CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 10-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2007 |
10-May-2007 |
Change |
Change % |
Previous Week |
Open |
0.8490 |
0.8452 |
-0.0038 |
-0.4% |
0.8510 |
High |
0.8498 |
0.8479 |
-0.0019 |
-0.2% |
0.8537 |
Low |
0.8466 |
0.8434 |
-0.0032 |
-0.4% |
0.8447 |
Close |
0.8470 |
0.8468 |
-0.0002 |
0.0% |
0.8468 |
Range |
0.0032 |
0.0045 |
0.0013 |
40.6% |
0.0090 |
ATR |
0.0042 |
0.0043 |
0.0000 |
0.5% |
0.0000 |
Volume |
16 |
162 |
146 |
912.5% |
661 |
|
Daily Pivots for day following 10-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8595 |
0.8577 |
0.8493 |
|
R3 |
0.8550 |
0.8532 |
0.8480 |
|
R2 |
0.8505 |
0.8505 |
0.8476 |
|
R1 |
0.8487 |
0.8487 |
0.8472 |
0.8496 |
PP |
0.8460 |
0.8460 |
0.8460 |
0.8465 |
S1 |
0.8442 |
0.8442 |
0.8464 |
0.8451 |
S2 |
0.8415 |
0.8415 |
0.8460 |
|
S3 |
0.8370 |
0.8397 |
0.8456 |
|
S4 |
0.8325 |
0.8352 |
0.8443 |
|
|
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 |
0.8434 |
0.0068 |
0.8% |
0.0031 |
0.4% |
50% |
False |
True |
89 |
10 |
0.8563 |
0.8434 |
0.0129 |
1.5% |
0.0036 |
0.4% |
26% |
False |
True |
99 |
20 |
0.8665 |
0.8434 |
0.0231 |
2.7% |
0.0043 |
0.5% |
15% |
False |
True |
140 |
40 |
0.8779 |
0.8434 |
0.0345 |
4.1% |
0.0045 |
0.5% |
10% |
False |
True |
150 |
60 |
0.8885 |
0.8434 |
0.0451 |
5.3% |
0.0040 |
0.5% |
8% |
False |
True |
109 |
80 |
0.8885 |
0.8434 |
0.0451 |
5.3% |
0.0031 |
0.4% |
8% |
False |
True |
177 |
100 |
0.8885 |
0.8434 |
0.0451 |
5.3% |
0.0025 |
0.3% |
8% |
False |
True |
141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8670 |
2.618 |
0.8597 |
1.618 |
0.8552 |
1.000 |
0.8524 |
0.618 |
0.8507 |
HIGH |
0.8479 |
0.618 |
0.8462 |
0.500 |
0.8457 |
0.382 |
0.8451 |
LOW |
0.8434 |
0.618 |
0.8406 |
1.000 |
0.8389 |
1.618 |
0.8361 |
2.618 |
0.8316 |
4.250 |
0.8243 |
|
|
Fisher Pivots for day following 10-May-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8464 |
0.8468 |
PP |
0.8460 |
0.8468 |
S1 |
0.8457 |
0.8468 |
|