CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 07-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2007 |
07-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8350 |
0.8369 |
0.0019 |
0.2% |
0.8330 |
| High |
0.8382 |
0.8384 |
0.0002 |
0.0% |
0.8369 |
| Low |
0.8340 |
0.8332 |
-0.0008 |
-0.1% |
0.8298 |
| Close |
0.8372 |
0.8363 |
-0.0009 |
-0.1% |
0.8306 |
| Range |
0.0042 |
0.0052 |
0.0010 |
23.8% |
0.0071 |
| ATR |
0.0039 |
0.0040 |
0.0001 |
2.3% |
0.0000 |
| Volume |
7,728 |
27,674 |
19,946 |
258.1% |
7,731 |
|
| Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8516 |
0.8491 |
0.8392 |
|
| R3 |
0.8464 |
0.8439 |
0.8377 |
|
| R2 |
0.8412 |
0.8412 |
0.8373 |
|
| R1 |
0.8387 |
0.8387 |
0.8368 |
0.8374 |
| PP |
0.8360 |
0.8360 |
0.8360 |
0.8353 |
| S1 |
0.8335 |
0.8335 |
0.8358 |
0.8322 |
| S2 |
0.8308 |
0.8308 |
0.8353 |
|
| S3 |
0.8256 |
0.8283 |
0.8349 |
|
| S4 |
0.8204 |
0.8231 |
0.8334 |
|
|
| 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 |
0.8384 |
0.8298 |
0.0086 |
1.0% |
0.0043 |
0.5% |
76% |
True |
False |
9,428 |
| 10 |
0.8394 |
0.8298 |
0.0096 |
1.1% |
0.0040 |
0.5% |
68% |
False |
False |
5,310 |
| 20 |
0.8498 |
0.8298 |
0.0200 |
2.4% |
0.0038 |
0.5% |
33% |
False |
False |
2,804 |
| 40 |
0.8665 |
0.8298 |
0.0367 |
4.4% |
0.0041 |
0.5% |
18% |
False |
False |
1,478 |
| 60 |
0.8779 |
0.8298 |
0.0481 |
5.8% |
0.0044 |
0.5% |
14% |
False |
False |
1,032 |
| 80 |
0.8885 |
0.8298 |
0.0587 |
7.0% |
0.0039 |
0.5% |
11% |
False |
False |
875 |
| 100 |
0.8885 |
0.8298 |
0.0587 |
7.0% |
0.0032 |
0.4% |
11% |
False |
False |
701 |
| 120 |
0.8885 |
0.8298 |
0.0587 |
7.0% |
0.0027 |
0.3% |
11% |
False |
False |
584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8605 |
|
2.618 |
0.8520 |
|
1.618 |
0.8468 |
|
1.000 |
0.8436 |
|
0.618 |
0.8416 |
|
HIGH |
0.8384 |
|
0.618 |
0.8364 |
|
0.500 |
0.8358 |
|
0.382 |
0.8352 |
|
LOW |
0.8332 |
|
0.618 |
0.8300 |
|
1.000 |
0.8280 |
|
1.618 |
0.8248 |
|
2.618 |
0.8196 |
|
4.250 |
0.8111 |
|
|
| Fisher Pivots for day following 07-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8361 |
0.8358 |
| PP |
0.8360 |
0.8353 |
| S1 |
0.8358 |
0.8348 |
|