CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 20-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2007 |
20-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8180 |
0.8197 |
0.0017 |
0.2% |
0.8318 |
| High |
0.8203 |
0.8216 |
0.0013 |
0.2% |
0.8333 |
| Low |
0.8176 |
0.8177 |
0.0001 |
0.0% |
0.8180 |
| Close |
0.8198 |
0.8185 |
-0.0013 |
-0.2% |
0.8196 |
| Range |
0.0027 |
0.0039 |
0.0012 |
44.4% |
0.0153 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
56,032 |
73,375 |
17,343 |
31.0% |
424,417 |
|
| Daily Pivots for day following 20-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8310 |
0.8286 |
0.8206 |
|
| R3 |
0.8271 |
0.8247 |
0.8196 |
|
| R2 |
0.8232 |
0.8232 |
0.8192 |
|
| R1 |
0.8208 |
0.8208 |
0.8189 |
0.8201 |
| PP |
0.8193 |
0.8193 |
0.8193 |
0.8189 |
| S1 |
0.8169 |
0.8169 |
0.8181 |
0.8162 |
| S2 |
0.8154 |
0.8154 |
0.8178 |
|
| S3 |
0.8115 |
0.8130 |
0.8174 |
|
| S4 |
0.8076 |
0.8091 |
0.8164 |
|
|
| 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 |
0.8257 |
0.8174 |
0.0083 |
1.0% |
0.0037 |
0.5% |
13% |
False |
False |
80,077 |
| 10 |
0.8385 |
0.8174 |
0.0211 |
2.6% |
0.0044 |
0.5% |
5% |
False |
False |
67,066 |
| 20 |
0.8394 |
0.8174 |
0.0220 |
2.7% |
0.0041 |
0.5% |
5% |
False |
False |
34,815 |
| 40 |
0.8605 |
0.8174 |
0.0431 |
5.3% |
0.0039 |
0.5% |
3% |
False |
False |
17,500 |
| 60 |
0.8779 |
0.8174 |
0.0605 |
7.4% |
0.0043 |
0.5% |
2% |
False |
False |
11,739 |
| 80 |
0.8885 |
0.8174 |
0.0711 |
8.7% |
0.0042 |
0.5% |
2% |
False |
False |
8,817 |
| 100 |
0.8885 |
0.8174 |
0.0711 |
8.7% |
0.0035 |
0.4% |
2% |
False |
False |
7,130 |
| 120 |
0.8885 |
0.8174 |
0.0711 |
8.7% |
0.0030 |
0.4% |
2% |
False |
False |
5,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8382 |
|
2.618 |
0.8318 |
|
1.618 |
0.8279 |
|
1.000 |
0.8255 |
|
0.618 |
0.8240 |
|
HIGH |
0.8216 |
|
0.618 |
0.8201 |
|
0.500 |
0.8197 |
|
0.382 |
0.8192 |
|
LOW |
0.8177 |
|
0.618 |
0.8153 |
|
1.000 |
0.8138 |
|
1.618 |
0.8114 |
|
2.618 |
0.8075 |
|
4.250 |
0.8011 |
|
|
| Fisher Pivots for day following 20-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8197 |
0.8195 |
| PP |
0.8193 |
0.8192 |
| S1 |
0.8189 |
0.8188 |
|