CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 18-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2007 |
18-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8230 |
0.8195 |
-0.0035 |
-0.4% |
0.8318 |
| High |
0.8231 |
0.8204 |
-0.0027 |
-0.3% |
0.8333 |
| Low |
0.8180 |
0.8174 |
-0.0006 |
-0.1% |
0.8180 |
| Close |
0.8196 |
0.8185 |
-0.0011 |
-0.1% |
0.8196 |
| Range |
0.0051 |
0.0030 |
-0.0021 |
-41.2% |
0.0153 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
101,048 |
54,374 |
-46,674 |
-46.2% |
424,417 |
|
| Daily Pivots for day following 18-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8278 |
0.8261 |
0.8202 |
|
| R3 |
0.8248 |
0.8231 |
0.8193 |
|
| R2 |
0.8218 |
0.8218 |
0.8191 |
|
| R1 |
0.8201 |
0.8201 |
0.8188 |
0.8195 |
| PP |
0.8188 |
0.8188 |
0.8188 |
0.8184 |
| S1 |
0.8171 |
0.8171 |
0.8182 |
0.8165 |
| S2 |
0.8158 |
0.8158 |
0.8180 |
|
| S3 |
0.8128 |
0.8141 |
0.8177 |
|
| S4 |
0.8098 |
0.8111 |
0.8169 |
|
|
| 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 |
0.8332 |
0.8174 |
0.0158 |
1.9% |
0.0045 |
0.6% |
7% |
False |
True |
86,214 |
| 10 |
0.8385 |
0.8174 |
0.0211 |
2.6% |
0.0047 |
0.6% |
5% |
False |
True |
55,564 |
| 20 |
0.8394 |
0.8174 |
0.0220 |
2.7% |
0.0041 |
0.5% |
5% |
False |
True |
28,405 |
| 40 |
0.8610 |
0.8174 |
0.0436 |
5.3% |
0.0039 |
0.5% |
3% |
False |
True |
14,272 |
| 60 |
0.8779 |
0.8174 |
0.0605 |
7.4% |
0.0044 |
0.5% |
2% |
False |
True |
9,585 |
| 80 |
0.8885 |
0.8174 |
0.0711 |
8.7% |
0.0042 |
0.5% |
2% |
False |
True |
7,200 |
| 100 |
0.8885 |
0.8174 |
0.0711 |
8.7% |
0.0034 |
0.4% |
2% |
False |
True |
5,836 |
| 120 |
0.8885 |
0.8174 |
0.0711 |
8.7% |
0.0029 |
0.4% |
2% |
False |
True |
4,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8332 |
|
2.618 |
0.8283 |
|
1.618 |
0.8253 |
|
1.000 |
0.8234 |
|
0.618 |
0.8223 |
|
HIGH |
0.8204 |
|
0.618 |
0.8193 |
|
0.500 |
0.8189 |
|
0.382 |
0.8185 |
|
LOW |
0.8174 |
|
0.618 |
0.8155 |
|
1.000 |
0.8144 |
|
1.618 |
0.8125 |
|
2.618 |
0.8095 |
|
4.250 |
0.8047 |
|
|
| Fisher Pivots for day following 18-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8189 |
0.8216 |
| PP |
0.8188 |
0.8205 |
| S1 |
0.8186 |
0.8195 |
|