CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 31-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2007 |
31-May-2007 |
Change |
Change % |
Previous Week |
Open |
0.8340 |
0.8339 |
-0.0001 |
0.0% |
0.8381 |
High |
0.8356 |
0.8345 |
-0.0011 |
-0.1% |
0.8394 |
Low |
0.8330 |
0.8312 |
-0.0018 |
-0.2% |
0.8330 |
Close |
0.8341 |
0.8330 |
-0.0011 |
-0.1% |
0.8335 |
Range |
0.0026 |
0.0033 |
0.0007 |
26.9% |
0.0064 |
ATR |
0.0039 |
0.0038 |
0.0000 |
-1.0% |
0.0000 |
Volume |
1,178 |
3,366 |
2,188 |
185.7% |
2,333 |
|
Daily Pivots for day following 31-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8428 |
0.8412 |
0.8348 |
|
R3 |
0.8395 |
0.8379 |
0.8339 |
|
R2 |
0.8362 |
0.8362 |
0.8336 |
|
R1 |
0.8346 |
0.8346 |
0.8333 |
0.8338 |
PP |
0.8329 |
0.8329 |
0.8329 |
0.8325 |
S1 |
0.8313 |
0.8313 |
0.8327 |
0.8305 |
S2 |
0.8296 |
0.8296 |
0.8324 |
|
S3 |
0.8263 |
0.8280 |
0.8321 |
|
S4 |
0.8230 |
0.8247 |
0.8312 |
|
|
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 |
0.8312 |
0.0082 |
1.0% |
0.0038 |
0.5% |
22% |
False |
True |
1,192 |
10 |
0.8410 |
0.8312 |
0.0098 |
1.2% |
0.0036 |
0.4% |
18% |
False |
True |
797 |
20 |
0.8502 |
0.8312 |
0.0190 |
2.3% |
0.0033 |
0.4% |
9% |
False |
True |
471 |
40 |
0.8665 |
0.8312 |
0.0353 |
4.2% |
0.0039 |
0.5% |
5% |
False |
True |
320 |
60 |
0.8840 |
0.8312 |
0.0528 |
6.3% |
0.0045 |
0.5% |
3% |
False |
True |
254 |
80 |
0.8885 |
0.8312 |
0.0573 |
6.9% |
0.0036 |
0.4% |
3% |
False |
True |
286 |
100 |
0.8885 |
0.8312 |
0.0573 |
6.9% |
0.0030 |
0.4% |
3% |
False |
True |
229 |
120 |
0.8892 |
0.8312 |
0.0580 |
7.0% |
0.0025 |
0.3% |
3% |
False |
True |
191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8485 |
2.618 |
0.8431 |
1.618 |
0.8398 |
1.000 |
0.8378 |
0.618 |
0.8365 |
HIGH |
0.8345 |
0.618 |
0.8332 |
0.500 |
0.8329 |
0.382 |
0.8325 |
LOW |
0.8312 |
0.618 |
0.8292 |
1.000 |
0.8279 |
1.618 |
0.8259 |
2.618 |
0.8226 |
4.250 |
0.8172 |
|
|
Fisher Pivots for day following 31-May-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8330 |
0.8341 |
PP |
0.8329 |
0.8337 |
S1 |
0.8329 |
0.8334 |
|