CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 20-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2007 |
20-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8603 |
0.8600 |
-0.0003 |
0.0% |
0.8561 |
| High |
0.8665 |
0.8600 |
-0.0065 |
-0.8% |
0.8665 |
| Low |
0.8603 |
0.8567 |
-0.0036 |
-0.4% |
0.8510 |
| Close |
0.8610 |
0.8583 |
-0.0027 |
-0.3% |
0.8583 |
| Range |
0.0062 |
0.0033 |
-0.0029 |
-46.8% |
0.0155 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
237 |
131 |
-106 |
-44.7% |
1,306 |
|
| Daily Pivots for day following 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8682 |
0.8666 |
0.8601 |
|
| R3 |
0.8649 |
0.8633 |
0.8592 |
|
| R2 |
0.8616 |
0.8616 |
0.8589 |
|
| R1 |
0.8600 |
0.8600 |
0.8586 |
0.8592 |
| PP |
0.8583 |
0.8583 |
0.8583 |
0.8579 |
| S1 |
0.8567 |
0.8567 |
0.8580 |
0.8559 |
| S2 |
0.8550 |
0.8550 |
0.8577 |
|
| S3 |
0.8517 |
0.8534 |
0.8574 |
|
| S4 |
0.8484 |
0.8501 |
0.8565 |
|
|
| Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9051 |
0.8972 |
0.8668 |
|
| R3 |
0.8896 |
0.8817 |
0.8626 |
|
| R2 |
0.8741 |
0.8741 |
0.8611 |
|
| R1 |
0.8662 |
0.8662 |
0.8597 |
0.8702 |
| PP |
0.8586 |
0.8586 |
0.8586 |
0.8606 |
| S1 |
0.8507 |
0.8507 |
0.8569 |
0.8547 |
| S2 |
0.8431 |
0.8431 |
0.8555 |
|
| S3 |
0.8276 |
0.8352 |
0.8540 |
|
| S4 |
0.8121 |
0.8197 |
0.8498 |
|
|
| 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% |
0.0050 |
0.6% |
47% |
False |
False |
261 |
| 10 |
0.8665 |
0.8510 |
0.0155 |
1.8% |
0.0046 |
0.5% |
47% |
False |
False |
201 |
| 20 |
0.8779 |
0.8510 |
0.0269 |
3.1% |
0.0053 |
0.6% |
27% |
False |
False |
209 |
| 40 |
0.8885 |
0.8510 |
0.0375 |
4.4% |
0.0045 |
0.5% |
19% |
False |
False |
128 |
| 60 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0031 |
0.4% |
33% |
False |
False |
212 |
| 80 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0024 |
0.3% |
33% |
False |
False |
159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8740 |
|
2.618 |
0.8686 |
|
1.618 |
0.8653 |
|
1.000 |
0.8633 |
|
0.618 |
0.8620 |
|
HIGH |
0.8600 |
|
0.618 |
0.8587 |
|
0.500 |
0.8584 |
|
0.382 |
0.8580 |
|
LOW |
0.8567 |
|
0.618 |
0.8547 |
|
1.000 |
0.8534 |
|
1.618 |
0.8514 |
|
2.618 |
0.8481 |
|
4.250 |
0.8427 |
|
|
| Fisher Pivots for day following 20-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8584 |
0.8616 |
| PP |
0.8583 |
0.8605 |
| S1 |
0.8583 |
0.8594 |
|