CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 03-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2007 |
03-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8662 |
0.8664 |
0.0002 |
0.0% |
0.8677 |
| High |
0.8687 |
0.8680 |
-0.0007 |
-0.1% |
0.8779 |
| Low |
0.8661 |
0.8596 |
-0.0065 |
-0.8% |
0.8631 |
| Close |
0.8672 |
0.8592 |
-0.0080 |
-0.9% |
0.8673 |
| Range |
0.0026 |
0.0084 |
0.0058 |
223.1% |
0.0148 |
| ATR |
0.0057 |
0.0059 |
0.0002 |
3.4% |
0.0000 |
| Volume |
449 |
367 |
-82 |
-18.3% |
458 |
|
| Daily Pivots for day following 03-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8875 |
0.8817 |
0.8638 |
|
| R3 |
0.8791 |
0.8733 |
0.8615 |
|
| R2 |
0.8707 |
0.8707 |
0.8607 |
|
| R1 |
0.8649 |
0.8649 |
0.8600 |
0.8636 |
| PP |
0.8623 |
0.8623 |
0.8623 |
0.8616 |
| S1 |
0.8565 |
0.8565 |
0.8584 |
0.8552 |
| S2 |
0.8539 |
0.8539 |
0.8577 |
|
| S3 |
0.8455 |
0.8481 |
0.8569 |
|
| S4 |
0.8371 |
0.8397 |
0.8546 |
|
|
| 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 |
0.8596 |
0.0183 |
2.1% |
0.0078 |
0.9% |
-2% |
False |
True |
223 |
| 10 |
0.8779 |
0.8596 |
0.0183 |
2.1% |
0.0060 |
0.7% |
-2% |
False |
True |
157 |
| 20 |
0.8840 |
0.8596 |
0.0244 |
2.8% |
0.0054 |
0.6% |
-2% |
False |
True |
107 |
| 40 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0032 |
0.4% |
35% |
False |
False |
245 |
| 60 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0023 |
0.3% |
35% |
False |
False |
164 |
| 80 |
0.8983 |
0.8437 |
0.0546 |
6.4% |
0.0017 |
0.2% |
28% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9037 |
|
2.618 |
0.8900 |
|
1.618 |
0.8816 |
|
1.000 |
0.8764 |
|
0.618 |
0.8732 |
|
HIGH |
0.8680 |
|
0.618 |
0.8648 |
|
0.500 |
0.8638 |
|
0.382 |
0.8628 |
|
LOW |
0.8596 |
|
0.618 |
0.8544 |
|
1.000 |
0.8512 |
|
1.618 |
0.8460 |
|
2.618 |
0.8376 |
|
4.250 |
0.8239 |
|
|
| Fisher Pivots for day following 03-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8638 |
0.8650 |
| PP |
0.8623 |
0.8631 |
| S1 |
0.8607 |
0.8611 |
|