CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 15-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2007 |
15-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8252 |
0.8230 |
-0.0022 |
-0.3% |
0.8318 |
| High |
0.8257 |
0.8231 |
-0.0026 |
-0.3% |
0.8333 |
| Low |
0.8217 |
0.8180 |
-0.0037 |
-0.5% |
0.8180 |
| Close |
0.8227 |
0.8196 |
-0.0031 |
-0.4% |
0.8196 |
| Range |
0.0040 |
0.0051 |
0.0011 |
27.5% |
0.0153 |
| ATR |
0.0043 |
0.0043 |
0.0001 |
1.4% |
0.0000 |
| Volume |
115,556 |
101,048 |
-14,508 |
-12.6% |
424,417 |
|
| Daily Pivots for day following 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8355 |
0.8327 |
0.8224 |
|
| R3 |
0.8304 |
0.8276 |
0.8210 |
|
| R2 |
0.8253 |
0.8253 |
0.8205 |
|
| R1 |
0.8225 |
0.8225 |
0.8201 |
0.8214 |
| PP |
0.8202 |
0.8202 |
0.8202 |
0.8197 |
| S1 |
0.8174 |
0.8174 |
0.8191 |
0.8163 |
| S2 |
0.8151 |
0.8151 |
0.8187 |
|
| S3 |
0.8100 |
0.8123 |
0.8182 |
|
| S4 |
0.8049 |
0.8072 |
0.8168 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8695 |
0.8599 |
0.8280 |
|
| R3 |
0.8542 |
0.8446 |
0.8238 |
|
| R2 |
0.8389 |
0.8389 |
0.8224 |
|
| R1 |
0.8293 |
0.8293 |
0.8210 |
0.8265 |
| PP |
0.8236 |
0.8236 |
0.8236 |
0.8222 |
| S1 |
0.8140 |
0.8140 |
0.8182 |
0.8112 |
| S2 |
0.8083 |
0.8083 |
0.8168 |
|
| S3 |
0.7930 |
0.7987 |
0.8154 |
|
| S4 |
0.7777 |
0.7834 |
0.8112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8333 |
0.8180 |
0.0153 |
1.9% |
0.0044 |
0.5% |
10% |
False |
True |
84,883 |
| 10 |
0.8385 |
0.8180 |
0.0205 |
2.5% |
0.0048 |
0.6% |
8% |
False |
True |
50,366 |
| 20 |
0.8410 |
0.8180 |
0.0230 |
2.8% |
0.0042 |
0.5% |
7% |
False |
True |
25,696 |
| 40 |
0.8610 |
0.8180 |
0.0430 |
5.2% |
0.0039 |
0.5% |
4% |
False |
True |
12,916 |
| 60 |
0.8779 |
0.8180 |
0.0599 |
7.3% |
0.0044 |
0.5% |
3% |
False |
True |
8,680 |
| 80 |
0.8885 |
0.8180 |
0.0705 |
8.6% |
0.0042 |
0.5% |
2% |
False |
True |
6,520 |
| 100 |
0.8885 |
0.8180 |
0.0705 |
8.6% |
0.0034 |
0.4% |
2% |
False |
True |
5,292 |
| 120 |
0.8885 |
0.8180 |
0.0705 |
8.6% |
0.0029 |
0.4% |
2% |
False |
True |
4,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8448 |
|
2.618 |
0.8365 |
|
1.618 |
0.8314 |
|
1.000 |
0.8282 |
|
0.618 |
0.8263 |
|
HIGH |
0.8231 |
|
0.618 |
0.8212 |
|
0.500 |
0.8206 |
|
0.382 |
0.8199 |
|
LOW |
0.8180 |
|
0.618 |
0.8148 |
|
1.000 |
0.8129 |
|
1.618 |
0.8097 |
|
2.618 |
0.8046 |
|
4.250 |
0.7963 |
|
|
| Fisher Pivots for day following 15-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8206 |
0.8256 |
| PP |
0.8202 |
0.8236 |
| S1 |
0.8199 |
0.8216 |
|