CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 24-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2007 |
24-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8579 |
0.8598 |
0.0019 |
0.2% |
0.8561 |
| High |
0.8610 |
0.8610 |
0.0000 |
0.0% |
0.8665 |
| Low |
0.8573 |
0.8570 |
-0.0003 |
0.0% |
0.8510 |
| Close |
0.8590 |
0.8585 |
-0.0005 |
-0.1% |
0.8583 |
| Range |
0.0037 |
0.0040 |
0.0003 |
8.1% |
0.0155 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
213 |
70 |
-143 |
-67.1% |
1,306 |
|
| Daily Pivots for day following 24-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8708 |
0.8687 |
0.8607 |
|
| R3 |
0.8668 |
0.8647 |
0.8596 |
|
| R2 |
0.8628 |
0.8628 |
0.8592 |
|
| R1 |
0.8607 |
0.8607 |
0.8589 |
0.8598 |
| PP |
0.8588 |
0.8588 |
0.8588 |
0.8584 |
| S1 |
0.8567 |
0.8567 |
0.8581 |
0.8558 |
| S2 |
0.8548 |
0.8548 |
0.8578 |
|
| S3 |
0.8508 |
0.8527 |
0.8574 |
|
| S4 |
0.8468 |
0.8487 |
0.8563 |
|
|
| 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 |
0.8567 |
0.0098 |
1.1% |
0.0043 |
0.5% |
18% |
False |
False |
144 |
| 10 |
0.8665 |
0.8510 |
0.0155 |
1.8% |
0.0050 |
0.6% |
48% |
False |
False |
221 |
| 20 |
0.8779 |
0.8510 |
0.0269 |
3.1% |
0.0052 |
0.6% |
28% |
False |
False |
215 |
| 40 |
0.8885 |
0.8510 |
0.0375 |
4.4% |
0.0045 |
0.5% |
20% |
False |
False |
135 |
| 60 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0033 |
0.4% |
33% |
False |
False |
217 |
| 80 |
0.8885 |
0.8437 |
0.0448 |
5.2% |
0.0025 |
0.3% |
33% |
False |
False |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8780 |
|
2.618 |
0.8715 |
|
1.618 |
0.8675 |
|
1.000 |
0.8650 |
|
0.618 |
0.8635 |
|
HIGH |
0.8610 |
|
0.618 |
0.8595 |
|
0.500 |
0.8590 |
|
0.382 |
0.8585 |
|
LOW |
0.8570 |
|
0.618 |
0.8545 |
|
1.000 |
0.8530 |
|
1.618 |
0.8505 |
|
2.618 |
0.8465 |
|
4.250 |
0.8400 |
|
|
| Fisher Pivots for day following 24-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8590 |
0.8589 |
| PP |
0.8588 |
0.8587 |
| S1 |
0.8587 |
0.8586 |
|