CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 11-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2007 |
11-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8571 |
0.8566 |
-0.0005 |
-0.1% |
0.8662 |
| High |
0.8584 |
0.8580 |
-0.0004 |
0.0% |
0.8687 |
| Low |
0.8557 |
0.8543 |
-0.0014 |
-0.2% |
0.8554 |
| Close |
0.8568 |
0.8555 |
-0.0013 |
-0.2% |
0.8555 |
| Range |
0.0027 |
0.0037 |
0.0010 |
37.0% |
0.0133 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
22 |
121 |
99 |
450.0% |
1,719 |
|
| Daily Pivots for day following 11-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8670 |
0.8650 |
0.8575 |
|
| R3 |
0.8633 |
0.8613 |
0.8565 |
|
| R2 |
0.8596 |
0.8596 |
0.8562 |
|
| R1 |
0.8576 |
0.8576 |
0.8558 |
0.8568 |
| PP |
0.8559 |
0.8559 |
0.8559 |
0.8555 |
| S1 |
0.8539 |
0.8539 |
0.8552 |
0.8531 |
| S2 |
0.8522 |
0.8522 |
0.8548 |
|
| S3 |
0.8485 |
0.8502 |
0.8545 |
|
| S4 |
0.8448 |
0.8465 |
0.8535 |
|
|
| 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 |
0.8543 |
0.0068 |
0.8% |
0.0030 |
0.4% |
18% |
False |
True |
167 |
| 10 |
0.8755 |
0.8543 |
0.0212 |
2.5% |
0.0046 |
0.5% |
6% |
False |
True |
215 |
| 20 |
0.8779 |
0.8543 |
0.0236 |
2.8% |
0.0049 |
0.6% |
5% |
False |
True |
141 |
| 40 |
0.8885 |
0.8465 |
0.0420 |
4.9% |
0.0037 |
0.4% |
21% |
False |
False |
273 |
| 60 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0026 |
0.3% |
26% |
False |
False |
182 |
| 80 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0020 |
0.2% |
26% |
False |
False |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8737 |
|
2.618 |
0.8677 |
|
1.618 |
0.8640 |
|
1.000 |
0.8617 |
|
0.618 |
0.8603 |
|
HIGH |
0.8580 |
|
0.618 |
0.8566 |
|
0.500 |
0.8562 |
|
0.382 |
0.8557 |
|
LOW |
0.8543 |
|
0.618 |
0.8520 |
|
1.000 |
0.8506 |
|
1.618 |
0.8483 |
|
2.618 |
0.8446 |
|
4.250 |
0.8386 |
|
|
| Fisher Pivots for day following 11-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8562 |
0.8564 |
| PP |
0.8559 |
0.8561 |
| S1 |
0.8557 |
0.8558 |
|