CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 17-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2007 |
17-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
0.8561 |
0.8518 |
-0.0043 |
-0.5% |
0.8554 |
High |
0.8561 |
0.8580 |
0.0019 |
0.2% |
0.8626 |
Low |
0.8510 |
0.8518 |
0.0008 |
0.1% |
0.8534 |
Close |
0.8517 |
0.8574 |
0.0057 |
0.7% |
0.8563 |
Range |
0.0051 |
0.0062 |
0.0011 |
21.6% |
0.0092 |
ATR |
0.0052 |
0.0053 |
0.0001 |
1.5% |
0.0000 |
Volume |
406 |
459 |
53 |
13.1% |
710 |
|
Daily Pivots for day following 17-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8743 |
0.8721 |
0.8608 |
|
R3 |
0.8681 |
0.8659 |
0.8591 |
|
R2 |
0.8619 |
0.8619 |
0.8585 |
|
R1 |
0.8597 |
0.8597 |
0.8580 |
0.8608 |
PP |
0.8557 |
0.8557 |
0.8557 |
0.8563 |
S1 |
0.8535 |
0.8535 |
0.8568 |
0.8546 |
S2 |
0.8495 |
0.8495 |
0.8563 |
|
S3 |
0.8433 |
0.8473 |
0.8557 |
|
S4 |
0.8371 |
0.8411 |
0.8540 |
|
|
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% |
0.0057 |
0.7% |
55% |
False |
False |
297 |
10 |
0.8626 |
0.8510 |
0.0116 |
1.4% |
0.0043 |
0.5% |
55% |
False |
False |
247 |
20 |
0.8779 |
0.8510 |
0.0269 |
3.1% |
0.0052 |
0.6% |
24% |
False |
False |
202 |
40 |
0.8885 |
0.8465 |
0.0420 |
4.9% |
0.0043 |
0.5% |
26% |
False |
False |
117 |
60 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0030 |
0.3% |
31% |
False |
False |
205 |
80 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0023 |
0.3% |
31% |
False |
False |
154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8844 |
2.618 |
0.8742 |
1.618 |
0.8680 |
1.000 |
0.8642 |
0.618 |
0.8618 |
HIGH |
0.8580 |
0.618 |
0.8556 |
0.500 |
0.8549 |
0.382 |
0.8542 |
LOW |
0.8518 |
0.618 |
0.8480 |
1.000 |
0.8456 |
1.618 |
0.8418 |
2.618 |
0.8356 |
4.250 |
0.8255 |
|
|
Fisher Pivots for day following 17-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8566 |
0.8572 |
PP |
0.8557 |
0.8570 |
S1 |
0.8549 |
0.8568 |
|