CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 30-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2007 |
30-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8520 |
0.8510 |
-0.0010 |
-0.1% |
0.8579 |
| High |
0.8563 |
0.8526 |
-0.0037 |
-0.4% |
0.8610 |
| Low |
0.8503 |
0.8500 |
-0.0003 |
0.0% |
0.8503 |
| Close |
0.8508 |
0.8514 |
0.0006 |
0.1% |
0.8508 |
| Range |
0.0060 |
0.0026 |
-0.0034 |
-56.7% |
0.0107 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
107 |
158 |
51 |
47.7% |
519 |
|
| Daily Pivots for day following 30-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8591 |
0.8579 |
0.8528 |
|
| R3 |
0.8565 |
0.8553 |
0.8521 |
|
| R2 |
0.8539 |
0.8539 |
0.8519 |
|
| R1 |
0.8527 |
0.8527 |
0.8516 |
0.8533 |
| PP |
0.8513 |
0.8513 |
0.8513 |
0.8517 |
| S1 |
0.8501 |
0.8501 |
0.8512 |
0.8507 |
| S2 |
0.8487 |
0.8487 |
0.8509 |
|
| S3 |
0.8461 |
0.8475 |
0.8507 |
|
| S4 |
0.8435 |
0.8449 |
0.8500 |
|
|
| 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 |
0.8500 |
0.0110 |
1.3% |
0.0044 |
0.5% |
13% |
False |
True |
92 |
| 10 |
0.8665 |
0.8500 |
0.0165 |
1.9% |
0.0046 |
0.5% |
8% |
False |
True |
157 |
| 20 |
0.8680 |
0.8500 |
0.0180 |
2.1% |
0.0045 |
0.5% |
8% |
False |
True |
198 |
| 40 |
0.8840 |
0.8500 |
0.0340 |
4.0% |
0.0049 |
0.6% |
4% |
False |
True |
143 |
| 60 |
0.8885 |
0.8437 |
0.0448 |
5.3% |
0.0035 |
0.4% |
17% |
False |
False |
223 |
| 80 |
0.8885 |
0.8437 |
0.0448 |
5.3% |
0.0028 |
0.3% |
17% |
False |
False |
168 |
| 100 |
0.8989 |
0.8437 |
0.0552 |
6.5% |
0.0022 |
0.3% |
14% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8637 |
|
2.618 |
0.8594 |
|
1.618 |
0.8568 |
|
1.000 |
0.8552 |
|
0.618 |
0.8542 |
|
HIGH |
0.8526 |
|
0.618 |
0.8516 |
|
0.500 |
0.8513 |
|
0.382 |
0.8510 |
|
LOW |
0.8500 |
|
0.618 |
0.8484 |
|
1.000 |
0.8474 |
|
1.618 |
0.8458 |
|
2.618 |
0.8432 |
|
4.250 |
0.8390 |
|
|
| Fisher Pivots for day following 30-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8514 |
0.8542 |
| PP |
0.8513 |
0.8532 |
| S1 |
0.8513 |
0.8523 |
|