CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 10-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2007 |
10-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
0.8554 |
0.8571 |
0.0017 |
0.2% |
0.8662 |
High |
0.8562 |
0.8584 |
0.0022 |
0.3% |
0.8687 |
Low |
0.8551 |
0.8557 |
0.0006 |
0.1% |
0.8554 |
Close |
0.8555 |
0.8568 |
0.0013 |
0.2% |
0.8555 |
Range |
0.0011 |
0.0027 |
0.0016 |
145.5% |
0.0133 |
ATR |
0.0052 |
0.0050 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
66 |
22 |
-44 |
-66.7% |
1,719 |
|
Daily Pivots for day following 10-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8651 |
0.8636 |
0.8583 |
|
R3 |
0.8624 |
0.8609 |
0.8575 |
|
R2 |
0.8597 |
0.8597 |
0.8573 |
|
R1 |
0.8582 |
0.8582 |
0.8570 |
0.8576 |
PP |
0.8570 |
0.8570 |
0.8570 |
0.8567 |
S1 |
0.8555 |
0.8555 |
0.8566 |
0.8549 |
S2 |
0.8543 |
0.8543 |
0.8563 |
|
S3 |
0.8516 |
0.8528 |
0.8561 |
|
S4 |
0.8489 |
0.8501 |
0.8553 |
|
|
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 |
0.8611 |
0.8551 |
0.0060 |
0.7% |
0.0029 |
0.3% |
28% |
False |
False |
198 |
10 |
0.8779 |
0.8551 |
0.0228 |
2.7% |
0.0054 |
0.6% |
7% |
False |
False |
210 |
20 |
0.8788 |
0.8551 |
0.0237 |
2.8% |
0.0049 |
0.6% |
7% |
False |
False |
135 |
40 |
0.8885 |
0.8465 |
0.0420 |
4.9% |
0.0036 |
0.4% |
25% |
False |
False |
270 |
60 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0026 |
0.3% |
29% |
False |
False |
180 |
80 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0019 |
0.2% |
29% |
False |
False |
135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8699 |
2.618 |
0.8655 |
1.618 |
0.8628 |
1.000 |
0.8611 |
0.618 |
0.8601 |
HIGH |
0.8584 |
0.618 |
0.8574 |
0.500 |
0.8571 |
0.382 |
0.8567 |
LOW |
0.8557 |
0.618 |
0.8540 |
1.000 |
0.8530 |
1.618 |
0.8513 |
2.618 |
0.8486 |
4.250 |
0.8442 |
|
|
Fisher Pivots for day following 10-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8571 |
0.8575 |
PP |
0.8570 |
0.8572 |
S1 |
0.8569 |
0.8570 |
|