CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 01-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2007 |
01-May-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8510 |
0.8512 |
0.0002 |
0.0% |
0.8579 |
| High |
0.8526 |
0.8537 |
0.0011 |
0.1% |
0.8610 |
| Low |
0.8500 |
0.8493 |
-0.0007 |
-0.1% |
0.8503 |
| Close |
0.8514 |
0.8498 |
-0.0016 |
-0.2% |
0.8508 |
| Range |
0.0026 |
0.0044 |
0.0018 |
69.2% |
0.0107 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
158 |
32 |
-126 |
-79.7% |
519 |
|
| Daily Pivots for day following 01-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8641 |
0.8614 |
0.8522 |
|
| R3 |
0.8597 |
0.8570 |
0.8510 |
|
| R2 |
0.8553 |
0.8553 |
0.8506 |
|
| R1 |
0.8526 |
0.8526 |
0.8502 |
0.8518 |
| PP |
0.8509 |
0.8509 |
0.8509 |
0.8505 |
| S1 |
0.8482 |
0.8482 |
0.8494 |
0.8474 |
| S2 |
0.8465 |
0.8465 |
0.8490 |
|
| S3 |
0.8421 |
0.8438 |
0.8486 |
|
| S4 |
0.8377 |
0.8394 |
0.8474 |
|
|
| 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 |
0.8605 |
0.8493 |
0.0112 |
1.3% |
0.0045 |
0.5% |
4% |
False |
True |
85 |
| 10 |
0.8665 |
0.8493 |
0.0172 |
2.0% |
0.0044 |
0.5% |
3% |
False |
True |
115 |
| 20 |
0.8665 |
0.8493 |
0.0172 |
2.0% |
0.0043 |
0.5% |
3% |
False |
True |
181 |
| 40 |
0.8840 |
0.8493 |
0.0347 |
4.1% |
0.0049 |
0.6% |
1% |
False |
True |
144 |
| 60 |
0.8885 |
0.8437 |
0.0448 |
5.3% |
0.0036 |
0.4% |
14% |
False |
False |
224 |
| 80 |
0.8885 |
0.8437 |
0.0448 |
5.3% |
0.0028 |
0.3% |
14% |
False |
False |
168 |
| 100 |
0.8983 |
0.8437 |
0.0546 |
6.4% |
0.0023 |
0.3% |
11% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8724 |
|
2.618 |
0.8652 |
|
1.618 |
0.8608 |
|
1.000 |
0.8581 |
|
0.618 |
0.8564 |
|
HIGH |
0.8537 |
|
0.618 |
0.8520 |
|
0.500 |
0.8515 |
|
0.382 |
0.8510 |
|
LOW |
0.8493 |
|
0.618 |
0.8466 |
|
1.000 |
0.8449 |
|
1.618 |
0.8422 |
|
2.618 |
0.8378 |
|
4.250 |
0.8306 |
|
|
| Fisher Pivots for day following 01-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8515 |
0.8528 |
| PP |
0.8509 |
0.8518 |
| S1 |
0.8504 |
0.8508 |
|