CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 14-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2007 |
14-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8318 |
0.8252 |
-0.0066 |
-0.8% |
0.8305 |
| High |
0.8332 |
0.8257 |
-0.0075 |
-0.9% |
0.8385 |
| Low |
0.8245 |
0.8217 |
-0.0028 |
-0.3% |
0.8300 |
| Close |
0.8255 |
0.8227 |
-0.0028 |
-0.3% |
0.8322 |
| Range |
0.0087 |
0.0040 |
-0.0047 |
-54.0% |
0.0085 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
113,203 |
115,556 |
2,353 |
2.1% |
79,250 |
|
| Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8354 |
0.8330 |
0.8249 |
|
| R3 |
0.8314 |
0.8290 |
0.8238 |
|
| R2 |
0.8274 |
0.8274 |
0.8234 |
|
| R1 |
0.8250 |
0.8250 |
0.8231 |
0.8242 |
| PP |
0.8234 |
0.8234 |
0.8234 |
0.8230 |
| S1 |
0.8210 |
0.8210 |
0.8223 |
0.8202 |
| S2 |
0.8194 |
0.8194 |
0.8220 |
|
| S3 |
0.8154 |
0.8170 |
0.8216 |
|
| S4 |
0.8114 |
0.8130 |
0.8205 |
|
|
| 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 |
0.8217 |
0.0168 |
2.0% |
0.0048 |
0.6% |
6% |
False |
True |
71,631 |
| 10 |
0.8385 |
0.8217 |
0.0168 |
2.0% |
0.0046 |
0.6% |
6% |
False |
True |
40,529 |
| 20 |
0.8410 |
0.8217 |
0.0193 |
2.3% |
0.0041 |
0.5% |
5% |
False |
True |
20,663 |
| 40 |
0.8665 |
0.8217 |
0.0448 |
5.4% |
0.0039 |
0.5% |
2% |
False |
True |
10,396 |
| 60 |
0.8779 |
0.8217 |
0.0562 |
6.8% |
0.0043 |
0.5% |
2% |
False |
True |
6,996 |
| 80 |
0.8885 |
0.8217 |
0.0668 |
8.1% |
0.0041 |
0.5% |
1% |
False |
True |
5,257 |
| 100 |
0.8885 |
0.8217 |
0.0668 |
8.1% |
0.0034 |
0.4% |
1% |
False |
True |
4,282 |
| 120 |
0.8885 |
0.8217 |
0.0668 |
8.1% |
0.0029 |
0.3% |
1% |
False |
True |
3,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8427 |
|
2.618 |
0.8362 |
|
1.618 |
0.8322 |
|
1.000 |
0.8297 |
|
0.618 |
0.8282 |
|
HIGH |
0.8257 |
|
0.618 |
0.8242 |
|
0.500 |
0.8237 |
|
0.382 |
0.8232 |
|
LOW |
0.8217 |
|
0.618 |
0.8192 |
|
1.000 |
0.8177 |
|
1.618 |
0.8152 |
|
2.618 |
0.8112 |
|
4.250 |
0.8047 |
|
|
| Fisher Pivots for day following 14-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8237 |
0.8275 |
| PP |
0.8234 |
0.8259 |
| S1 |
0.8230 |
0.8243 |
|