CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 04-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2007 |
04-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
0.8327 |
0.8305 |
-0.0022 |
-0.3% |
0.8330 |
High |
0.8327 |
0.8338 |
0.0011 |
0.1% |
0.8369 |
Low |
0.8298 |
0.8300 |
0.0002 |
0.0% |
0.8298 |
Close |
0.8306 |
0.8320 |
0.0014 |
0.2% |
0.8306 |
Range |
0.0029 |
0.0038 |
0.0009 |
31.0% |
0.0071 |
ATR |
0.0038 |
0.0038 |
0.0000 |
0.0% |
0.0000 |
Volume |
2,680 |
2,394 |
-286 |
-10.7% |
7,731 |
|
Daily Pivots for day following 04-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8433 |
0.8415 |
0.8341 |
|
R3 |
0.8395 |
0.8377 |
0.8330 |
|
R2 |
0.8357 |
0.8357 |
0.8327 |
|
R1 |
0.8339 |
0.8339 |
0.8323 |
0.8348 |
PP |
0.8319 |
0.8319 |
0.8319 |
0.8324 |
S1 |
0.8301 |
0.8301 |
0.8317 |
0.8310 |
S2 |
0.8281 |
0.8281 |
0.8313 |
|
S3 |
0.8243 |
0.8263 |
0.8310 |
|
S4 |
0.8205 |
0.8225 |
0.8299 |
|
|
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 |
0.8369 |
0.8298 |
0.0071 |
0.9% |
0.0034 |
0.4% |
31% |
False |
False |
2,025 |
10 |
0.8394 |
0.8298 |
0.0096 |
1.2% |
0.0035 |
0.4% |
23% |
False |
False |
1,245 |
20 |
0.8502 |
0.8298 |
0.0204 |
2.5% |
0.0034 |
0.4% |
11% |
False |
False |
704 |
40 |
0.8665 |
0.8298 |
0.0367 |
4.4% |
0.0039 |
0.5% |
6% |
False |
False |
431 |
60 |
0.8800 |
0.8298 |
0.0502 |
6.0% |
0.0044 |
0.5% |
4% |
False |
False |
337 |
80 |
0.8885 |
0.8298 |
0.0587 |
7.1% |
0.0037 |
0.4% |
4% |
False |
False |
350 |
100 |
0.8885 |
0.8298 |
0.0587 |
7.1% |
0.0030 |
0.4% |
4% |
False |
False |
280 |
120 |
0.8885 |
0.8298 |
0.0587 |
7.1% |
0.0025 |
0.3% |
4% |
False |
False |
233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8500 |
2.618 |
0.8437 |
1.618 |
0.8399 |
1.000 |
0.8376 |
0.618 |
0.8361 |
HIGH |
0.8338 |
0.618 |
0.8323 |
0.500 |
0.8319 |
0.382 |
0.8315 |
LOW |
0.8300 |
0.618 |
0.8277 |
1.000 |
0.8262 |
1.618 |
0.8239 |
2.618 |
0.8201 |
4.250 |
0.8139 |
|
|
Fisher Pivots for day following 04-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8320 |
0.8322 |
PP |
0.8319 |
0.8321 |
S1 |
0.8319 |
0.8321 |
|