CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 05-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2007 |
05-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8590 |
0.8602 |
0.0012 |
0.1% |
0.8677 |
| High |
0.8610 |
0.8611 |
0.0001 |
0.0% |
0.8779 |
| Low |
0.8580 |
0.8579 |
-0.0001 |
0.0% |
0.8631 |
| Close |
0.8606 |
0.8604 |
-0.0002 |
0.0% |
0.8673 |
| Range |
0.0030 |
0.0032 |
0.0002 |
6.7% |
0.0148 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
277 |
480 |
203 |
73.3% |
458 |
|
| Daily Pivots for day following 05-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8694 |
0.8681 |
0.8622 |
|
| R3 |
0.8662 |
0.8649 |
0.8613 |
|
| R2 |
0.8630 |
0.8630 |
0.8610 |
|
| R1 |
0.8617 |
0.8617 |
0.8607 |
0.8624 |
| PP |
0.8598 |
0.8598 |
0.8598 |
0.8601 |
| S1 |
0.8585 |
0.8585 |
0.8601 |
0.8592 |
| S2 |
0.8566 |
0.8566 |
0.8598 |
|
| S3 |
0.8534 |
0.8553 |
0.8595 |
|
| S4 |
0.8502 |
0.8521 |
0.8586 |
|
|
| 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 |
0.8704 |
0.8579 |
0.0125 |
1.5% |
0.0049 |
0.6% |
20% |
False |
True |
329 |
| 10 |
0.8779 |
0.8579 |
0.0200 |
2.3% |
0.0059 |
0.7% |
13% |
False |
True |
211 |
| 20 |
0.8800 |
0.8579 |
0.0221 |
2.6% |
0.0052 |
0.6% |
11% |
False |
True |
141 |
| 40 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0034 |
0.4% |
37% |
False |
False |
264 |
| 60 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0024 |
0.3% |
37% |
False |
False |
177 |
| 80 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0018 |
0.2% |
37% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8747 |
|
2.618 |
0.8695 |
|
1.618 |
0.8663 |
|
1.000 |
0.8643 |
|
0.618 |
0.8631 |
|
HIGH |
0.8611 |
|
0.618 |
0.8599 |
|
0.500 |
0.8595 |
|
0.382 |
0.8591 |
|
LOW |
0.8579 |
|
0.618 |
0.8559 |
|
1.000 |
0.8547 |
|
1.618 |
0.8527 |
|
2.618 |
0.8495 |
|
4.250 |
0.8443 |
|
|
| Fisher Pivots for day following 05-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8601 |
0.8630 |
| PP |
0.8598 |
0.8621 |
| S1 |
0.8595 |
0.8613 |
|