CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 29-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2007 |
29-May-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8361 |
0.8330 |
-0.0031 |
-0.4% |
0.8381 |
| High |
0.8394 |
0.8369 |
-0.0025 |
-0.3% |
0.8394 |
| Low |
0.8332 |
0.8327 |
-0.0005 |
-0.1% |
0.8330 |
| Close |
0.8335 |
0.8345 |
0.0010 |
0.1% |
0.8335 |
| Range |
0.0062 |
0.0042 |
-0.0020 |
-32.3% |
0.0064 |
| ATR |
0.0039 |
0.0040 |
0.0000 |
0.5% |
0.0000 |
| Volume |
526 |
507 |
-19 |
-3.6% |
2,333 |
|
| Daily Pivots for day following 29-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8473 |
0.8451 |
0.8368 |
|
| R3 |
0.8431 |
0.8409 |
0.8357 |
|
| R2 |
0.8389 |
0.8389 |
0.8353 |
|
| R1 |
0.8367 |
0.8367 |
0.8349 |
0.8378 |
| PP |
0.8347 |
0.8347 |
0.8347 |
0.8353 |
| S1 |
0.8325 |
0.8325 |
0.8341 |
0.8336 |
| S2 |
0.8305 |
0.8305 |
0.8337 |
|
| S3 |
0.8263 |
0.8283 |
0.8333 |
|
| S4 |
0.8221 |
0.8241 |
0.8322 |
|
|
| 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 |
0.8327 |
0.0067 |
0.8% |
0.0036 |
0.4% |
27% |
False |
True |
422 |
| 10 |
0.8455 |
0.8327 |
0.0128 |
1.5% |
0.0037 |
0.4% |
14% |
False |
True |
397 |
| 20 |
0.8537 |
0.8327 |
0.0210 |
2.5% |
0.0035 |
0.4% |
9% |
False |
True |
248 |
| 40 |
0.8680 |
0.8327 |
0.0353 |
4.2% |
0.0040 |
0.5% |
5% |
False |
True |
223 |
| 60 |
0.8840 |
0.8327 |
0.0513 |
6.1% |
0.0044 |
0.5% |
4% |
False |
True |
178 |
| 80 |
0.8885 |
0.8327 |
0.0558 |
6.7% |
0.0035 |
0.4% |
3% |
False |
True |
229 |
| 100 |
0.8885 |
0.8327 |
0.0558 |
6.7% |
0.0029 |
0.3% |
3% |
False |
True |
184 |
| 120 |
0.8989 |
0.8327 |
0.0662 |
7.9% |
0.0024 |
0.3% |
3% |
False |
True |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8548 |
|
2.618 |
0.8479 |
|
1.618 |
0.8437 |
|
1.000 |
0.8411 |
|
0.618 |
0.8395 |
|
HIGH |
0.8369 |
|
0.618 |
0.8353 |
|
0.500 |
0.8348 |
|
0.382 |
0.8343 |
|
LOW |
0.8327 |
|
0.618 |
0.8301 |
|
1.000 |
0.8285 |
|
1.618 |
0.8259 |
|
2.618 |
0.8217 |
|
4.250 |
0.8149 |
|
|
| Fisher Pivots for day following 29-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8348 |
0.8361 |
| PP |
0.8347 |
0.8355 |
| S1 |
0.8346 |
0.8350 |
|