CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 13-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2007 |
13-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
0.8546 |
0.8587 |
0.0041 |
0.5% |
0.8554 |
High |
0.8583 |
0.8626 |
0.0043 |
0.5% |
0.8626 |
Low |
0.8539 |
0.8534 |
-0.0005 |
-0.1% |
0.8534 |
Close |
0.8568 |
0.8563 |
-0.0005 |
-0.1% |
0.8563 |
Range |
0.0044 |
0.0092 |
0.0048 |
109.1% |
0.0092 |
ATR |
0.0049 |
0.0052 |
0.0003 |
6.4% |
0.0000 |
Volume |
401 |
100 |
-301 |
-75.1% |
710 |
|
Daily Pivots for day following 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8850 |
0.8799 |
0.8614 |
|
R3 |
0.8758 |
0.8707 |
0.8588 |
|
R2 |
0.8666 |
0.8666 |
0.8580 |
|
R1 |
0.8615 |
0.8615 |
0.8571 |
0.8595 |
PP |
0.8574 |
0.8574 |
0.8574 |
0.8564 |
S1 |
0.8523 |
0.8523 |
0.8555 |
0.8503 |
S2 |
0.8482 |
0.8482 |
0.8546 |
|
S3 |
0.8390 |
0.8431 |
0.8538 |
|
S4 |
0.8298 |
0.8339 |
0.8512 |
|
|
Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8850 |
0.8799 |
0.8614 |
|
R3 |
0.8758 |
0.8707 |
0.8588 |
|
R2 |
0.8666 |
0.8666 |
0.8580 |
|
R1 |
0.8615 |
0.8615 |
0.8571 |
0.8641 |
PP |
0.8574 |
0.8574 |
0.8574 |
0.8587 |
S1 |
0.8523 |
0.8523 |
0.8555 |
0.8549 |
S2 |
0.8482 |
0.8482 |
0.8546 |
|
S3 |
0.8390 |
0.8431 |
0.8538 |
|
S4 |
0.8298 |
0.8339 |
0.8512 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8626 |
0.8534 |
0.0092 |
1.1% |
0.0042 |
0.5% |
32% |
True |
True |
142 |
10 |
0.8687 |
0.8534 |
0.0153 |
1.8% |
0.0043 |
0.5% |
19% |
False |
True |
242 |
20 |
0.8779 |
0.8534 |
0.0245 |
2.9% |
0.0050 |
0.6% |
12% |
False |
True |
163 |
40 |
0.8885 |
0.8465 |
0.0420 |
4.9% |
0.0040 |
0.5% |
23% |
False |
False |
95 |
60 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0028 |
0.3% |
28% |
False |
False |
191 |
80 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0021 |
0.2% |
28% |
False |
False |
143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9017 |
2.618 |
0.8867 |
1.618 |
0.8775 |
1.000 |
0.8718 |
0.618 |
0.8683 |
HIGH |
0.8626 |
0.618 |
0.8591 |
0.500 |
0.8580 |
0.382 |
0.8569 |
LOW |
0.8534 |
0.618 |
0.8477 |
1.000 |
0.8442 |
1.618 |
0.8385 |
2.618 |
0.8293 |
4.250 |
0.8143 |
|
|
Fisher Pivots for day following 13-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8580 |
0.8580 |
PP |
0.8574 |
0.8574 |
S1 |
0.8569 |
0.8569 |
|