CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 05-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2007 |
05-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
0.8305 |
0.8325 |
0.0020 |
0.2% |
0.8330 |
High |
0.8338 |
0.8365 |
0.0027 |
0.3% |
0.8369 |
Low |
0.8300 |
0.8311 |
0.0011 |
0.1% |
0.8298 |
Close |
0.8320 |
0.8352 |
0.0032 |
0.4% |
0.8306 |
Range |
0.0038 |
0.0054 |
0.0016 |
42.1% |
0.0071 |
ATR |
0.0038 |
0.0039 |
0.0001 |
3.1% |
0.0000 |
Volume |
2,394 |
6,665 |
4,271 |
178.4% |
7,731 |
|
Daily Pivots for day following 05-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8505 |
0.8482 |
0.8382 |
|
R3 |
0.8451 |
0.8428 |
0.8367 |
|
R2 |
0.8397 |
0.8397 |
0.8362 |
|
R1 |
0.8374 |
0.8374 |
0.8357 |
0.8386 |
PP |
0.8343 |
0.8343 |
0.8343 |
0.8348 |
S1 |
0.8320 |
0.8320 |
0.8347 |
0.8332 |
S2 |
0.8289 |
0.8289 |
0.8342 |
|
S3 |
0.8235 |
0.8266 |
0.8337 |
|
S4 |
0.8181 |
0.8212 |
0.8322 |
|
|
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 |
0.8365 |
0.8298 |
0.0067 |
0.8% |
0.0036 |
0.4% |
81% |
True |
False |
3,256 |
10 |
0.8394 |
0.8298 |
0.0096 |
1.1% |
0.0036 |
0.4% |
56% |
False |
False |
1,839 |
20 |
0.8502 |
0.8298 |
0.0204 |
2.4% |
0.0036 |
0.4% |
26% |
False |
False |
1,036 |
40 |
0.8665 |
0.8298 |
0.0367 |
4.4% |
0.0040 |
0.5% |
15% |
False |
False |
596 |
60 |
0.8800 |
0.8298 |
0.0502 |
6.0% |
0.0043 |
0.5% |
11% |
False |
False |
443 |
80 |
0.8885 |
0.8298 |
0.0587 |
7.0% |
0.0037 |
0.4% |
9% |
False |
False |
433 |
100 |
0.8885 |
0.8298 |
0.0587 |
7.0% |
0.0031 |
0.4% |
9% |
False |
False |
347 |
120 |
0.8885 |
0.8298 |
0.0587 |
7.0% |
0.0026 |
0.3% |
9% |
False |
False |
289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8595 |
2.618 |
0.8506 |
1.618 |
0.8452 |
1.000 |
0.8419 |
0.618 |
0.8398 |
HIGH |
0.8365 |
0.618 |
0.8344 |
0.500 |
0.8338 |
0.382 |
0.8332 |
LOW |
0.8311 |
0.618 |
0.8278 |
1.000 |
0.8257 |
1.618 |
0.8224 |
2.618 |
0.8170 |
4.250 |
0.8082 |
|
|
Fisher Pivots for day following 05-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8347 |
0.8345 |
PP |
0.8343 |
0.8338 |
S1 |
0.8338 |
0.8332 |
|