CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 11-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2007 |
11-May-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8452 |
0.8498 |
0.0046 |
0.5% |
0.8485 |
| High |
0.8479 |
0.8498 |
0.0019 |
0.2% |
0.8502 |
| Low |
0.8434 |
0.8455 |
0.0021 |
0.2% |
0.8434 |
| Close |
0.8468 |
0.8460 |
-0.0008 |
-0.1% |
0.8460 |
| Range |
0.0045 |
0.0043 |
-0.0002 |
-4.4% |
0.0068 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
0.1% |
0.0000 |
| Volume |
162 |
138 |
-24 |
-14.8% |
363 |
|
| Daily Pivots for day following 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8600 |
0.8573 |
0.8484 |
|
| R3 |
0.8557 |
0.8530 |
0.8472 |
|
| R2 |
0.8514 |
0.8514 |
0.8468 |
|
| R1 |
0.8487 |
0.8487 |
0.8464 |
0.8479 |
| PP |
0.8471 |
0.8471 |
0.8471 |
0.8467 |
| S1 |
0.8444 |
0.8444 |
0.8456 |
0.8436 |
| S2 |
0.8428 |
0.8428 |
0.8452 |
|
| S3 |
0.8385 |
0.8401 |
0.8448 |
|
| S4 |
0.8342 |
0.8358 |
0.8436 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8669 |
0.8633 |
0.8497 |
|
| R3 |
0.8601 |
0.8565 |
0.8479 |
|
| R2 |
0.8533 |
0.8533 |
0.8472 |
|
| R1 |
0.8497 |
0.8497 |
0.8466 |
0.8481 |
| PP |
0.8465 |
0.8465 |
0.8465 |
0.8458 |
| S1 |
0.8429 |
0.8429 |
0.8454 |
0.8413 |
| S2 |
0.8397 |
0.8397 |
0.8448 |
|
| S3 |
0.8329 |
0.8361 |
0.8441 |
|
| S4 |
0.8261 |
0.8293 |
0.8423 |
|
|
| 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% |
0.0034 |
0.4% |
38% |
False |
False |
72 |
| 10 |
0.8537 |
0.8434 |
0.0103 |
1.2% |
0.0034 |
0.4% |
25% |
False |
False |
102 |
| 20 |
0.8665 |
0.8434 |
0.0231 |
2.7% |
0.0041 |
0.5% |
11% |
False |
False |
142 |
| 40 |
0.8779 |
0.8434 |
0.0345 |
4.1% |
0.0045 |
0.5% |
8% |
False |
False |
152 |
| 60 |
0.8885 |
0.8434 |
0.0451 |
5.3% |
0.0040 |
0.5% |
6% |
False |
False |
111 |
| 80 |
0.8885 |
0.8434 |
0.0451 |
5.3% |
0.0031 |
0.4% |
6% |
False |
False |
179 |
| 100 |
0.8885 |
0.8434 |
0.0451 |
5.3% |
0.0025 |
0.3% |
6% |
False |
False |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8681 |
|
2.618 |
0.8611 |
|
1.618 |
0.8568 |
|
1.000 |
0.8541 |
|
0.618 |
0.8525 |
|
HIGH |
0.8498 |
|
0.618 |
0.8482 |
|
0.500 |
0.8477 |
|
0.382 |
0.8471 |
|
LOW |
0.8455 |
|
0.618 |
0.8428 |
|
1.000 |
0.8412 |
|
1.618 |
0.8385 |
|
2.618 |
0.8342 |
|
4.250 |
0.8272 |
|
|
| Fisher Pivots for day following 11-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8477 |
0.8466 |
| PP |
0.8471 |
0.8464 |
| S1 |
0.8466 |
0.8462 |
|