CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 24-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2007 |
24-May-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8354 |
0.8346 |
-0.0008 |
-0.1% |
0.8458 |
| High |
0.8366 |
0.8366 |
0.0000 |
0.0% |
0.8458 |
| Low |
0.8330 |
0.8340 |
0.0010 |
0.1% |
0.8368 |
| Close |
0.8343 |
0.8358 |
0.0015 |
0.2% |
0.8380 |
| Range |
0.0036 |
0.0026 |
-0.0010 |
-27.8% |
0.0090 |
| ATR |
0.0039 |
0.0038 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
221 |
384 |
163 |
73.8% |
1,259 |
|
| Daily Pivots for day following 24-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8433 |
0.8421 |
0.8372 |
|
| R3 |
0.8407 |
0.8395 |
0.8365 |
|
| R2 |
0.8381 |
0.8381 |
0.8363 |
|
| R1 |
0.8369 |
0.8369 |
0.8360 |
0.8375 |
| PP |
0.8355 |
0.8355 |
0.8355 |
0.8358 |
| S1 |
0.8343 |
0.8343 |
0.8356 |
0.8349 |
| S2 |
0.8329 |
0.8329 |
0.8353 |
|
| S3 |
0.8303 |
0.8317 |
0.8351 |
|
| S4 |
0.8277 |
0.8291 |
0.8344 |
|
|
| 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% |
0.0032 |
0.4% |
35% |
False |
False |
402 |
| 10 |
0.8498 |
0.8330 |
0.0168 |
2.0% |
0.0033 |
0.4% |
17% |
False |
False |
320 |
| 20 |
0.8563 |
0.8330 |
0.0233 |
2.8% |
0.0034 |
0.4% |
12% |
False |
False |
209 |
| 40 |
0.8704 |
0.8330 |
0.0374 |
4.5% |
0.0040 |
0.5% |
7% |
False |
False |
210 |
| 60 |
0.8885 |
0.8330 |
0.0555 |
6.6% |
0.0043 |
0.5% |
5% |
False |
False |
161 |
| 80 |
0.8885 |
0.8330 |
0.0555 |
6.6% |
0.0034 |
0.4% |
5% |
False |
False |
217 |
| 100 |
0.8885 |
0.8330 |
0.0555 |
6.6% |
0.0028 |
0.3% |
5% |
False |
False |
173 |
| 120 |
0.9024 |
0.8330 |
0.0694 |
8.3% |
0.0023 |
0.3% |
4% |
False |
False |
144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8477 |
|
2.618 |
0.8434 |
|
1.618 |
0.8408 |
|
1.000 |
0.8392 |
|
0.618 |
0.8382 |
|
HIGH |
0.8366 |
|
0.618 |
0.8356 |
|
0.500 |
0.8353 |
|
0.382 |
0.8350 |
|
LOW |
0.8340 |
|
0.618 |
0.8324 |
|
1.000 |
0.8314 |
|
1.618 |
0.8298 |
|
2.618 |
0.8272 |
|
4.250 |
0.8230 |
|
|
| Fisher Pivots for day following 24-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8356 |
0.8355 |
| PP |
0.8355 |
0.8351 |
| S1 |
0.8353 |
0.8348 |
|