CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 12-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2007 |
12-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
0.8566 |
0.8546 |
-0.0020 |
-0.2% |
0.8662 |
High |
0.8580 |
0.8583 |
0.0003 |
0.0% |
0.8687 |
Low |
0.8543 |
0.8539 |
-0.0004 |
0.0% |
0.8554 |
Close |
0.8555 |
0.8568 |
0.0013 |
0.2% |
0.8555 |
Range |
0.0037 |
0.0044 |
0.0007 |
18.9% |
0.0133 |
ATR |
0.0049 |
0.0049 |
0.0000 |
-0.7% |
0.0000 |
Volume |
121 |
401 |
280 |
231.4% |
1,719 |
|
Daily Pivots for day following 12-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8695 |
0.8676 |
0.8592 |
|
R3 |
0.8651 |
0.8632 |
0.8580 |
|
R2 |
0.8607 |
0.8607 |
0.8576 |
|
R1 |
0.8588 |
0.8588 |
0.8572 |
0.8598 |
PP |
0.8563 |
0.8563 |
0.8563 |
0.8568 |
S1 |
0.8544 |
0.8544 |
0.8564 |
0.8554 |
S2 |
0.8519 |
0.8519 |
0.8560 |
|
S3 |
0.8475 |
0.8500 |
0.8556 |
|
S4 |
0.8431 |
0.8456 |
0.8544 |
|
|
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 |
0.8598 |
0.8539 |
0.0059 |
0.7% |
0.0033 |
0.4% |
49% |
False |
True |
151 |
10 |
0.8704 |
0.8539 |
0.0165 |
1.9% |
0.0041 |
0.5% |
18% |
False |
True |
240 |
20 |
0.8779 |
0.8539 |
0.0240 |
2.8% |
0.0047 |
0.6% |
12% |
False |
True |
160 |
40 |
0.8885 |
0.8465 |
0.0420 |
4.9% |
0.0038 |
0.4% |
25% |
False |
False |
93 |
60 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0027 |
0.3% |
29% |
False |
False |
189 |
80 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0020 |
0.2% |
29% |
False |
False |
142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8770 |
2.618 |
0.8698 |
1.618 |
0.8654 |
1.000 |
0.8627 |
0.618 |
0.8610 |
HIGH |
0.8583 |
0.618 |
0.8566 |
0.500 |
0.8561 |
0.382 |
0.8556 |
LOW |
0.8539 |
0.618 |
0.8512 |
1.000 |
0.8495 |
1.618 |
0.8468 |
2.618 |
0.8424 |
4.250 |
0.8352 |
|
|
Fisher Pivots for day following 12-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8566 |
0.8566 |
PP |
0.8563 |
0.8564 |
S1 |
0.8561 |
0.8562 |
|