CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 19-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2007 |
19-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8586 |
0.8603 |
0.0017 |
0.2% |
0.8554 |
| High |
0.8626 |
0.8665 |
0.0039 |
0.5% |
0.8626 |
| Low |
0.8583 |
0.8603 |
0.0020 |
0.2% |
0.8534 |
| Close |
0.8596 |
0.8610 |
0.0014 |
0.2% |
0.8563 |
| Range |
0.0043 |
0.0062 |
0.0019 |
44.2% |
0.0092 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
2.2% |
0.0000 |
| Volume |
73 |
237 |
164 |
224.7% |
710 |
|
| Daily Pivots for day following 19-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8812 |
0.8773 |
0.8644 |
|
| R3 |
0.8750 |
0.8711 |
0.8627 |
|
| R2 |
0.8688 |
0.8688 |
0.8621 |
|
| R1 |
0.8649 |
0.8649 |
0.8616 |
0.8669 |
| PP |
0.8626 |
0.8626 |
0.8626 |
0.8636 |
| S1 |
0.8587 |
0.8587 |
0.8604 |
0.8607 |
| S2 |
0.8564 |
0.8564 |
0.8599 |
|
| S3 |
0.8502 |
0.8525 |
0.8593 |
|
| S4 |
0.8440 |
0.8463 |
0.8576 |
|
|
| 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 |
0.8665 |
0.8510 |
0.0155 |
1.8% |
0.0062 |
0.7% |
65% |
True |
False |
255 |
| 10 |
0.8665 |
0.8510 |
0.0155 |
1.8% |
0.0047 |
0.5% |
65% |
True |
False |
203 |
| 20 |
0.8779 |
0.8510 |
0.0269 |
3.1% |
0.0053 |
0.6% |
37% |
False |
False |
207 |
| 40 |
0.8885 |
0.8469 |
0.0416 |
4.8% |
0.0045 |
0.5% |
34% |
False |
False |
124 |
| 60 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0031 |
0.4% |
39% |
False |
False |
210 |
| 80 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0024 |
0.3% |
39% |
False |
False |
158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8929 |
|
2.618 |
0.8827 |
|
1.618 |
0.8765 |
|
1.000 |
0.8727 |
|
0.618 |
0.8703 |
|
HIGH |
0.8665 |
|
0.618 |
0.8641 |
|
0.500 |
0.8634 |
|
0.382 |
0.8627 |
|
LOW |
0.8603 |
|
0.618 |
0.8565 |
|
1.000 |
0.8541 |
|
1.618 |
0.8503 |
|
2.618 |
0.8441 |
|
4.250 |
0.8340 |
|
|
| Fisher Pivots for day following 19-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8634 |
0.8604 |
| PP |
0.8626 |
0.8598 |
| S1 |
0.8618 |
0.8592 |
|