CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 28-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2007 |
28-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8200 |
0.8226 |
0.0026 |
0.3% |
0.8195 |
| High |
0.8269 |
0.8230 |
-0.0039 |
-0.5% |
0.8216 |
| Low |
0.8200 |
0.8183 |
-0.0017 |
-0.2% |
0.8140 |
| Close |
0.8254 |
0.8200 |
-0.0054 |
-0.7% |
0.8162 |
| Range |
0.0069 |
0.0047 |
-0.0022 |
-31.9% |
0.0076 |
| ATR |
0.0043 |
0.0045 |
0.0002 |
4.6% |
0.0000 |
| Volume |
121,842 |
106,650 |
-15,192 |
-12.5% |
314,409 |
|
| Daily Pivots for day following 28-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8345 |
0.8320 |
0.8226 |
|
| R3 |
0.8298 |
0.8273 |
0.8213 |
|
| R2 |
0.8251 |
0.8251 |
0.8209 |
|
| R1 |
0.8226 |
0.8226 |
0.8204 |
0.8215 |
| PP |
0.8204 |
0.8204 |
0.8204 |
0.8199 |
| S1 |
0.8179 |
0.8179 |
0.8196 |
0.8168 |
| S2 |
0.8157 |
0.8157 |
0.8191 |
|
| S3 |
0.8110 |
0.8132 |
0.8187 |
|
| S4 |
0.8063 |
0.8085 |
0.8174 |
|
|
| 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 |
0.8269 |
0.8140 |
0.0129 |
1.6% |
0.0050 |
0.6% |
47% |
False |
False |
103,543 |
| 10 |
0.8269 |
0.8140 |
0.0129 |
1.6% |
0.0042 |
0.5% |
47% |
False |
False |
85,144 |
| 20 |
0.8385 |
0.8140 |
0.0245 |
3.0% |
0.0044 |
0.5% |
24% |
False |
False |
62,836 |
| 40 |
0.8502 |
0.8140 |
0.0362 |
4.4% |
0.0039 |
0.5% |
17% |
False |
False |
31,654 |
| 60 |
0.8665 |
0.8140 |
0.0525 |
6.4% |
0.0041 |
0.5% |
11% |
False |
False |
21,159 |
| 80 |
0.8840 |
0.8140 |
0.0700 |
8.5% |
0.0044 |
0.5% |
9% |
False |
False |
15,899 |
| 100 |
0.8885 |
0.8140 |
0.0745 |
9.1% |
0.0037 |
0.5% |
8% |
False |
False |
12,796 |
| 120 |
0.8885 |
0.8140 |
0.0745 |
9.1% |
0.0032 |
0.4% |
8% |
False |
False |
10,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8430 |
|
2.618 |
0.8353 |
|
1.618 |
0.8306 |
|
1.000 |
0.8277 |
|
0.618 |
0.8259 |
|
HIGH |
0.8230 |
|
0.618 |
0.8212 |
|
0.500 |
0.8207 |
|
0.382 |
0.8201 |
|
LOW |
0.8183 |
|
0.618 |
0.8154 |
|
1.000 |
0.8136 |
|
1.618 |
0.8107 |
|
2.618 |
0.8060 |
|
4.250 |
0.7983 |
|
|
| Fisher Pivots for day following 28-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8207 |
0.8220 |
| PP |
0.8204 |
0.8213 |
| S1 |
0.8202 |
0.8207 |
|