CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 25-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2007 |
25-May-2007 |
Change |
Change % |
Previous Week |
Open |
0.8346 |
0.8361 |
0.0015 |
0.2% |
0.8381 |
High |
0.8366 |
0.8394 |
0.0028 |
0.3% |
0.8394 |
Low |
0.8340 |
0.8332 |
-0.0008 |
-0.1% |
0.8330 |
Close |
0.8358 |
0.8335 |
-0.0023 |
-0.3% |
0.8335 |
Range |
0.0026 |
0.0062 |
0.0036 |
138.5% |
0.0064 |
ATR |
0.0038 |
0.0039 |
0.0002 |
4.6% |
0.0000 |
Volume |
384 |
526 |
142 |
37.0% |
2,333 |
|
Daily Pivots for day following 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8540 |
0.8499 |
0.8369 |
|
R3 |
0.8478 |
0.8437 |
0.8352 |
|
R2 |
0.8416 |
0.8416 |
0.8346 |
|
R1 |
0.8375 |
0.8375 |
0.8341 |
0.8365 |
PP |
0.8354 |
0.8354 |
0.8354 |
0.8348 |
S1 |
0.8313 |
0.8313 |
0.8329 |
0.8303 |
S2 |
0.8292 |
0.8292 |
0.8324 |
|
S3 |
0.8230 |
0.8251 |
0.8318 |
|
S4 |
0.8168 |
0.8189 |
0.8301 |
|
|
Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8545 |
0.8504 |
0.8370 |
|
R3 |
0.8481 |
0.8440 |
0.8353 |
|
R2 |
0.8417 |
0.8417 |
0.8347 |
|
R1 |
0.8376 |
0.8376 |
0.8341 |
0.8365 |
PP |
0.8353 |
0.8353 |
0.8353 |
0.8347 |
S1 |
0.8312 |
0.8312 |
0.8329 |
0.8301 |
S2 |
0.8289 |
0.8289 |
0.8323 |
|
S3 |
0.8225 |
0.8248 |
0.8317 |
|
S4 |
0.8161 |
0.8184 |
0.8300 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8394 |
0.8330 |
0.0064 |
0.8% |
0.0036 |
0.4% |
8% |
True |
False |
466 |
10 |
0.8458 |
0.8330 |
0.0128 |
1.5% |
0.0035 |
0.4% |
4% |
False |
False |
359 |
20 |
0.8537 |
0.8330 |
0.0207 |
2.5% |
0.0034 |
0.4% |
2% |
False |
False |
230 |
40 |
0.8687 |
0.8330 |
0.0357 |
4.3% |
0.0040 |
0.5% |
1% |
False |
False |
221 |
60 |
0.8885 |
0.8330 |
0.0555 |
6.7% |
0.0044 |
0.5% |
1% |
False |
False |
169 |
80 |
0.8885 |
0.8330 |
0.0555 |
6.7% |
0.0035 |
0.4% |
1% |
False |
False |
223 |
100 |
0.8885 |
0.8330 |
0.0555 |
6.7% |
0.0029 |
0.3% |
1% |
False |
False |
179 |
120 |
0.9024 |
0.8330 |
0.0694 |
8.3% |
0.0024 |
0.3% |
1% |
False |
False |
149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8658 |
2.618 |
0.8556 |
1.618 |
0.8494 |
1.000 |
0.8456 |
0.618 |
0.8432 |
HIGH |
0.8394 |
0.618 |
0.8370 |
0.500 |
0.8363 |
0.382 |
0.8356 |
LOW |
0.8332 |
0.618 |
0.8294 |
1.000 |
0.8270 |
1.618 |
0.8232 |
2.618 |
0.8170 |
4.250 |
0.8069 |
|
|
Fisher Pivots for day following 25-May-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8363 |
0.8362 |
PP |
0.8354 |
0.8353 |
S1 |
0.8344 |
0.8344 |
|