CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 26-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2007 |
26-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8605 |
0.8583 |
-0.0022 |
-0.3% |
0.8561 |
| High |
0.8605 |
0.8583 |
-0.0022 |
-0.3% |
0.8665 |
| Low |
0.8580 |
0.8515 |
-0.0065 |
-0.8% |
0.8510 |
| Close |
0.8582 |
0.8511 |
-0.0071 |
-0.8% |
0.8583 |
| Range |
0.0025 |
0.0068 |
0.0043 |
172.0% |
0.0155 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
2.7% |
0.0000 |
| Volume |
57 |
72 |
15 |
26.3% |
1,306 |
|
| Daily Pivots for day following 26-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8740 |
0.8694 |
0.8548 |
|
| R3 |
0.8672 |
0.8626 |
0.8530 |
|
| R2 |
0.8604 |
0.8604 |
0.8523 |
|
| R1 |
0.8558 |
0.8558 |
0.8517 |
0.8547 |
| PP |
0.8536 |
0.8536 |
0.8536 |
0.8531 |
| S1 |
0.8490 |
0.8490 |
0.8505 |
0.8479 |
| S2 |
0.8468 |
0.8468 |
0.8499 |
|
| S3 |
0.8400 |
0.8422 |
0.8492 |
|
| S4 |
0.8332 |
0.8354 |
0.8474 |
|
|
| 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 |
0.8610 |
0.8515 |
0.0095 |
1.1% |
0.0041 |
0.5% |
-4% |
False |
True |
108 |
| 10 |
0.8665 |
0.8510 |
0.0155 |
1.8% |
0.0051 |
0.6% |
1% |
False |
False |
181 |
| 20 |
0.8704 |
0.8510 |
0.0194 |
2.3% |
0.0046 |
0.5% |
1% |
False |
False |
211 |
| 40 |
0.8885 |
0.8510 |
0.0375 |
4.4% |
0.0047 |
0.5% |
0% |
False |
False |
136 |
| 60 |
0.8885 |
0.8437 |
0.0448 |
5.3% |
0.0034 |
0.4% |
17% |
False |
False |
219 |
| 80 |
0.8885 |
0.8437 |
0.0448 |
5.3% |
0.0027 |
0.3% |
17% |
False |
False |
164 |
| 100 |
0.9024 |
0.8437 |
0.0587 |
6.9% |
0.0021 |
0.3% |
13% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8872 |
|
2.618 |
0.8761 |
|
1.618 |
0.8693 |
|
1.000 |
0.8651 |
|
0.618 |
0.8625 |
|
HIGH |
0.8583 |
|
0.618 |
0.8557 |
|
0.500 |
0.8549 |
|
0.382 |
0.8541 |
|
LOW |
0.8515 |
|
0.618 |
0.8473 |
|
1.000 |
0.8447 |
|
1.618 |
0.8405 |
|
2.618 |
0.8337 |
|
4.250 |
0.8226 |
|
|
| Fisher Pivots for day following 26-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8549 |
0.8563 |
| PP |
0.8536 |
0.8545 |
| S1 |
0.8524 |
0.8528 |
|