CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 02-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2007 |
02-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8671 |
0.8662 |
-0.0009 |
-0.1% |
0.8677 |
| High |
0.8704 |
0.8687 |
-0.0017 |
-0.2% |
0.8779 |
| Low |
0.8631 |
0.8661 |
0.0030 |
0.3% |
0.8631 |
| Close |
0.8673 |
0.8672 |
-0.0001 |
0.0% |
0.8673 |
| Range |
0.0073 |
0.0026 |
-0.0047 |
-64.4% |
0.0148 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
76 |
449 |
373 |
490.8% |
458 |
|
| Daily Pivots for day following 02-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8751 |
0.8738 |
0.8686 |
|
| R3 |
0.8725 |
0.8712 |
0.8679 |
|
| R2 |
0.8699 |
0.8699 |
0.8677 |
|
| R1 |
0.8686 |
0.8686 |
0.8674 |
0.8693 |
| PP |
0.8673 |
0.8673 |
0.8673 |
0.8677 |
| S1 |
0.8660 |
0.8660 |
0.8670 |
0.8667 |
| S2 |
0.8647 |
0.8647 |
0.8667 |
|
| S3 |
0.8621 |
0.8634 |
0.8665 |
|
| S4 |
0.8595 |
0.8608 |
0.8658 |
|
|
| Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9138 |
0.9054 |
0.8754 |
|
| R3 |
0.8990 |
0.8906 |
0.8714 |
|
| R2 |
0.8842 |
0.8842 |
0.8700 |
|
| R1 |
0.8758 |
0.8758 |
0.8687 |
0.8726 |
| PP |
0.8694 |
0.8694 |
0.8694 |
0.8679 |
| S1 |
0.8610 |
0.8610 |
0.8659 |
0.8578 |
| S2 |
0.8546 |
0.8546 |
0.8646 |
|
| S3 |
0.8398 |
0.8462 |
0.8632 |
|
| S4 |
0.8250 |
0.8314 |
0.8592 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8779 |
0.8631 |
0.0148 |
1.7% |
0.0070 |
0.8% |
28% |
False |
False |
161 |
| 10 |
0.8779 |
0.8631 |
0.0148 |
1.7% |
0.0057 |
0.7% |
28% |
False |
False |
121 |
| 20 |
0.8840 |
0.8631 |
0.0209 |
2.4% |
0.0052 |
0.6% |
20% |
False |
False |
88 |
| 40 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0030 |
0.3% |
52% |
False |
False |
236 |
| 60 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0022 |
0.3% |
52% |
False |
False |
158 |
| 80 |
0.8989 |
0.8437 |
0.0552 |
6.4% |
0.0016 |
0.2% |
43% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8798 |
|
2.618 |
0.8755 |
|
1.618 |
0.8729 |
|
1.000 |
0.8713 |
|
0.618 |
0.8703 |
|
HIGH |
0.8687 |
|
0.618 |
0.8677 |
|
0.500 |
0.8674 |
|
0.382 |
0.8671 |
|
LOW |
0.8661 |
|
0.618 |
0.8645 |
|
1.000 |
0.8635 |
|
1.618 |
0.8619 |
|
2.618 |
0.8593 |
|
4.250 |
0.8551 |
|
|
| Fisher Pivots for day following 02-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8674 |
0.8693 |
| PP |
0.8673 |
0.8686 |
| S1 |
0.8673 |
0.8679 |
|