CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 22-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2007 |
22-May-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8381 |
0.8360 |
-0.0021 |
-0.3% |
0.8458 |
| High |
0.8387 |
0.8365 |
-0.0022 |
-0.3% |
0.8458 |
| Low |
0.8348 |
0.8349 |
0.0001 |
0.0% |
0.8368 |
| Close |
0.8360 |
0.8352 |
-0.0008 |
-0.1% |
0.8380 |
| Range |
0.0039 |
0.0016 |
-0.0023 |
-59.0% |
0.0090 |
| ATR |
0.0041 |
0.0039 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
729 |
473 |
-256 |
-35.1% |
1,259 |
|
| Daily Pivots for day following 22-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8403 |
0.8394 |
0.8361 |
|
| R3 |
0.8387 |
0.8378 |
0.8356 |
|
| R2 |
0.8371 |
0.8371 |
0.8355 |
|
| R1 |
0.8362 |
0.8362 |
0.8353 |
0.8359 |
| PP |
0.8355 |
0.8355 |
0.8355 |
0.8354 |
| S1 |
0.8346 |
0.8346 |
0.8351 |
0.8343 |
| S2 |
0.8339 |
0.8339 |
0.8349 |
|
| S3 |
0.8323 |
0.8330 |
0.8348 |
|
| S4 |
0.8307 |
0.8314 |
0.8343 |
|
|
| 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 |
0.8447 |
0.8348 |
0.0099 |
1.2% |
0.0035 |
0.4% |
4% |
False |
False |
453 |
| 10 |
0.8498 |
0.8348 |
0.0150 |
1.8% |
0.0035 |
0.4% |
3% |
False |
False |
277 |
| 20 |
0.8605 |
0.8348 |
0.0257 |
3.1% |
0.0036 |
0.4% |
2% |
False |
False |
186 |
| 40 |
0.8779 |
0.8348 |
0.0431 |
5.2% |
0.0044 |
0.5% |
1% |
False |
False |
200 |
| 60 |
0.8885 |
0.8348 |
0.0537 |
6.4% |
0.0042 |
0.5% |
1% |
False |
False |
152 |
| 80 |
0.8885 |
0.8348 |
0.0537 |
6.4% |
0.0034 |
0.4% |
1% |
False |
False |
209 |
| 100 |
0.8885 |
0.8348 |
0.0537 |
6.4% |
0.0028 |
0.3% |
1% |
False |
False |
167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8433 |
|
2.618 |
0.8407 |
|
1.618 |
0.8391 |
|
1.000 |
0.8381 |
|
0.618 |
0.8375 |
|
HIGH |
0.8365 |
|
0.618 |
0.8359 |
|
0.500 |
0.8357 |
|
0.382 |
0.8355 |
|
LOW |
0.8349 |
|
0.618 |
0.8339 |
|
1.000 |
0.8333 |
|
1.618 |
0.8323 |
|
2.618 |
0.8307 |
|
4.250 |
0.8281 |
|
|
| Fisher Pivots for day following 22-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8357 |
0.8379 |
| PP |
0.8355 |
0.8370 |
| S1 |
0.8354 |
0.8361 |
|