CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 13-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2007 |
13-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8559 |
0.8607 |
0.0048 |
0.6% |
0.8692 |
| High |
0.8639 |
0.8706 |
0.0067 |
0.8% |
0.8799 |
| Low |
0.8546 |
0.8597 |
0.0051 |
0.6% |
0.8556 |
| Close |
0.8609 |
0.8688 |
0.0079 |
0.9% |
0.8572 |
| Range |
0.0093 |
0.0109 |
0.0016 |
17.2% |
0.0243 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
2.2% |
0.0000 |
| Volume |
29,289 |
68,683 |
39,394 |
134.5% |
67,116 |
|
| Daily Pivots for day following 13-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8991 |
0.8948 |
0.8748 |
|
| R3 |
0.8882 |
0.8839 |
0.8718 |
|
| R2 |
0.8773 |
0.8773 |
0.8708 |
|
| R1 |
0.8730 |
0.8730 |
0.8698 |
0.8752 |
| PP |
0.8664 |
0.8664 |
0.8664 |
0.8674 |
| S1 |
0.8621 |
0.8621 |
0.8678 |
0.8643 |
| S2 |
0.8555 |
0.8555 |
0.8668 |
|
| S3 |
0.8446 |
0.8512 |
0.8658 |
|
| S4 |
0.8337 |
0.8403 |
0.8628 |
|
|
| Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9371 |
0.9215 |
0.8706 |
|
| R3 |
0.9128 |
0.8972 |
0.8639 |
|
| R2 |
0.8885 |
0.8885 |
0.8617 |
|
| R1 |
0.8729 |
0.8729 |
0.8594 |
0.8686 |
| PP |
0.8642 |
0.8642 |
0.8642 |
0.8621 |
| S1 |
0.8486 |
0.8486 |
0.8550 |
0.8443 |
| S2 |
0.8399 |
0.8399 |
0.8527 |
|
| S3 |
0.8156 |
0.8243 |
0.8505 |
|
| S4 |
0.7913 |
0.8000 |
0.8438 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8764 |
0.8546 |
0.0218 |
2.5% |
0.0100 |
1.2% |
65% |
False |
False |
26,298 |
| 10 |
0.8799 |
0.8528 |
0.0271 |
3.1% |
0.0102 |
1.2% |
59% |
False |
False |
17,658 |
| 20 |
0.8799 |
0.8343 |
0.0456 |
5.2% |
0.0088 |
1.0% |
76% |
False |
False |
9,305 |
| 40 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0066 |
0.8% |
77% |
False |
False |
5,354 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0054 |
0.6% |
77% |
False |
False |
3,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9169 |
|
2.618 |
0.8991 |
|
1.618 |
0.8882 |
|
1.000 |
0.8815 |
|
0.618 |
0.8773 |
|
HIGH |
0.8706 |
|
0.618 |
0.8664 |
|
0.500 |
0.8652 |
|
0.382 |
0.8639 |
|
LOW |
0.8597 |
|
0.618 |
0.8530 |
|
1.000 |
0.8488 |
|
1.618 |
0.8421 |
|
2.618 |
0.8312 |
|
4.250 |
0.8134 |
|
|
| Fisher Pivots for day following 13-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8676 |
0.8667 |
| PP |
0.8664 |
0.8647 |
| S1 |
0.8652 |
0.8626 |
|