CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 09-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2007 |
09-May-2007 |
Change |
Change % |
Previous Week |
Open |
0.8470 |
0.8490 |
0.0020 |
0.2% |
0.8510 |
High |
0.8502 |
0.8498 |
-0.0004 |
0.0% |
0.8537 |
Low |
0.8470 |
0.8466 |
-0.0004 |
0.0% |
0.8447 |
Close |
0.8479 |
0.8470 |
-0.0009 |
-0.1% |
0.8468 |
Range |
0.0032 |
0.0032 |
0.0000 |
0.0% |
0.0090 |
ATR |
0.0043 |
0.0042 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
23 |
16 |
-7 |
-30.4% |
661 |
|
Daily Pivots for day following 09-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8574 |
0.8554 |
0.8488 |
|
R3 |
0.8542 |
0.8522 |
0.8479 |
|
R2 |
0.8510 |
0.8510 |
0.8476 |
|
R1 |
0.8490 |
0.8490 |
0.8473 |
0.8484 |
PP |
0.8478 |
0.8478 |
0.8478 |
0.8475 |
S1 |
0.8458 |
0.8458 |
0.8467 |
0.8452 |
S2 |
0.8446 |
0.8446 |
0.8464 |
|
S3 |
0.8414 |
0.8426 |
0.8461 |
|
S4 |
0.8382 |
0.8394 |
0.8452 |
|
|
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 |
0.8502 |
0.8447 |
0.0055 |
0.6% |
0.0026 |
0.3% |
42% |
False |
False |
98 |
10 |
0.8583 |
0.8447 |
0.0136 |
1.6% |
0.0038 |
0.4% |
17% |
False |
False |
90 |
20 |
0.8665 |
0.8447 |
0.0218 |
2.6% |
0.0043 |
0.5% |
11% |
False |
False |
152 |
40 |
0.8779 |
0.8447 |
0.0332 |
3.9% |
0.0046 |
0.5% |
7% |
False |
False |
146 |
60 |
0.8885 |
0.8447 |
0.0438 |
5.2% |
0.0039 |
0.5% |
5% |
False |
False |
233 |
80 |
0.8885 |
0.8437 |
0.0448 |
5.3% |
0.0030 |
0.4% |
7% |
False |
False |
175 |
100 |
0.8885 |
0.8437 |
0.0448 |
5.3% |
0.0024 |
0.3% |
7% |
False |
False |
140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8634 |
2.618 |
0.8582 |
1.618 |
0.8550 |
1.000 |
0.8530 |
0.618 |
0.8518 |
HIGH |
0.8498 |
0.618 |
0.8486 |
0.500 |
0.8482 |
0.382 |
0.8478 |
LOW |
0.8466 |
0.618 |
0.8446 |
1.000 |
0.8434 |
1.618 |
0.8414 |
2.618 |
0.8382 |
4.250 |
0.8330 |
|
|
Fisher Pivots for day following 09-May-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8482 |
0.8484 |
PP |
0.8478 |
0.8479 |
S1 |
0.8474 |
0.8475 |
|