CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 15-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2007 |
15-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8709 |
0.8641 |
-0.0068 |
-0.8% |
0.8692 |
| High |
0.8745 |
0.8646 |
-0.0099 |
-1.1% |
0.8799 |
| Low |
0.8644 |
0.8591 |
-0.0053 |
-0.6% |
0.8556 |
| Close |
0.8673 |
0.8602 |
-0.0071 |
-0.8% |
0.8572 |
| Range |
0.0101 |
0.0055 |
-0.0046 |
-45.5% |
0.0243 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
72,658 |
161,875 |
89,217 |
122.8% |
67,116 |
|
| Daily Pivots for day following 15-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8778 |
0.8745 |
0.8632 |
|
| R3 |
0.8723 |
0.8690 |
0.8617 |
|
| R2 |
0.8668 |
0.8668 |
0.8612 |
|
| R1 |
0.8635 |
0.8635 |
0.8607 |
0.8624 |
| PP |
0.8613 |
0.8613 |
0.8613 |
0.8608 |
| S1 |
0.8580 |
0.8580 |
0.8597 |
0.8569 |
| S2 |
0.8558 |
0.8558 |
0.8592 |
|
| S3 |
0.8503 |
0.8525 |
0.8587 |
|
| S4 |
0.8448 |
0.8470 |
0.8572 |
|
|
| 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 |
0.8745 |
0.8546 |
0.0199 |
2.3% |
0.0090 |
1.0% |
28% |
False |
False |
70,313 |
| 10 |
0.8799 |
0.8546 |
0.0253 |
2.9% |
0.0098 |
1.1% |
22% |
False |
False |
40,375 |
| 20 |
0.8799 |
0.8343 |
0.0456 |
5.3% |
0.0089 |
1.0% |
57% |
False |
False |
20,924 |
| 40 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0068 |
0.8% |
59% |
False |
False |
11,207 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0056 |
0.7% |
59% |
False |
False |
7,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8880 |
|
2.618 |
0.8790 |
|
1.618 |
0.8735 |
|
1.000 |
0.8701 |
|
0.618 |
0.8680 |
|
HIGH |
0.8646 |
|
0.618 |
0.8625 |
|
0.500 |
0.8619 |
|
0.382 |
0.8612 |
|
LOW |
0.8591 |
|
0.618 |
0.8557 |
|
1.000 |
0.8536 |
|
1.618 |
0.8502 |
|
2.618 |
0.8447 |
|
4.250 |
0.8357 |
|
|
| Fisher Pivots for day following 15-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8619 |
0.8668 |
| PP |
0.8613 |
0.8646 |
| S1 |
0.8608 |
0.8624 |
|