CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 17-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2007 |
17-May-2007 |
Change |
Change % |
Previous Week |
Open |
0.8443 |
0.8409 |
-0.0034 |
-0.4% |
0.8485 |
High |
0.8447 |
0.8410 |
-0.0037 |
-0.4% |
0.8502 |
Low |
0.8408 |
0.8369 |
-0.0039 |
-0.5% |
0.8434 |
Close |
0.8414 |
0.8375 |
-0.0039 |
-0.5% |
0.8460 |
Range |
0.0039 |
0.0041 |
0.0002 |
5.1% |
0.0068 |
ATR |
0.0040 |
0.0041 |
0.0000 |
0.8% |
0.0000 |
Volume |
479 |
380 |
-99 |
-20.7% |
363 |
|
Daily Pivots for day following 17-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8508 |
0.8482 |
0.8398 |
|
R3 |
0.8467 |
0.8441 |
0.8386 |
|
R2 |
0.8426 |
0.8426 |
0.8383 |
|
R1 |
0.8400 |
0.8400 |
0.8379 |
0.8393 |
PP |
0.8385 |
0.8385 |
0.8385 |
0.8381 |
S1 |
0.8359 |
0.8359 |
0.8371 |
0.8352 |
S2 |
0.8344 |
0.8344 |
0.8367 |
|
S3 |
0.8303 |
0.8318 |
0.8364 |
|
S4 |
0.8262 |
0.8277 |
0.8352 |
|
|
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 |
0.8369 |
0.0129 |
1.5% |
0.0034 |
0.4% |
5% |
False |
True |
238 |
10 |
0.8502 |
0.8369 |
0.0133 |
1.6% |
0.0032 |
0.4% |
5% |
False |
True |
163 |
20 |
0.8610 |
0.8369 |
0.0241 |
2.9% |
0.0037 |
0.4% |
2% |
False |
True |
136 |
40 |
0.8779 |
0.8369 |
0.0410 |
4.9% |
0.0045 |
0.5% |
1% |
False |
True |
171 |
60 |
0.8885 |
0.8369 |
0.0516 |
6.2% |
0.0042 |
0.5% |
1% |
False |
True |
128 |
80 |
0.8885 |
0.8369 |
0.0516 |
6.2% |
0.0032 |
0.4% |
1% |
False |
True |
191 |
100 |
0.8885 |
0.8369 |
0.0516 |
6.2% |
0.0027 |
0.3% |
1% |
False |
True |
153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8584 |
2.618 |
0.8517 |
1.618 |
0.8476 |
1.000 |
0.8451 |
0.618 |
0.8435 |
HIGH |
0.8410 |
0.618 |
0.8394 |
0.500 |
0.8390 |
0.382 |
0.8385 |
LOW |
0.8369 |
0.618 |
0.8344 |
1.000 |
0.8328 |
1.618 |
0.8303 |
2.618 |
0.8262 |
4.250 |
0.8195 |
|
|
Fisher Pivots for day following 17-May-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8390 |
0.8412 |
PP |
0.8385 |
0.8400 |
S1 |
0.8380 |
0.8387 |
|