CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 08-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2007 |
08-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8689 |
0.8707 |
0.0018 |
0.2% |
0.8385 |
| High |
0.8736 |
0.8764 |
0.0028 |
0.3% |
0.8707 |
| Low |
0.8670 |
0.8622 |
-0.0048 |
-0.6% |
0.8382 |
| Close |
0.8706 |
0.8647 |
-0.0059 |
-0.7% |
0.8680 |
| Range |
0.0066 |
0.0142 |
0.0076 |
115.2% |
0.0325 |
| ATR |
0.0077 |
0.0082 |
0.0005 |
6.0% |
0.0000 |
| Volume |
7,006 |
7,449 |
443 |
6.3% |
13,235 |
|
| Daily Pivots for day following 08-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9104 |
0.9017 |
0.8725 |
|
| R3 |
0.8962 |
0.8875 |
0.8686 |
|
| R2 |
0.8820 |
0.8820 |
0.8673 |
|
| R1 |
0.8733 |
0.8733 |
0.8660 |
0.8706 |
| PP |
0.8678 |
0.8678 |
0.8678 |
0.8664 |
| S1 |
0.8591 |
0.8591 |
0.8634 |
0.8564 |
| S2 |
0.8536 |
0.8536 |
0.8621 |
|
| S3 |
0.8394 |
0.8449 |
0.8608 |
|
| S4 |
0.8252 |
0.8307 |
0.8569 |
|
|
| 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 |
0.8602 |
0.0197 |
2.3% |
0.0107 |
1.2% |
23% |
False |
False |
10,437 |
| 10 |
0.8799 |
0.8347 |
0.0452 |
5.2% |
0.0105 |
1.2% |
66% |
False |
False |
6,192 |
| 20 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0080 |
0.9% |
69% |
False |
False |
3,554 |
| 40 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0062 |
0.7% |
69% |
False |
False |
2,446 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0050 |
0.6% |
69% |
False |
False |
1,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9368 |
|
2.618 |
0.9136 |
|
1.618 |
0.8994 |
|
1.000 |
0.8906 |
|
0.618 |
0.8852 |
|
HIGH |
0.8764 |
|
0.618 |
0.8710 |
|
0.500 |
0.8693 |
|
0.382 |
0.8676 |
|
LOW |
0.8622 |
|
0.618 |
0.8534 |
|
1.000 |
0.8480 |
|
1.618 |
0.8392 |
|
2.618 |
0.8250 |
|
4.250 |
0.8019 |
|
|
| Fisher Pivots for day following 08-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8693 |
0.8709 |
| PP |
0.8678 |
0.8688 |
| S1 |
0.8662 |
0.8668 |
|