CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 11-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2007 |
11-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8370 |
0.8318 |
-0.0052 |
-0.6% |
0.8305 |
| High |
0.8385 |
0.8333 |
-0.0052 |
-0.6% |
0.8385 |
| Low |
0.8311 |
0.8310 |
-0.0001 |
0.0% |
0.8300 |
| Close |
0.8322 |
0.8312 |
-0.0010 |
-0.1% |
0.8322 |
| Range |
0.0074 |
0.0023 |
-0.0051 |
-68.9% |
0.0085 |
| ATR |
0.0043 |
0.0041 |
-0.0001 |
-3.3% |
0.0000 |
| Volume |
34,789 |
47,717 |
12,928 |
37.2% |
79,250 |
|
| Daily Pivots for day following 11-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8387 |
0.8373 |
0.8325 |
|
| R3 |
0.8364 |
0.8350 |
0.8318 |
|
| R2 |
0.8341 |
0.8341 |
0.8316 |
|
| R1 |
0.8327 |
0.8327 |
0.8314 |
0.8323 |
| PP |
0.8318 |
0.8318 |
0.8318 |
0.8316 |
| S1 |
0.8304 |
0.8304 |
0.8310 |
0.8300 |
| S2 |
0.8295 |
0.8295 |
0.8308 |
|
| S3 |
0.8272 |
0.8281 |
0.8306 |
|
| S4 |
0.8249 |
0.8258 |
0.8299 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8591 |
0.8541 |
0.8369 |
|
| R3 |
0.8506 |
0.8456 |
0.8345 |
|
| R2 |
0.8421 |
0.8421 |
0.8338 |
|
| R1 |
0.8371 |
0.8371 |
0.8330 |
0.8396 |
| PP |
0.8336 |
0.8336 |
0.8336 |
0.8348 |
| S1 |
0.8286 |
0.8286 |
0.8314 |
0.8311 |
| S2 |
0.8251 |
0.8251 |
0.8306 |
|
| S3 |
0.8166 |
0.8201 |
0.8299 |
|
| S4 |
0.8081 |
0.8116 |
0.8275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8385 |
0.8310 |
0.0075 |
0.9% |
0.0049 |
0.6% |
3% |
False |
True |
24,914 |
| 10 |
0.8385 |
0.8298 |
0.0087 |
1.0% |
0.0041 |
0.5% |
16% |
False |
False |
13,469 |
| 20 |
0.8458 |
0.8298 |
0.0160 |
1.9% |
0.0038 |
0.5% |
9% |
False |
False |
6,914 |
| 40 |
0.8665 |
0.8298 |
0.0367 |
4.4% |
0.0040 |
0.5% |
4% |
False |
False |
3,528 |
| 60 |
0.8779 |
0.8298 |
0.0481 |
5.8% |
0.0043 |
0.5% |
3% |
False |
False |
2,406 |
| 80 |
0.8885 |
0.8298 |
0.0587 |
7.1% |
0.0040 |
0.5% |
2% |
False |
False |
1,812 |
| 100 |
0.8885 |
0.8298 |
0.0587 |
7.1% |
0.0033 |
0.4% |
2% |
False |
False |
1,526 |
| 120 |
0.8885 |
0.8298 |
0.0587 |
7.1% |
0.0027 |
0.3% |
2% |
False |
False |
1,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8431 |
|
2.618 |
0.8393 |
|
1.618 |
0.8370 |
|
1.000 |
0.8356 |
|
0.618 |
0.8347 |
|
HIGH |
0.8333 |
|
0.618 |
0.8324 |
|
0.500 |
0.8322 |
|
0.382 |
0.8319 |
|
LOW |
0.8310 |
|
0.618 |
0.8296 |
|
1.000 |
0.8287 |
|
1.618 |
0.8273 |
|
2.618 |
0.8250 |
|
4.250 |
0.8212 |
|
|
| Fisher Pivots for day following 11-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8322 |
0.8348 |
| PP |
0.8318 |
0.8336 |
| S1 |
0.8315 |
0.8324 |
|