CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 23-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2007 |
23-May-2007 |
Change |
Change % |
Previous Week |
Open |
0.8360 |
0.8354 |
-0.0006 |
-0.1% |
0.8458 |
High |
0.8365 |
0.8366 |
0.0001 |
0.0% |
0.8458 |
Low |
0.8349 |
0.8330 |
-0.0019 |
-0.2% |
0.8368 |
Close |
0.8352 |
0.8343 |
-0.0009 |
-0.1% |
0.8380 |
Range |
0.0016 |
0.0036 |
0.0020 |
125.0% |
0.0090 |
ATR |
0.0039 |
0.0039 |
0.0000 |
-0.5% |
0.0000 |
Volume |
473 |
221 |
-252 |
-53.3% |
1,259 |
|
Daily Pivots for day following 23-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8454 |
0.8435 |
0.8363 |
|
R3 |
0.8418 |
0.8399 |
0.8353 |
|
R2 |
0.8382 |
0.8382 |
0.8350 |
|
R1 |
0.8363 |
0.8363 |
0.8346 |
0.8355 |
PP |
0.8346 |
0.8346 |
0.8346 |
0.8342 |
S1 |
0.8327 |
0.8327 |
0.8340 |
0.8319 |
S2 |
0.8310 |
0.8310 |
0.8336 |
|
S3 |
0.8274 |
0.8291 |
0.8333 |
|
S4 |
0.8238 |
0.8255 |
0.8323 |
|
|
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 |
0.8410 |
0.8330 |
0.0080 |
1.0% |
0.0035 |
0.4% |
16% |
False |
True |
401 |
10 |
0.8498 |
0.8330 |
0.0168 |
2.0% |
0.0035 |
0.4% |
8% |
False |
True |
298 |
20 |
0.8583 |
0.8330 |
0.0253 |
3.0% |
0.0036 |
0.4% |
5% |
False |
True |
194 |
40 |
0.8755 |
0.8330 |
0.0425 |
5.1% |
0.0042 |
0.5% |
3% |
False |
True |
204 |
60 |
0.8885 |
0.8330 |
0.0555 |
6.7% |
0.0042 |
0.5% |
2% |
False |
True |
154 |
80 |
0.8885 |
0.8330 |
0.0555 |
6.7% |
0.0034 |
0.4% |
2% |
False |
True |
212 |
100 |
0.8885 |
0.8330 |
0.0555 |
6.7% |
0.0028 |
0.3% |
2% |
False |
True |
170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8519 |
2.618 |
0.8460 |
1.618 |
0.8424 |
1.000 |
0.8402 |
0.618 |
0.8388 |
HIGH |
0.8366 |
0.618 |
0.8352 |
0.500 |
0.8348 |
0.382 |
0.8344 |
LOW |
0.8330 |
0.618 |
0.8308 |
1.000 |
0.8294 |
1.618 |
0.8272 |
2.618 |
0.8236 |
4.250 |
0.8177 |
|
|
Fisher Pivots for day following 23-May-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8348 |
0.8359 |
PP |
0.8346 |
0.8353 |
S1 |
0.8345 |
0.8348 |
|