CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 21-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2007 |
21-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8197 |
0.8188 |
-0.0009 |
-0.1% |
0.8318 |
| High |
0.8216 |
0.8190 |
-0.0026 |
-0.3% |
0.8333 |
| Low |
0.8177 |
0.8169 |
-0.0008 |
-0.1% |
0.8180 |
| Close |
0.8185 |
0.8175 |
-0.0010 |
-0.1% |
0.8196 |
| Range |
0.0039 |
0.0021 |
-0.0018 |
-46.2% |
0.0153 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-3.5% |
0.0000 |
| Volume |
73,375 |
48,893 |
-24,482 |
-33.4% |
424,417 |
|
| Daily Pivots for day following 21-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8241 |
0.8229 |
0.8187 |
|
| R3 |
0.8220 |
0.8208 |
0.8181 |
|
| R2 |
0.8199 |
0.8199 |
0.8179 |
|
| R1 |
0.8187 |
0.8187 |
0.8177 |
0.8183 |
| PP |
0.8178 |
0.8178 |
0.8178 |
0.8176 |
| S1 |
0.8166 |
0.8166 |
0.8173 |
0.8162 |
| S2 |
0.8157 |
0.8157 |
0.8171 |
|
| S3 |
0.8136 |
0.8145 |
0.8169 |
|
| S4 |
0.8115 |
0.8124 |
0.8163 |
|
|
| 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 |
0.8231 |
0.8169 |
0.0062 |
0.8% |
0.0034 |
0.4% |
10% |
False |
True |
66,744 |
| 10 |
0.8385 |
0.8169 |
0.0216 |
2.6% |
0.0041 |
0.5% |
3% |
False |
True |
69,188 |
| 20 |
0.8394 |
0.8169 |
0.0225 |
2.8% |
0.0041 |
0.5% |
3% |
False |
True |
37,249 |
| 40 |
0.8583 |
0.8169 |
0.0414 |
5.1% |
0.0039 |
0.5% |
1% |
False |
True |
18,721 |
| 60 |
0.8755 |
0.8169 |
0.0586 |
7.2% |
0.0042 |
0.5% |
1% |
False |
True |
12,552 |
| 80 |
0.8885 |
0.8169 |
0.0716 |
8.8% |
0.0042 |
0.5% |
1% |
False |
True |
9,428 |
| 100 |
0.8885 |
0.8169 |
0.0716 |
8.8% |
0.0035 |
0.4% |
1% |
False |
True |
7,619 |
| 120 |
0.8885 |
0.8169 |
0.0716 |
8.8% |
0.0030 |
0.4% |
1% |
False |
True |
6,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8279 |
|
2.618 |
0.8245 |
|
1.618 |
0.8224 |
|
1.000 |
0.8211 |
|
0.618 |
0.8203 |
|
HIGH |
0.8190 |
|
0.618 |
0.8182 |
|
0.500 |
0.8180 |
|
0.382 |
0.8177 |
|
LOW |
0.8169 |
|
0.618 |
0.8156 |
|
1.000 |
0.8148 |
|
1.618 |
0.8135 |
|
2.618 |
0.8114 |
|
4.250 |
0.8080 |
|
|
| Fisher Pivots for day following 21-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8180 |
0.8193 |
| PP |
0.8178 |
0.8187 |
| S1 |
0.8177 |
0.8181 |
|