CME Japanese Yen Future September 2007
| Trading Metrics calculated at close of trading on 02-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2007 |
02-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8198 |
0.8200 |
0.0002 |
0.0% |
0.8160 |
| High |
0.8214 |
0.8271 |
0.0057 |
0.7% |
0.8269 |
| Low |
0.8173 |
0.8190 |
0.0017 |
0.2% |
0.8155 |
| Close |
0.8201 |
0.8255 |
0.0054 |
0.7% |
0.8201 |
| Range |
0.0041 |
0.0081 |
0.0040 |
97.6% |
0.0114 |
| ATR |
0.0045 |
0.0047 |
0.0003 |
5.8% |
0.0000 |
| Volume |
96,840 |
109,991 |
13,151 |
13.6% |
532,823 |
|
| Daily Pivots for day following 02-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8482 |
0.8449 |
0.8300 |
|
| R3 |
0.8401 |
0.8368 |
0.8277 |
|
| R2 |
0.8320 |
0.8320 |
0.8270 |
|
| R1 |
0.8287 |
0.8287 |
0.8262 |
0.8304 |
| PP |
0.8239 |
0.8239 |
0.8239 |
0.8247 |
| S1 |
0.8206 |
0.8206 |
0.8248 |
0.8223 |
| S2 |
0.8158 |
0.8158 |
0.8240 |
|
| S3 |
0.8077 |
0.8125 |
0.8233 |
|
| S4 |
0.7996 |
0.8044 |
0.8210 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8550 |
0.8490 |
0.8264 |
|
| R3 |
0.8436 |
0.8376 |
0.8232 |
|
| R2 |
0.8322 |
0.8322 |
0.8222 |
|
| R1 |
0.8262 |
0.8262 |
0.8211 |
0.8292 |
| PP |
0.8208 |
0.8208 |
0.8208 |
0.8224 |
| S1 |
0.8148 |
0.8148 |
0.8191 |
0.8178 |
| S2 |
0.8094 |
0.8094 |
0.8180 |
|
| S3 |
0.7980 |
0.8034 |
0.8170 |
|
| S4 |
0.7866 |
0.7920 |
0.8138 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8271 |
0.8171 |
0.0100 |
1.2% |
0.0059 |
0.7% |
84% |
True |
False |
110,613 |
| 10 |
0.8271 |
0.8140 |
0.0131 |
1.6% |
0.0046 |
0.6% |
88% |
True |
False |
90,284 |
| 20 |
0.8385 |
0.8140 |
0.0245 |
3.0% |
0.0047 |
0.6% |
47% |
False |
False |
72,924 |
| 40 |
0.8502 |
0.8140 |
0.0362 |
4.4% |
0.0040 |
0.5% |
32% |
False |
False |
36,814 |
| 60 |
0.8665 |
0.8140 |
0.0525 |
6.4% |
0.0041 |
0.5% |
22% |
False |
False |
24,596 |
| 80 |
0.8800 |
0.8140 |
0.0660 |
8.0% |
0.0044 |
0.5% |
17% |
False |
False |
18,484 |
| 100 |
0.8885 |
0.8140 |
0.0745 |
9.0% |
0.0039 |
0.5% |
15% |
False |
False |
14,865 |
| 120 |
0.8885 |
0.8140 |
0.0745 |
9.0% |
0.0033 |
0.4% |
15% |
False |
False |
12,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8615 |
|
2.618 |
0.8483 |
|
1.618 |
0.8402 |
|
1.000 |
0.8352 |
|
0.618 |
0.8321 |
|
HIGH |
0.8271 |
|
0.618 |
0.8240 |
|
0.500 |
0.8231 |
|
0.382 |
0.8221 |
|
LOW |
0.8190 |
|
0.618 |
0.8140 |
|
1.000 |
0.8109 |
|
1.618 |
0.8059 |
|
2.618 |
0.7978 |
|
4.250 |
0.7846 |
|
|
| Fisher Pivots for day following 02-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8247 |
0.8244 |
| PP |
0.8239 |
0.8233 |
| S1 |
0.8231 |
0.8222 |
|