CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 18-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2007 |
18-May-2007 |
Change |
Change % |
Previous Week |
Open |
0.8409 |
0.8374 |
-0.0035 |
-0.4% |
0.8458 |
High |
0.8410 |
0.8410 |
0.0000 |
0.0% |
0.8458 |
Low |
0.8369 |
0.8368 |
-0.0001 |
0.0% |
0.8368 |
Close |
0.8375 |
0.8380 |
0.0005 |
0.1% |
0.8380 |
Range |
0.0041 |
0.0042 |
0.0001 |
2.4% |
0.0090 |
ATR |
0.0041 |
0.0041 |
0.0000 |
0.2% |
0.0000 |
Volume |
380 |
206 |
-174 |
-45.8% |
1,259 |
|
Daily Pivots for day following 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8512 |
0.8488 |
0.8403 |
|
R3 |
0.8470 |
0.8446 |
0.8392 |
|
R2 |
0.8428 |
0.8428 |
0.8388 |
|
R1 |
0.8404 |
0.8404 |
0.8384 |
0.8416 |
PP |
0.8386 |
0.8386 |
0.8386 |
0.8392 |
S1 |
0.8362 |
0.8362 |
0.8376 |
0.8374 |
S2 |
0.8344 |
0.8344 |
0.8372 |
|
S3 |
0.8302 |
0.8320 |
0.8368 |
|
S4 |
0.8260 |
0.8278 |
0.8357 |
|
|
Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8672 |
0.8616 |
0.8430 |
|
R3 |
0.8582 |
0.8526 |
0.8405 |
|
R2 |
0.8492 |
0.8492 |
0.8397 |
|
R1 |
0.8436 |
0.8436 |
0.8388 |
0.8419 |
PP |
0.8402 |
0.8402 |
0.8402 |
0.8394 |
S1 |
0.8346 |
0.8346 |
0.8372 |
0.8329 |
S2 |
0.8312 |
0.8312 |
0.8364 |
|
S3 |
0.8222 |
0.8256 |
0.8355 |
|
S4 |
0.8132 |
0.8166 |
0.8331 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8458 |
0.8368 |
0.0090 |
1.1% |
0.0034 |
0.4% |
13% |
False |
True |
251 |
10 |
0.8502 |
0.8368 |
0.0134 |
1.6% |
0.0034 |
0.4% |
9% |
False |
True |
162 |
20 |
0.8610 |
0.8368 |
0.0242 |
2.9% |
0.0037 |
0.4% |
5% |
False |
True |
140 |
40 |
0.8779 |
0.8368 |
0.0411 |
4.9% |
0.0045 |
0.5% |
3% |
False |
True |
174 |
60 |
0.8885 |
0.8368 |
0.0517 |
6.2% |
0.0042 |
0.5% |
2% |
False |
True |
132 |
80 |
0.8885 |
0.8368 |
0.0517 |
6.2% |
0.0033 |
0.4% |
2% |
False |
True |
194 |
100 |
0.8885 |
0.8368 |
0.0517 |
6.2% |
0.0027 |
0.3% |
2% |
False |
True |
155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8589 |
2.618 |
0.8520 |
1.618 |
0.8478 |
1.000 |
0.8452 |
0.618 |
0.8436 |
HIGH |
0.8410 |
0.618 |
0.8394 |
0.500 |
0.8389 |
0.382 |
0.8384 |
LOW |
0.8368 |
0.618 |
0.8342 |
1.000 |
0.8326 |
1.618 |
0.8300 |
2.618 |
0.8258 |
4.250 |
0.8190 |
|
|
Fisher Pivots for day following 18-May-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8389 |
0.8408 |
PP |
0.8386 |
0.8398 |
S1 |
0.8383 |
0.8389 |
|