CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 09-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2007 |
09-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8593 |
0.8554 |
-0.0039 |
-0.5% |
0.8662 |
| High |
0.8598 |
0.8562 |
-0.0036 |
-0.4% |
0.8687 |
| Low |
0.8554 |
0.8551 |
-0.0003 |
0.0% |
0.8554 |
| Close |
0.8555 |
0.8555 |
0.0000 |
0.0% |
0.8555 |
| Range |
0.0044 |
0.0011 |
-0.0033 |
-75.0% |
0.0133 |
| ATR |
0.0055 |
0.0052 |
-0.0003 |
-5.7% |
0.0000 |
| Volume |
146 |
66 |
-80 |
-54.8% |
1,719 |
|
| Daily Pivots for day following 09-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8589 |
0.8583 |
0.8561 |
|
| R3 |
0.8578 |
0.8572 |
0.8558 |
|
| R2 |
0.8567 |
0.8567 |
0.8557 |
|
| R1 |
0.8561 |
0.8561 |
0.8556 |
0.8564 |
| PP |
0.8556 |
0.8556 |
0.8556 |
0.8558 |
| S1 |
0.8550 |
0.8550 |
0.8554 |
0.8553 |
| S2 |
0.8545 |
0.8545 |
0.8553 |
|
| S3 |
0.8534 |
0.8539 |
0.8552 |
|
| S4 |
0.8523 |
0.8528 |
0.8549 |
|
|
| 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 |
0.8680 |
0.8551 |
0.0129 |
1.5% |
0.0040 |
0.5% |
3% |
False |
True |
267 |
| 10 |
0.8779 |
0.8551 |
0.0228 |
2.7% |
0.0055 |
0.6% |
2% |
False |
True |
214 |
| 20 |
0.8800 |
0.8551 |
0.0249 |
2.9% |
0.0050 |
0.6% |
2% |
False |
True |
136 |
| 40 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0035 |
0.4% |
26% |
False |
False |
269 |
| 60 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0025 |
0.3% |
26% |
False |
False |
180 |
| 80 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0019 |
0.2% |
26% |
False |
False |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8609 |
|
2.618 |
0.8591 |
|
1.618 |
0.8580 |
|
1.000 |
0.8573 |
|
0.618 |
0.8569 |
|
HIGH |
0.8562 |
|
0.618 |
0.8558 |
|
0.500 |
0.8557 |
|
0.382 |
0.8555 |
|
LOW |
0.8551 |
|
0.618 |
0.8544 |
|
1.000 |
0.8540 |
|
1.618 |
0.8533 |
|
2.618 |
0.8522 |
|
4.250 |
0.8504 |
|
|
| Fisher Pivots for day following 09-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8557 |
0.8581 |
| PP |
0.8556 |
0.8572 |
| S1 |
0.8556 |
0.8564 |
|