CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 06-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2007 |
06-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8602 |
0.8593 |
-0.0009 |
-0.1% |
0.8662 |
| High |
0.8611 |
0.8598 |
-0.0013 |
-0.2% |
0.8687 |
| Low |
0.8579 |
0.8554 |
-0.0025 |
-0.3% |
0.8554 |
| Close |
0.8604 |
0.8555 |
-0.0049 |
-0.6% |
0.8555 |
| Range |
0.0032 |
0.0044 |
0.0012 |
37.5% |
0.0133 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
480 |
146 |
-334 |
-69.6% |
1,719 |
|
| Daily Pivots for day following 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8701 |
0.8672 |
0.8579 |
|
| R3 |
0.8657 |
0.8628 |
0.8567 |
|
| R2 |
0.8613 |
0.8613 |
0.8563 |
|
| R1 |
0.8584 |
0.8584 |
0.8559 |
0.8577 |
| PP |
0.8569 |
0.8569 |
0.8569 |
0.8565 |
| S1 |
0.8540 |
0.8540 |
0.8551 |
0.8533 |
| S2 |
0.8525 |
0.8525 |
0.8547 |
|
| S3 |
0.8481 |
0.8496 |
0.8543 |
|
| S4 |
0.8437 |
0.8452 |
0.8531 |
|
|
| Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8998 |
0.8909 |
0.8628 |
|
| R3 |
0.8865 |
0.8776 |
0.8592 |
|
| R2 |
0.8732 |
0.8732 |
0.8579 |
|
| R1 |
0.8643 |
0.8643 |
0.8567 |
0.8621 |
| PP |
0.8599 |
0.8599 |
0.8599 |
0.8588 |
| S1 |
0.8510 |
0.8510 |
0.8543 |
0.8488 |
| S2 |
0.8466 |
0.8466 |
0.8531 |
|
| S3 |
0.8333 |
0.8377 |
0.8518 |
|
| S4 |
0.8200 |
0.8244 |
0.8482 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8687 |
0.8554 |
0.0133 |
1.6% |
0.0043 |
0.5% |
1% |
False |
True |
343 |
| 10 |
0.8779 |
0.8554 |
0.0225 |
2.6% |
0.0059 |
0.7% |
0% |
False |
True |
217 |
| 20 |
0.8800 |
0.8554 |
0.0246 |
2.9% |
0.0053 |
0.6% |
0% |
False |
True |
148 |
| 40 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0035 |
0.4% |
26% |
False |
False |
268 |
| 60 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0025 |
0.3% |
26% |
False |
False |
179 |
| 80 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0019 |
0.2% |
26% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8785 |
|
2.618 |
0.8713 |
|
1.618 |
0.8669 |
|
1.000 |
0.8642 |
|
0.618 |
0.8625 |
|
HIGH |
0.8598 |
|
0.618 |
0.8581 |
|
0.500 |
0.8576 |
|
0.382 |
0.8571 |
|
LOW |
0.8554 |
|
0.618 |
0.8527 |
|
1.000 |
0.8510 |
|
1.618 |
0.8483 |
|
2.618 |
0.8439 |
|
4.250 |
0.8367 |
|
|
| Fisher Pivots for day following 06-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8576 |
0.8583 |
| PP |
0.8569 |
0.8573 |
| S1 |
0.8562 |
0.8564 |
|