CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 15-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2007 |
15-May-2007 |
Change |
Change % |
Previous Week |
Open |
0.8458 |
0.8436 |
-0.0022 |
-0.3% |
0.8485 |
High |
0.8458 |
0.8455 |
-0.0003 |
0.0% |
0.8502 |
Low |
0.8436 |
0.8429 |
-0.0007 |
-0.1% |
0.8434 |
Close |
0.8449 |
0.8450 |
0.0001 |
0.0% |
0.8460 |
Range |
0.0022 |
0.0026 |
0.0004 |
18.2% |
0.0068 |
ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
129 |
65 |
-64 |
-49.6% |
363 |
|
Daily Pivots for day following 15-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8523 |
0.8512 |
0.8464 |
|
R3 |
0.8497 |
0.8486 |
0.8457 |
|
R2 |
0.8471 |
0.8471 |
0.8455 |
|
R1 |
0.8460 |
0.8460 |
0.8452 |
0.8466 |
PP |
0.8445 |
0.8445 |
0.8445 |
0.8447 |
S1 |
0.8434 |
0.8434 |
0.8448 |
0.8440 |
S2 |
0.8419 |
0.8419 |
0.8445 |
|
S3 |
0.8393 |
0.8408 |
0.8443 |
|
S4 |
0.8367 |
0.8382 |
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 |
0.8498 |
0.8429 |
0.0069 |
0.8% |
0.0034 |
0.4% |
30% |
False |
True |
102 |
10 |
0.8509 |
0.8429 |
0.0080 |
0.9% |
0.0032 |
0.4% |
26% |
False |
True |
102 |
20 |
0.8665 |
0.8429 |
0.0236 |
2.8% |
0.0038 |
0.4% |
9% |
False |
True |
108 |
40 |
0.8779 |
0.8429 |
0.0350 |
4.1% |
0.0045 |
0.5% |
6% |
False |
True |
155 |
60 |
0.8885 |
0.8429 |
0.0456 |
5.4% |
0.0041 |
0.5% |
5% |
False |
True |
114 |
80 |
0.8885 |
0.8429 |
0.0456 |
5.4% |
0.0032 |
0.4% |
5% |
False |
True |
181 |
100 |
0.8885 |
0.8429 |
0.0456 |
5.4% |
0.0026 |
0.3% |
5% |
False |
True |
145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8566 |
2.618 |
0.8523 |
1.618 |
0.8497 |
1.000 |
0.8481 |
0.618 |
0.8471 |
HIGH |
0.8455 |
0.618 |
0.8445 |
0.500 |
0.8442 |
0.382 |
0.8439 |
LOW |
0.8429 |
0.618 |
0.8413 |
1.000 |
0.8403 |
1.618 |
0.8387 |
2.618 |
0.8361 |
4.250 |
0.8319 |
|
|
Fisher Pivots for day following 15-May-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8447 |
0.8464 |
PP |
0.8445 |
0.8459 |
S1 |
0.8442 |
0.8455 |
|