CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 27-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2007 |
27-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8583 |
0.8520 |
-0.0063 |
-0.7% |
0.8579 |
| High |
0.8583 |
0.8563 |
-0.0020 |
-0.2% |
0.8610 |
| Low |
0.8515 |
0.8503 |
-0.0012 |
-0.1% |
0.8503 |
| Close |
0.8511 |
0.8508 |
-0.0003 |
0.0% |
0.8508 |
| Range |
0.0068 |
0.0060 |
-0.0008 |
-11.8% |
0.0107 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
1.3% |
0.0000 |
| Volume |
72 |
107 |
35 |
48.6% |
519 |
|
| Daily Pivots for day following 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8705 |
0.8666 |
0.8541 |
|
| R3 |
0.8645 |
0.8606 |
0.8525 |
|
| R2 |
0.8585 |
0.8585 |
0.8519 |
|
| R1 |
0.8546 |
0.8546 |
0.8514 |
0.8536 |
| PP |
0.8525 |
0.8525 |
0.8525 |
0.8519 |
| S1 |
0.8486 |
0.8486 |
0.8503 |
0.8476 |
| S2 |
0.8465 |
0.8465 |
0.8497 |
|
| S3 |
0.8405 |
0.8426 |
0.8492 |
|
| S4 |
0.8345 |
0.8366 |
0.8475 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8861 |
0.8792 |
0.8567 |
|
| R3 |
0.8754 |
0.8685 |
0.8537 |
|
| R2 |
0.8647 |
0.8647 |
0.8528 |
|
| R1 |
0.8578 |
0.8578 |
0.8518 |
0.8559 |
| PP |
0.8540 |
0.8540 |
0.8540 |
0.8531 |
| S1 |
0.8471 |
0.8471 |
0.8498 |
0.8452 |
| S2 |
0.8433 |
0.8433 |
0.8488 |
|
| S3 |
0.8326 |
0.8364 |
0.8479 |
|
| S4 |
0.8219 |
0.8257 |
0.8449 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8610 |
0.8503 |
0.0107 |
1.3% |
0.0046 |
0.5% |
5% |
False |
True |
103 |
| 10 |
0.8665 |
0.8503 |
0.0162 |
1.9% |
0.0048 |
0.6% |
3% |
False |
True |
182 |
| 20 |
0.8687 |
0.8503 |
0.0184 |
2.2% |
0.0045 |
0.5% |
3% |
False |
True |
212 |
| 40 |
0.8885 |
0.8503 |
0.0382 |
4.5% |
0.0048 |
0.6% |
1% |
False |
True |
139 |
| 60 |
0.8885 |
0.8437 |
0.0448 |
5.3% |
0.0035 |
0.4% |
16% |
False |
False |
221 |
| 80 |
0.8885 |
0.8437 |
0.0448 |
5.3% |
0.0027 |
0.3% |
16% |
False |
False |
166 |
| 100 |
0.9024 |
0.8437 |
0.0587 |
6.9% |
0.0022 |
0.3% |
12% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8818 |
|
2.618 |
0.8720 |
|
1.618 |
0.8660 |
|
1.000 |
0.8623 |
|
0.618 |
0.8600 |
|
HIGH |
0.8563 |
|
0.618 |
0.8540 |
|
0.500 |
0.8533 |
|
0.382 |
0.8526 |
|
LOW |
0.8503 |
|
0.618 |
0.8466 |
|
1.000 |
0.8443 |
|
1.618 |
0.8406 |
|
2.618 |
0.8346 |
|
4.250 |
0.8248 |
|
|
| Fisher Pivots for day following 27-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8533 |
0.8554 |
| PP |
0.8525 |
0.8539 |
| S1 |
0.8516 |
0.8523 |
|