CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 16-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2007 |
16-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8587 |
0.8561 |
-0.0026 |
-0.3% |
0.8554 |
| High |
0.8626 |
0.8561 |
-0.0065 |
-0.8% |
0.8626 |
| Low |
0.8534 |
0.8510 |
-0.0024 |
-0.3% |
0.8534 |
| Close |
0.8563 |
0.8517 |
-0.0046 |
-0.5% |
0.8563 |
| Range |
0.0092 |
0.0051 |
-0.0041 |
-44.6% |
0.0092 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.2% |
0.0000 |
| Volume |
100 |
406 |
306 |
306.0% |
710 |
|
| Daily Pivots for day following 16-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8682 |
0.8651 |
0.8545 |
|
| R3 |
0.8631 |
0.8600 |
0.8531 |
|
| R2 |
0.8580 |
0.8580 |
0.8526 |
|
| R1 |
0.8549 |
0.8549 |
0.8522 |
0.8539 |
| PP |
0.8529 |
0.8529 |
0.8529 |
0.8525 |
| S1 |
0.8498 |
0.8498 |
0.8512 |
0.8488 |
| S2 |
0.8478 |
0.8478 |
0.8508 |
|
| S3 |
0.8427 |
0.8447 |
0.8503 |
|
| S4 |
0.8376 |
0.8396 |
0.8489 |
|
|
| 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 |
0.8510 |
0.0116 |
1.4% |
0.0050 |
0.6% |
6% |
False |
True |
210 |
| 10 |
0.8680 |
0.8510 |
0.0170 |
2.0% |
0.0045 |
0.5% |
4% |
False |
True |
238 |
| 20 |
0.8779 |
0.8510 |
0.0269 |
3.2% |
0.0051 |
0.6% |
3% |
False |
True |
180 |
| 40 |
0.8885 |
0.8465 |
0.0420 |
4.9% |
0.0041 |
0.5% |
12% |
False |
False |
105 |
| 60 |
0.8885 |
0.8437 |
0.0448 |
5.3% |
0.0029 |
0.3% |
18% |
False |
False |
197 |
| 80 |
0.8885 |
0.8437 |
0.0448 |
5.3% |
0.0022 |
0.3% |
18% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8778 |
|
2.618 |
0.8695 |
|
1.618 |
0.8644 |
|
1.000 |
0.8612 |
|
0.618 |
0.8593 |
|
HIGH |
0.8561 |
|
0.618 |
0.8542 |
|
0.500 |
0.8536 |
|
0.382 |
0.8529 |
|
LOW |
0.8510 |
|
0.618 |
0.8478 |
|
1.000 |
0.8459 |
|
1.618 |
0.8427 |
|
2.618 |
0.8376 |
|
4.250 |
0.8293 |
|
|
| Fisher Pivots for day following 16-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8536 |
0.8568 |
| PP |
0.8529 |
0.8551 |
| S1 |
0.8523 |
0.8534 |
|