
|
| R1 |
0.8712 |
0.8712 |
0.8669 |
0.8696 |
| PP |
0.8680 |
0.8680 |
0.8680 |
0.8673 |
| S1 |
0.8630 |
0.8630 |
0.8653 |
0.8614 |
| S2 |
0.8598 |
0.8598 |
0.8646 |
|
| S3 |
0.8516 |
0.8548 |
0.8638 |
|
| S4 |
0.8434 |
0.8466 |
0.8616 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8779 |
0.8633 |
0.0146 |
1.7% |
0.0069 |
0.8% |
18% |
False |
False |
94 |
| 10 |
0.8779 |
0.8633 |
0.0146 |
1.7% |
0.0054 |
0.6% |
18% |
False |
False |
81 |
| 20 |
0.8885 |
0.8633 |
0.0252 |
2.9% |
0.0047 |
0.5% |
11% |
False |
False |
62 |
| 40 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0028 |
0.3% |
50% |
False |
False |
223 |
| 60 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0020 |
0.2% |
50% |
False |
False |
149 |
| 80 |
0.9024 |
0.8437 |
0.0587 |
6.8% |
0.0015 |
0.2% |
38% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9172 |
|
2.618 |
0.9012 |
|
1.618 |
0.8914 |
|
1.000 |
0.8853 |
|
0.618 |
0.8816 |
|
HIGH |
0.8755 |
|
0.618 |
0.8718 |
|
0.500 |
0.8706 |
|
0.382 |
0.8694 |
|
LOW |
0.8657 |
|
0.618 |
0.8596 |
|
1.000 |
0.8559 |
|
1.618 |
0.8498 |
|
2.618 |
0.8400 |
|
4.250 |
0.8241 |
|
|
| Fisher Pivots for day following 29-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8706 |
0.8708 |
| PP |
0.8691 |
0.8692 |
| S1 |
0.8675 |
0.8676 |
|