CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 30-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2007 |
30-May-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8330 |
0.8340 |
0.0010 |
0.1% |
0.8381 |
| High |
0.8369 |
0.8356 |
-0.0013 |
-0.2% |
0.8394 |
| Low |
0.8327 |
0.8330 |
0.0003 |
0.0% |
0.8330 |
| Close |
0.8345 |
0.8341 |
-0.0004 |
0.0% |
0.8335 |
| Range |
0.0042 |
0.0026 |
-0.0016 |
-38.1% |
0.0064 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
507 |
1,178 |
671 |
132.3% |
2,333 |
|
| Daily Pivots for day following 30-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8420 |
0.8407 |
0.8355 |
|
| R3 |
0.8394 |
0.8381 |
0.8348 |
|
| R2 |
0.8368 |
0.8368 |
0.8346 |
|
| R1 |
0.8355 |
0.8355 |
0.8343 |
0.8362 |
| PP |
0.8342 |
0.8342 |
0.8342 |
0.8346 |
| S1 |
0.8329 |
0.8329 |
0.8339 |
0.8336 |
| S2 |
0.8316 |
0.8316 |
0.8336 |
|
| S3 |
0.8290 |
0.8303 |
0.8334 |
|
| S4 |
0.8264 |
0.8277 |
0.8327 |
|
|
| 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% |
0.0038 |
0.5% |
21% |
False |
False |
563 |
| 10 |
0.8447 |
0.8327 |
0.0120 |
1.4% |
0.0037 |
0.4% |
12% |
False |
False |
508 |
| 20 |
0.8509 |
0.8327 |
0.0182 |
2.2% |
0.0034 |
0.4% |
8% |
False |
False |
305 |
| 40 |
0.8665 |
0.8327 |
0.0338 |
4.1% |
0.0039 |
0.5% |
4% |
False |
False |
243 |
| 60 |
0.8840 |
0.8327 |
0.0513 |
6.2% |
0.0044 |
0.5% |
3% |
False |
False |
198 |
| 80 |
0.8885 |
0.8327 |
0.0558 |
6.7% |
0.0035 |
0.4% |
3% |
False |
False |
244 |
| 100 |
0.8885 |
0.8327 |
0.0558 |
6.7% |
0.0029 |
0.4% |
3% |
False |
False |
196 |
| 120 |
0.8983 |
0.8327 |
0.0656 |
7.9% |
0.0025 |
0.3% |
2% |
False |
False |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8467 |
|
2.618 |
0.8424 |
|
1.618 |
0.8398 |
|
1.000 |
0.8382 |
|
0.618 |
0.8372 |
|
HIGH |
0.8356 |
|
0.618 |
0.8346 |
|
0.500 |
0.8343 |
|
0.382 |
0.8340 |
|
LOW |
0.8330 |
|
0.618 |
0.8314 |
|
1.000 |
0.8304 |
|
1.618 |
0.8288 |
|
2.618 |
0.8262 |
|
4.250 |
0.8220 |
|
|
| Fisher Pivots for day following 30-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8343 |
0.8361 |
| PP |
0.8342 |
0.8354 |
| S1 |
0.8342 |
0.8348 |
|