CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 21-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2007 |
21-May-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8374 |
0.8381 |
0.0007 |
0.1% |
0.8458 |
| High |
0.8410 |
0.8387 |
-0.0023 |
-0.3% |
0.8458 |
| Low |
0.8368 |
0.8348 |
-0.0020 |
-0.2% |
0.8368 |
| Close |
0.8380 |
0.8360 |
-0.0020 |
-0.2% |
0.8380 |
| Range |
0.0042 |
0.0039 |
-0.0003 |
-7.1% |
0.0090 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
206 |
729 |
523 |
253.9% |
1,259 |
|
| Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8482 |
0.8460 |
0.8381 |
|
| R3 |
0.8443 |
0.8421 |
0.8371 |
|
| R2 |
0.8404 |
0.8404 |
0.8367 |
|
| R1 |
0.8382 |
0.8382 |
0.8364 |
0.8374 |
| PP |
0.8365 |
0.8365 |
0.8365 |
0.8361 |
| S1 |
0.8343 |
0.8343 |
0.8356 |
0.8335 |
| S2 |
0.8326 |
0.8326 |
0.8353 |
|
| S3 |
0.8287 |
0.8304 |
0.8349 |
|
| S4 |
0.8248 |
0.8265 |
0.8339 |
|
|
| 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 |
0.8455 |
0.8348 |
0.0107 |
1.3% |
0.0037 |
0.4% |
11% |
False |
True |
371 |
| 10 |
0.8502 |
0.8348 |
0.0154 |
1.8% |
0.0036 |
0.4% |
8% |
False |
True |
232 |
| 20 |
0.8610 |
0.8348 |
0.0262 |
3.1% |
0.0037 |
0.4% |
5% |
False |
True |
165 |
| 40 |
0.8779 |
0.8348 |
0.0431 |
5.2% |
0.0045 |
0.5% |
3% |
False |
True |
190 |
| 60 |
0.8885 |
0.8348 |
0.0537 |
6.4% |
0.0043 |
0.5% |
2% |
False |
True |
144 |
| 80 |
0.8885 |
0.8348 |
0.0537 |
6.4% |
0.0033 |
0.4% |
2% |
False |
True |
203 |
| 100 |
0.8885 |
0.8348 |
0.0537 |
6.4% |
0.0027 |
0.3% |
2% |
False |
True |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8553 |
|
2.618 |
0.8489 |
|
1.618 |
0.8450 |
|
1.000 |
0.8426 |
|
0.618 |
0.8411 |
|
HIGH |
0.8387 |
|
0.618 |
0.8372 |
|
0.500 |
0.8368 |
|
0.382 |
0.8363 |
|
LOW |
0.8348 |
|
0.618 |
0.8324 |
|
1.000 |
0.8309 |
|
1.618 |
0.8285 |
|
2.618 |
0.8246 |
|
4.250 |
0.8182 |
|
|
| Fisher Pivots for day following 21-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8368 |
0.8379 |
| PP |
0.8365 |
0.8373 |
| S1 |
0.8363 |
0.8366 |
|