CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 01-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2007 |
01-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8590 |
0.8546 |
-0.0044 |
-0.5% |
0.8498 |
| High |
0.8594 |
0.8666 |
0.0072 |
0.8% |
0.8509 |
| Low |
0.8535 |
0.8528 |
-0.0007 |
-0.1% |
0.8343 |
| Close |
0.8571 |
0.8621 |
0.0050 |
0.6% |
0.8384 |
| Range |
0.0059 |
0.0138 |
0.0079 |
133.9% |
0.0166 |
| ATR |
0.0064 |
0.0070 |
0.0005 |
8.2% |
0.0000 |
| Volume |
5,439 |
1,924 |
-3,515 |
-64.6% |
4,713 |
|
| Daily Pivots for day following 01-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9019 |
0.8958 |
0.8697 |
|
| R3 |
0.8881 |
0.8820 |
0.8659 |
|
| R2 |
0.8743 |
0.8743 |
0.8646 |
|
| R1 |
0.8682 |
0.8682 |
0.8634 |
0.8713 |
| PP |
0.8605 |
0.8605 |
0.8605 |
0.8620 |
| S1 |
0.8544 |
0.8544 |
0.8608 |
0.8575 |
| S2 |
0.8467 |
0.8467 |
0.8596 |
|
| S3 |
0.8329 |
0.8406 |
0.8583 |
|
| S4 |
0.8191 |
0.8268 |
0.8545 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8910 |
0.8813 |
0.8475 |
|
| R3 |
0.8744 |
0.8647 |
0.8430 |
|
| R2 |
0.8578 |
0.8578 |
0.8414 |
|
| R1 |
0.8481 |
0.8481 |
0.8399 |
0.8447 |
| PP |
0.8412 |
0.8412 |
0.8412 |
0.8395 |
| S1 |
0.8315 |
0.8315 |
0.8369 |
0.8281 |
| S2 |
0.8246 |
0.8246 |
0.8354 |
|
| S3 |
0.8080 |
0.8149 |
0.8338 |
|
| S4 |
0.7914 |
0.7983 |
0.8293 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8666 |
0.8347 |
0.0319 |
3.7% |
0.0104 |
1.2% |
86% |
True |
False |
1,948 |
| 10 |
0.8666 |
0.8343 |
0.0323 |
3.7% |
0.0080 |
0.9% |
86% |
True |
False |
1,473 |
| 20 |
0.8666 |
0.8315 |
0.0351 |
4.1% |
0.0065 |
0.8% |
87% |
True |
False |
1,022 |
| 40 |
0.8666 |
0.8315 |
0.0351 |
4.1% |
0.0053 |
0.6% |
87% |
True |
False |
1,169 |
| 60 |
0.8918 |
0.8315 |
0.0603 |
7.0% |
0.0043 |
0.5% |
51% |
False |
False |
877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9253 |
|
2.618 |
0.9027 |
|
1.618 |
0.8889 |
|
1.000 |
0.8804 |
|
0.618 |
0.8751 |
|
HIGH |
0.8666 |
|
0.618 |
0.8613 |
|
0.500 |
0.8597 |
|
0.382 |
0.8581 |
|
LOW |
0.8528 |
|
0.618 |
0.8443 |
|
1.000 |
0.8390 |
|
1.618 |
0.8305 |
|
2.618 |
0.8167 |
|
4.250 |
0.7942 |
|
|
| Fisher Pivots for day following 01-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8613 |
0.8592 |
| PP |
0.8605 |
0.8562 |
| S1 |
0.8597 |
0.8533 |
|