CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 04-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2007 |
04-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8664 |
0.8590 |
-0.0074 |
-0.9% |
0.8677 |
| High |
0.8680 |
0.8610 |
-0.0070 |
-0.8% |
0.8779 |
| Low |
0.8596 |
0.8580 |
-0.0016 |
-0.2% |
0.8631 |
| Close |
0.8592 |
0.8606 |
0.0014 |
0.2% |
0.8673 |
| Range |
0.0084 |
0.0030 |
-0.0054 |
-64.3% |
0.0148 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
367 |
277 |
-90 |
-24.5% |
458 |
|
| Daily Pivots for day following 04-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8689 |
0.8677 |
0.8623 |
|
| R3 |
0.8659 |
0.8647 |
0.8614 |
|
| R2 |
0.8629 |
0.8629 |
0.8612 |
|
| R1 |
0.8617 |
0.8617 |
0.8609 |
0.8623 |
| PP |
0.8599 |
0.8599 |
0.8599 |
0.8602 |
| S1 |
0.8587 |
0.8587 |
0.8603 |
0.8593 |
| S2 |
0.8569 |
0.8569 |
0.8601 |
|
| S3 |
0.8539 |
0.8557 |
0.8598 |
|
| S4 |
0.8509 |
0.8527 |
0.8590 |
|
|
| 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 |
0.8755 |
0.8580 |
0.0175 |
2.0% |
0.0062 |
0.7% |
15% |
False |
True |
264 |
| 10 |
0.8779 |
0.8580 |
0.0199 |
2.3% |
0.0059 |
0.7% |
13% |
False |
True |
165 |
| 20 |
0.8840 |
0.8580 |
0.0260 |
3.0% |
0.0056 |
0.6% |
10% |
False |
True |
120 |
| 40 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0033 |
0.4% |
38% |
False |
False |
252 |
| 60 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0024 |
0.3% |
38% |
False |
False |
169 |
| 80 |
0.8892 |
0.8437 |
0.0455 |
5.3% |
0.0018 |
0.2% |
37% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8738 |
|
2.618 |
0.8689 |
|
1.618 |
0.8659 |
|
1.000 |
0.8640 |
|
0.618 |
0.8629 |
|
HIGH |
0.8610 |
|
0.618 |
0.8599 |
|
0.500 |
0.8595 |
|
0.382 |
0.8591 |
|
LOW |
0.8580 |
|
0.618 |
0.8561 |
|
1.000 |
0.8550 |
|
1.618 |
0.8531 |
|
2.618 |
0.8501 |
|
4.250 |
0.8453 |
|
|
| Fisher Pivots for day following 04-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8602 |
0.8634 |
| PP |
0.8599 |
0.8624 |
| S1 |
0.8595 |
0.8615 |
|