CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 02-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2007 |
02-May-2007 |
Change |
Change % |
Previous Week |
Open |
0.8512 |
0.8492 |
-0.0020 |
-0.2% |
0.8579 |
High |
0.8537 |
0.8509 |
-0.0028 |
-0.3% |
0.8610 |
Low |
0.8493 |
0.8458 |
-0.0035 |
-0.4% |
0.8503 |
Close |
0.8498 |
0.8469 |
-0.0029 |
-0.3% |
0.8508 |
Range |
0.0044 |
0.0051 |
0.0007 |
15.9% |
0.0107 |
ATR |
0.0049 |
0.0049 |
0.0000 |
0.3% |
0.0000 |
Volume |
32 |
43 |
11 |
34.4% |
519 |
|
Daily Pivots for day following 02-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8632 |
0.8601 |
0.8497 |
|
R3 |
0.8581 |
0.8550 |
0.8483 |
|
R2 |
0.8530 |
0.8530 |
0.8478 |
|
R1 |
0.8499 |
0.8499 |
0.8474 |
0.8489 |
PP |
0.8479 |
0.8479 |
0.8479 |
0.8474 |
S1 |
0.8448 |
0.8448 |
0.8464 |
0.8438 |
S2 |
0.8428 |
0.8428 |
0.8460 |
|
S3 |
0.8377 |
0.8397 |
0.8455 |
|
S4 |
0.8326 |
0.8346 |
0.8441 |
|
|
Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8861 |
0.8792 |
0.8567 |
|
R3 |
0.8754 |
0.8685 |
0.8537 |
|
R2 |
0.8647 |
0.8647 |
0.8528 |
|
R1 |
0.8578 |
0.8578 |
0.8518 |
0.8559 |
PP |
0.8540 |
0.8540 |
0.8540 |
0.8531 |
S1 |
0.8471 |
0.8471 |
0.8498 |
0.8452 |
S2 |
0.8433 |
0.8433 |
0.8488 |
|
S3 |
0.8326 |
0.8364 |
0.8479 |
|
S4 |
0.8219 |
0.8257 |
0.8449 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8583 |
0.8458 |
0.0125 |
1.5% |
0.0050 |
0.6% |
9% |
False |
True |
82 |
10 |
0.8665 |
0.8458 |
0.0207 |
2.4% |
0.0045 |
0.5% |
5% |
False |
True |
112 |
20 |
0.8665 |
0.8458 |
0.0207 |
2.4% |
0.0044 |
0.5% |
5% |
False |
True |
169 |
40 |
0.8840 |
0.8458 |
0.0382 |
4.5% |
0.0050 |
0.6% |
3% |
False |
True |
145 |
60 |
0.8885 |
0.8437 |
0.0448 |
5.3% |
0.0037 |
0.4% |
7% |
False |
False |
224 |
80 |
0.8885 |
0.8437 |
0.0448 |
5.3% |
0.0029 |
0.3% |
7% |
False |
False |
169 |
100 |
0.8892 |
0.8437 |
0.0455 |
5.4% |
0.0023 |
0.3% |
7% |
False |
False |
135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8726 |
2.618 |
0.8643 |
1.618 |
0.8592 |
1.000 |
0.8560 |
0.618 |
0.8541 |
HIGH |
0.8509 |
0.618 |
0.8490 |
0.500 |
0.8484 |
0.382 |
0.8477 |
LOW |
0.8458 |
0.618 |
0.8426 |
1.000 |
0.8407 |
1.618 |
0.8375 |
2.618 |
0.8324 |
4.250 |
0.8241 |
|
|
Fisher Pivots for day following 02-May-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8484 |
0.8498 |
PP |
0.8479 |
0.8488 |
S1 |
0.8474 |
0.8479 |
|