CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 01-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2007 |
01-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
0.8339 |
0.8327 |
-0.0012 |
-0.1% |
0.8330 |
High |
0.8345 |
0.8327 |
-0.0018 |
-0.2% |
0.8369 |
Low |
0.8312 |
0.8298 |
-0.0014 |
-0.2% |
0.8298 |
Close |
0.8330 |
0.8306 |
-0.0024 |
-0.3% |
0.8306 |
Range |
0.0033 |
0.0029 |
-0.0004 |
-12.1% |
0.0071 |
ATR |
0.0038 |
0.0038 |
0.0000 |
-1.2% |
0.0000 |
Volume |
3,366 |
2,680 |
-686 |
-20.4% |
7,731 |
|
Daily Pivots for day following 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8397 |
0.8381 |
0.8322 |
|
R3 |
0.8368 |
0.8352 |
0.8314 |
|
R2 |
0.8339 |
0.8339 |
0.8311 |
|
R1 |
0.8323 |
0.8323 |
0.8309 |
0.8317 |
PP |
0.8310 |
0.8310 |
0.8310 |
0.8307 |
S1 |
0.8294 |
0.8294 |
0.8303 |
0.8288 |
S2 |
0.8281 |
0.8281 |
0.8301 |
|
S3 |
0.8252 |
0.8265 |
0.8298 |
|
S4 |
0.8223 |
0.8236 |
0.8290 |
|
|
Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8537 |
0.8493 |
0.8345 |
|
R3 |
0.8466 |
0.8422 |
0.8326 |
|
R2 |
0.8395 |
0.8395 |
0.8319 |
|
R1 |
0.8351 |
0.8351 |
0.8313 |
0.8338 |
PP |
0.8324 |
0.8324 |
0.8324 |
0.8318 |
S1 |
0.8280 |
0.8280 |
0.8299 |
0.8267 |
S2 |
0.8253 |
0.8253 |
0.8293 |
|
S3 |
0.8182 |
0.8209 |
0.8286 |
|
S4 |
0.8111 |
0.8138 |
0.8267 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8394 |
0.8298 |
0.0096 |
1.2% |
0.0038 |
0.5% |
8% |
False |
True |
1,651 |
10 |
0.8410 |
0.8298 |
0.0112 |
1.3% |
0.0035 |
0.4% |
7% |
False |
True |
1,027 |
20 |
0.8502 |
0.8298 |
0.0204 |
2.5% |
0.0034 |
0.4% |
4% |
False |
True |
595 |
40 |
0.8665 |
0.8298 |
0.0367 |
4.4% |
0.0039 |
0.5% |
2% |
False |
True |
375 |
60 |
0.8800 |
0.8298 |
0.0502 |
6.0% |
0.0043 |
0.5% |
2% |
False |
True |
297 |
80 |
0.8885 |
0.8298 |
0.0587 |
7.1% |
0.0036 |
0.4% |
1% |
False |
True |
320 |
100 |
0.8885 |
0.8298 |
0.0587 |
7.1% |
0.0030 |
0.4% |
1% |
False |
True |
256 |
120 |
0.8885 |
0.8298 |
0.0587 |
7.1% |
0.0025 |
0.3% |
1% |
False |
True |
213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8450 |
2.618 |
0.8403 |
1.618 |
0.8374 |
1.000 |
0.8356 |
0.618 |
0.8345 |
HIGH |
0.8327 |
0.618 |
0.8316 |
0.500 |
0.8313 |
0.382 |
0.8309 |
LOW |
0.8298 |
0.618 |
0.8280 |
1.000 |
0.8269 |
1.618 |
0.8251 |
2.618 |
0.8222 |
4.250 |
0.8175 |
|
|
Fisher Pivots for day following 01-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8313 |
0.8327 |
PP |
0.8310 |
0.8320 |
S1 |
0.8308 |
0.8313 |
|