CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 04-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2007 |
04-May-2007 |
Change |
Change % |
Previous Week |
Open |
0.8469 |
0.8458 |
-0.0011 |
-0.1% |
0.8510 |
High |
0.8469 |
0.8477 |
0.0008 |
0.1% |
0.8537 |
Low |
0.8447 |
0.8451 |
0.0004 |
0.0% |
0.8447 |
Close |
0.8448 |
0.8468 |
0.0020 |
0.2% |
0.8468 |
Range |
0.0022 |
0.0026 |
0.0004 |
18.2% |
0.0090 |
ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.8% |
0.0000 |
Volume |
205 |
223 |
18 |
8.8% |
661 |
|
Daily Pivots for day following 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8543 |
0.8532 |
0.8482 |
|
R3 |
0.8517 |
0.8506 |
0.8475 |
|
R2 |
0.8491 |
0.8491 |
0.8473 |
|
R1 |
0.8480 |
0.8480 |
0.8470 |
0.8486 |
PP |
0.8465 |
0.8465 |
0.8465 |
0.8468 |
S1 |
0.8454 |
0.8454 |
0.8466 |
0.8460 |
S2 |
0.8439 |
0.8439 |
0.8463 |
|
S3 |
0.8413 |
0.8428 |
0.8461 |
|
S4 |
0.8387 |
0.8402 |
0.8454 |
|
|
Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8754 |
0.8701 |
0.8518 |
|
R3 |
0.8664 |
0.8611 |
0.8493 |
|
R2 |
0.8574 |
0.8574 |
0.8485 |
|
R1 |
0.8521 |
0.8521 |
0.8476 |
0.8503 |
PP |
0.8484 |
0.8484 |
0.8484 |
0.8475 |
S1 |
0.8431 |
0.8431 |
0.8460 |
0.8413 |
S2 |
0.8394 |
0.8394 |
0.8452 |
|
S3 |
0.8304 |
0.8341 |
0.8443 |
|
S4 |
0.8214 |
0.8251 |
0.8419 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8537 |
0.8447 |
0.0090 |
1.1% |
0.0034 |
0.4% |
23% |
False |
False |
132 |
10 |
0.8610 |
0.8447 |
0.0163 |
1.9% |
0.0040 |
0.5% |
13% |
False |
False |
118 |
20 |
0.8665 |
0.8447 |
0.0218 |
2.6% |
0.0043 |
0.5% |
10% |
False |
False |
159 |
40 |
0.8800 |
0.8447 |
0.0353 |
4.2% |
0.0048 |
0.6% |
6% |
False |
False |
154 |
60 |
0.8885 |
0.8437 |
0.0448 |
5.3% |
0.0038 |
0.4% |
7% |
False |
False |
232 |
80 |
0.8885 |
0.8437 |
0.0448 |
5.3% |
0.0029 |
0.3% |
7% |
False |
False |
174 |
100 |
0.8885 |
0.8437 |
0.0448 |
5.3% |
0.0024 |
0.3% |
7% |
False |
False |
139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8588 |
2.618 |
0.8545 |
1.618 |
0.8519 |
1.000 |
0.8503 |
0.618 |
0.8493 |
HIGH |
0.8477 |
0.618 |
0.8467 |
0.500 |
0.8464 |
0.382 |
0.8461 |
LOW |
0.8451 |
0.618 |
0.8435 |
1.000 |
0.8425 |
1.618 |
0.8409 |
2.618 |
0.8383 |
4.250 |
0.8341 |
|
|
Fisher Pivots for day following 04-May-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8467 |
0.8478 |
PP |
0.8465 |
0.8475 |
S1 |
0.8464 |
0.8471 |
|