CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 22-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2007 |
22-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
0.8188 |
0.8172 |
-0.0016 |
-0.2% |
0.8195 |
High |
0.8190 |
0.8172 |
-0.0018 |
-0.2% |
0.8216 |
Low |
0.8169 |
0.8140 |
-0.0029 |
-0.4% |
0.8140 |
Close |
0.8175 |
0.8162 |
-0.0013 |
-0.2% |
0.8162 |
Range |
0.0021 |
0.0032 |
0.0011 |
52.4% |
0.0076 |
ATR |
0.0040 |
0.0039 |
0.0000 |
-0.8% |
0.0000 |
Volume |
48,893 |
81,735 |
32,842 |
67.2% |
314,409 |
|
Daily Pivots for day following 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8254 |
0.8240 |
0.8180 |
|
R3 |
0.8222 |
0.8208 |
0.8171 |
|
R2 |
0.8190 |
0.8190 |
0.8168 |
|
R1 |
0.8176 |
0.8176 |
0.8165 |
0.8167 |
PP |
0.8158 |
0.8158 |
0.8158 |
0.8154 |
S1 |
0.8144 |
0.8144 |
0.8159 |
0.8135 |
S2 |
0.8126 |
0.8126 |
0.8156 |
|
S3 |
0.8094 |
0.8112 |
0.8153 |
|
S4 |
0.8062 |
0.8080 |
0.8144 |
|
|
Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8401 |
0.8357 |
0.8204 |
|
R3 |
0.8325 |
0.8281 |
0.8183 |
|
R2 |
0.8249 |
0.8249 |
0.8176 |
|
R1 |
0.8205 |
0.8205 |
0.8169 |
0.8189 |
PP |
0.8173 |
0.8173 |
0.8173 |
0.8165 |
S1 |
0.8129 |
0.8129 |
0.8155 |
0.8113 |
S2 |
0.8097 |
0.8097 |
0.8148 |
|
S3 |
0.8021 |
0.8053 |
0.8141 |
|
S4 |
0.7945 |
0.7977 |
0.8120 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8216 |
0.8140 |
0.0076 |
0.9% |
0.0030 |
0.4% |
29% |
False |
True |
62,881 |
10 |
0.8333 |
0.8140 |
0.0193 |
2.4% |
0.0037 |
0.5% |
11% |
False |
True |
73,882 |
20 |
0.8394 |
0.8140 |
0.0254 |
3.1% |
0.0041 |
0.5% |
9% |
False |
True |
41,316 |
40 |
0.8563 |
0.8140 |
0.0423 |
5.2% |
0.0038 |
0.5% |
5% |
False |
True |
20,763 |
60 |
0.8704 |
0.8140 |
0.0564 |
6.9% |
0.0040 |
0.5% |
4% |
False |
True |
13,912 |
80 |
0.8885 |
0.8140 |
0.0745 |
9.1% |
0.0042 |
0.5% |
3% |
False |
True |
10,450 |
100 |
0.8885 |
0.8140 |
0.0745 |
9.1% |
0.0035 |
0.4% |
3% |
False |
True |
8,436 |
120 |
0.8885 |
0.8140 |
0.0745 |
9.1% |
0.0030 |
0.4% |
3% |
False |
True |
7,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8308 |
2.618 |
0.8256 |
1.618 |
0.8224 |
1.000 |
0.8204 |
0.618 |
0.8192 |
HIGH |
0.8172 |
0.618 |
0.8160 |
0.500 |
0.8156 |
0.382 |
0.8152 |
LOW |
0.8140 |
0.618 |
0.8120 |
1.000 |
0.8108 |
1.618 |
0.8088 |
2.618 |
0.8056 |
4.250 |
0.8004 |
|
|
Fisher Pivots for day following 22-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8160 |
0.8178 |
PP |
0.8158 |
0.8173 |
S1 |
0.8156 |
0.8167 |
|