CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 16-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2007 |
16-May-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8436 |
0.8443 |
0.0007 |
0.1% |
0.8485 |
| High |
0.8455 |
0.8447 |
-0.0008 |
-0.1% |
0.8502 |
| Low |
0.8429 |
0.8408 |
-0.0021 |
-0.2% |
0.8434 |
| Close |
0.8450 |
0.8414 |
-0.0036 |
-0.4% |
0.8460 |
| Range |
0.0026 |
0.0039 |
0.0013 |
50.0% |
0.0068 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
0.3% |
0.0000 |
| Volume |
65 |
479 |
414 |
636.9% |
363 |
|
| Daily Pivots for day following 16-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8540 |
0.8516 |
0.8435 |
|
| R3 |
0.8501 |
0.8477 |
0.8425 |
|
| R2 |
0.8462 |
0.8462 |
0.8421 |
|
| R1 |
0.8438 |
0.8438 |
0.8418 |
0.8431 |
| PP |
0.8423 |
0.8423 |
0.8423 |
0.8419 |
| S1 |
0.8399 |
0.8399 |
0.8410 |
0.8392 |
| S2 |
0.8384 |
0.8384 |
0.8407 |
|
| S3 |
0.8345 |
0.8360 |
0.8403 |
|
| S4 |
0.8306 |
0.8321 |
0.8393 |
|
|
| 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 |
0.8408 |
0.0090 |
1.1% |
0.0035 |
0.4% |
7% |
False |
True |
194 |
| 10 |
0.8502 |
0.8408 |
0.0094 |
1.1% |
0.0031 |
0.4% |
6% |
False |
True |
146 |
| 20 |
0.8665 |
0.8408 |
0.0257 |
3.1% |
0.0038 |
0.4% |
2% |
False |
True |
129 |
| 40 |
0.8779 |
0.8408 |
0.0371 |
4.4% |
0.0045 |
0.5% |
2% |
False |
True |
162 |
| 60 |
0.8885 |
0.8408 |
0.0477 |
5.7% |
0.0041 |
0.5% |
1% |
False |
True |
122 |
| 80 |
0.8885 |
0.8408 |
0.0477 |
5.7% |
0.0032 |
0.4% |
1% |
False |
True |
187 |
| 100 |
0.8885 |
0.8408 |
0.0477 |
5.7% |
0.0026 |
0.3% |
1% |
False |
True |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8613 |
|
2.618 |
0.8549 |
|
1.618 |
0.8510 |
|
1.000 |
0.8486 |
|
0.618 |
0.8471 |
|
HIGH |
0.8447 |
|
0.618 |
0.8432 |
|
0.500 |
0.8428 |
|
0.382 |
0.8423 |
|
LOW |
0.8408 |
|
0.618 |
0.8384 |
|
1.000 |
0.8369 |
|
1.618 |
0.8345 |
|
2.618 |
0.8306 |
|
4.250 |
0.8242 |
|
|
| Fisher Pivots for day following 16-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8428 |
0.8433 |
| PP |
0.8423 |
0.8427 |
| S1 |
0.8419 |
0.8420 |
|