CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 26-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2007 |
26-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8160 |
0.8174 |
0.0014 |
0.2% |
0.8195 |
| High |
0.8198 |
0.8230 |
0.0032 |
0.4% |
0.8216 |
| Low |
0.8155 |
0.8171 |
0.0016 |
0.2% |
0.8140 |
| Close |
0.8176 |
0.8199 |
0.0023 |
0.3% |
0.8162 |
| Range |
0.0043 |
0.0059 |
0.0016 |
37.2% |
0.0076 |
| ATR |
0.0040 |
0.0041 |
0.0001 |
3.5% |
0.0000 |
| Volume |
89,748 |
117,743 |
27,995 |
31.2% |
314,409 |
|
| Daily Pivots for day following 26-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8377 |
0.8347 |
0.8231 |
|
| R3 |
0.8318 |
0.8288 |
0.8215 |
|
| R2 |
0.8259 |
0.8259 |
0.8210 |
|
| R1 |
0.8229 |
0.8229 |
0.8204 |
0.8244 |
| PP |
0.8200 |
0.8200 |
0.8200 |
0.8208 |
| S1 |
0.8170 |
0.8170 |
0.8194 |
0.8185 |
| S2 |
0.8141 |
0.8141 |
0.8188 |
|
| S3 |
0.8082 |
0.8111 |
0.8183 |
|
| S4 |
0.8023 |
0.8052 |
0.8167 |
|
|
| 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 |
0.8230 |
0.8140 |
0.0090 |
1.1% |
0.0039 |
0.5% |
66% |
True |
False |
82,298 |
| 10 |
0.8332 |
0.8140 |
0.0192 |
2.3% |
0.0043 |
0.5% |
31% |
False |
False |
85,170 |
| 20 |
0.8385 |
0.8140 |
0.0245 |
3.0% |
0.0041 |
0.5% |
24% |
False |
False |
51,639 |
| 40 |
0.8537 |
0.8140 |
0.0397 |
4.8% |
0.0038 |
0.5% |
15% |
False |
False |
25,943 |
| 60 |
0.8680 |
0.8140 |
0.0540 |
6.6% |
0.0041 |
0.5% |
11% |
False |
False |
17,361 |
| 80 |
0.8840 |
0.8140 |
0.0700 |
8.5% |
0.0043 |
0.5% |
8% |
False |
False |
13,043 |
| 100 |
0.8885 |
0.8140 |
0.0745 |
9.1% |
0.0036 |
0.4% |
8% |
False |
False |
10,511 |
| 120 |
0.8885 |
0.8140 |
0.0745 |
9.1% |
0.0031 |
0.4% |
8% |
False |
False |
8,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8481 |
|
2.618 |
0.8384 |
|
1.618 |
0.8325 |
|
1.000 |
0.8289 |
|
0.618 |
0.8266 |
|
HIGH |
0.8230 |
|
0.618 |
0.8207 |
|
0.500 |
0.8201 |
|
0.382 |
0.8194 |
|
LOW |
0.8171 |
|
0.618 |
0.8135 |
|
1.000 |
0.8112 |
|
1.618 |
0.8076 |
|
2.618 |
0.8017 |
|
4.250 |
0.7920 |
|
|
| Fisher Pivots for day following 26-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8201 |
0.8194 |
| PP |
0.8200 |
0.8190 |
| S1 |
0.8200 |
0.8185 |
|