CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 07-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2007 |
07-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8790 |
0.8689 |
-0.0101 |
-1.1% |
0.8385 |
| High |
0.8795 |
0.8736 |
-0.0059 |
-0.7% |
0.8707 |
| Low |
0.8681 |
0.8670 |
-0.0011 |
-0.1% |
0.8382 |
| Close |
0.8687 |
0.8706 |
0.0019 |
0.2% |
0.8680 |
| Range |
0.0114 |
0.0066 |
-0.0048 |
-42.1% |
0.0325 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
29,622 |
7,006 |
-22,616 |
-76.3% |
13,235 |
|
| Daily Pivots for day following 07-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8902 |
0.8870 |
0.8742 |
|
| R3 |
0.8836 |
0.8804 |
0.8724 |
|
| R2 |
0.8770 |
0.8770 |
0.8718 |
|
| R1 |
0.8738 |
0.8738 |
0.8712 |
0.8754 |
| PP |
0.8704 |
0.8704 |
0.8704 |
0.8712 |
| S1 |
0.8672 |
0.8672 |
0.8700 |
0.8688 |
| S2 |
0.8638 |
0.8638 |
0.8694 |
|
| S3 |
0.8572 |
0.8606 |
0.8688 |
|
| S4 |
0.8506 |
0.8540 |
0.8670 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9565 |
0.9447 |
0.8859 |
|
| R3 |
0.9240 |
0.9122 |
0.8769 |
|
| R2 |
0.8915 |
0.8915 |
0.8740 |
|
| R1 |
0.8797 |
0.8797 |
0.8710 |
0.8856 |
| PP |
0.8590 |
0.8590 |
0.8590 |
0.8619 |
| S1 |
0.8472 |
0.8472 |
0.8650 |
0.8531 |
| S2 |
0.8265 |
0.8265 |
0.8620 |
|
| S3 |
0.7940 |
0.8147 |
0.8591 |
|
| S4 |
0.7615 |
0.7822 |
0.8501 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8799 |
0.8528 |
0.0271 |
3.1% |
0.0106 |
1.2% |
66% |
False |
False |
9,332 |
| 10 |
0.8799 |
0.8343 |
0.0456 |
5.2% |
0.0096 |
1.1% |
80% |
False |
False |
5,523 |
| 20 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0075 |
0.9% |
81% |
False |
False |
3,200 |
| 40 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0059 |
0.7% |
81% |
False |
False |
2,264 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0048 |
0.6% |
81% |
False |
False |
1,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9017 |
|
2.618 |
0.8909 |
|
1.618 |
0.8843 |
|
1.000 |
0.8802 |
|
0.618 |
0.8777 |
|
HIGH |
0.8736 |
|
0.618 |
0.8711 |
|
0.500 |
0.8703 |
|
0.382 |
0.8695 |
|
LOW |
0.8670 |
|
0.618 |
0.8629 |
|
1.000 |
0.8604 |
|
1.618 |
0.8563 |
|
2.618 |
0.8497 |
|
4.250 |
0.8390 |
|
|
| Fisher Pivots for day following 07-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8705 |
0.8735 |
| PP |
0.8704 |
0.8725 |
| S1 |
0.8703 |
0.8716 |
|