CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 03-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2007 |
03-May-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8492 |
0.8469 |
-0.0023 |
-0.3% |
0.8579 |
| High |
0.8509 |
0.8469 |
-0.0040 |
-0.5% |
0.8610 |
| Low |
0.8458 |
0.8447 |
-0.0011 |
-0.1% |
0.8503 |
| Close |
0.8469 |
0.8448 |
-0.0021 |
-0.2% |
0.8508 |
| Range |
0.0051 |
0.0022 |
-0.0029 |
-56.9% |
0.0107 |
| ATR |
0.0049 |
0.0047 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
43 |
205 |
162 |
376.7% |
519 |
|
| Daily Pivots for day following 03-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8521 |
0.8506 |
0.8460 |
|
| R3 |
0.8499 |
0.8484 |
0.8454 |
|
| R2 |
0.8477 |
0.8477 |
0.8452 |
|
| R1 |
0.8462 |
0.8462 |
0.8450 |
0.8459 |
| PP |
0.8455 |
0.8455 |
0.8455 |
0.8453 |
| S1 |
0.8440 |
0.8440 |
0.8446 |
0.8437 |
| S2 |
0.8433 |
0.8433 |
0.8444 |
|
| S3 |
0.8411 |
0.8418 |
0.8442 |
|
| S4 |
0.8389 |
0.8396 |
0.8436 |
|
|
| 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 |
0.8563 |
0.8447 |
0.0116 |
1.4% |
0.0041 |
0.5% |
1% |
False |
True |
109 |
| 10 |
0.8610 |
0.8447 |
0.0163 |
1.9% |
0.0041 |
0.5% |
1% |
False |
True |
108 |
| 20 |
0.8665 |
0.8447 |
0.0218 |
2.6% |
0.0044 |
0.5% |
0% |
False |
True |
155 |
| 40 |
0.8800 |
0.8447 |
0.0353 |
4.2% |
0.0048 |
0.6% |
0% |
False |
True |
148 |
| 60 |
0.8885 |
0.8437 |
0.0448 |
5.3% |
0.0037 |
0.4% |
2% |
False |
False |
228 |
| 80 |
0.8885 |
0.8437 |
0.0448 |
5.3% |
0.0029 |
0.3% |
2% |
False |
False |
171 |
| 100 |
0.8885 |
0.8437 |
0.0448 |
5.3% |
0.0023 |
0.3% |
2% |
False |
False |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8563 |
|
2.618 |
0.8527 |
|
1.618 |
0.8505 |
|
1.000 |
0.8491 |
|
0.618 |
0.8483 |
|
HIGH |
0.8469 |
|
0.618 |
0.8461 |
|
0.500 |
0.8458 |
|
0.382 |
0.8455 |
|
LOW |
0.8447 |
|
0.618 |
0.8433 |
|
1.000 |
0.8425 |
|
1.618 |
0.8411 |
|
2.618 |
0.8389 |
|
4.250 |
0.8354 |
|
|
| Fisher Pivots for day following 03-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8458 |
0.8492 |
| PP |
0.8455 |
0.8477 |
| S1 |
0.8451 |
0.8463 |
|