CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 06-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2007 |
06-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8325 |
0.8350 |
0.0025 |
0.3% |
0.8330 |
| High |
0.8365 |
0.8382 |
0.0017 |
0.2% |
0.8369 |
| Low |
0.8311 |
0.8340 |
0.0029 |
0.3% |
0.8298 |
| Close |
0.8352 |
0.8372 |
0.0020 |
0.2% |
0.8306 |
| Range |
0.0054 |
0.0042 |
-0.0012 |
-22.2% |
0.0071 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
0.6% |
0.0000 |
| Volume |
6,665 |
7,728 |
1,063 |
15.9% |
7,731 |
|
| Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8491 |
0.8473 |
0.8395 |
|
| R3 |
0.8449 |
0.8431 |
0.8384 |
|
| R2 |
0.8407 |
0.8407 |
0.8380 |
|
| R1 |
0.8389 |
0.8389 |
0.8376 |
0.8398 |
| PP |
0.8365 |
0.8365 |
0.8365 |
0.8369 |
| S1 |
0.8347 |
0.8347 |
0.8368 |
0.8356 |
| S2 |
0.8323 |
0.8323 |
0.8364 |
|
| S3 |
0.8281 |
0.8305 |
0.8360 |
|
| S4 |
0.8239 |
0.8263 |
0.8349 |
|
|
| 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 |
0.8382 |
0.8298 |
0.0084 |
1.0% |
0.0039 |
0.5% |
88% |
True |
False |
4,566 |
| 10 |
0.8394 |
0.8298 |
0.0096 |
1.1% |
0.0039 |
0.5% |
77% |
False |
False |
2,564 |
| 20 |
0.8498 |
0.8298 |
0.0200 |
2.4% |
0.0037 |
0.4% |
37% |
False |
False |
1,421 |
| 40 |
0.8665 |
0.8298 |
0.0367 |
4.4% |
0.0040 |
0.5% |
20% |
False |
False |
789 |
| 60 |
0.8788 |
0.8298 |
0.0490 |
5.9% |
0.0043 |
0.5% |
15% |
False |
False |
571 |
| 80 |
0.8885 |
0.8298 |
0.0587 |
7.0% |
0.0038 |
0.5% |
13% |
False |
False |
530 |
| 100 |
0.8885 |
0.8298 |
0.0587 |
7.0% |
0.0031 |
0.4% |
13% |
False |
False |
424 |
| 120 |
0.8885 |
0.8298 |
0.0587 |
7.0% |
0.0026 |
0.3% |
13% |
False |
False |
353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8561 |
|
2.618 |
0.8492 |
|
1.618 |
0.8450 |
|
1.000 |
0.8424 |
|
0.618 |
0.8408 |
|
HIGH |
0.8382 |
|
0.618 |
0.8366 |
|
0.500 |
0.8361 |
|
0.382 |
0.8356 |
|
LOW |
0.8340 |
|
0.618 |
0.8314 |
|
1.000 |
0.8298 |
|
1.618 |
0.8272 |
|
2.618 |
0.8230 |
|
4.250 |
0.8162 |
|
|
| Fisher Pivots for day following 06-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8368 |
0.8362 |
| PP |
0.8365 |
0.8351 |
| S1 |
0.8361 |
0.8341 |
|