CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 16-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2007 |
16-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8641 |
0.8610 |
-0.0031 |
-0.4% |
0.8559 |
| High |
0.8646 |
0.8684 |
0.0038 |
0.4% |
0.8745 |
| Low |
0.8591 |
0.8609 |
0.0018 |
0.2% |
0.8546 |
| Close |
0.8602 |
0.8666 |
0.0064 |
0.7% |
0.8666 |
| Range |
0.0055 |
0.0075 |
0.0020 |
36.4% |
0.0199 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
161,875 |
223,099 |
61,224 |
37.8% |
555,604 |
|
| Daily Pivots for day following 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8878 |
0.8847 |
0.8707 |
|
| R3 |
0.8803 |
0.8772 |
0.8687 |
|
| R2 |
0.8728 |
0.8728 |
0.8680 |
|
| R1 |
0.8697 |
0.8697 |
0.8673 |
0.8713 |
| PP |
0.8653 |
0.8653 |
0.8653 |
0.8661 |
| S1 |
0.8622 |
0.8622 |
0.8659 |
0.8638 |
| S2 |
0.8578 |
0.8578 |
0.8652 |
|
| S3 |
0.8503 |
0.8547 |
0.8645 |
|
| S4 |
0.8428 |
0.8472 |
0.8625 |
|
|
| Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9249 |
0.9157 |
0.8775 |
|
| R3 |
0.9050 |
0.8958 |
0.8721 |
|
| R2 |
0.8851 |
0.8851 |
0.8702 |
|
| R1 |
0.8759 |
0.8759 |
0.8684 |
0.8805 |
| PP |
0.8652 |
0.8652 |
0.8652 |
0.8676 |
| S1 |
0.8560 |
0.8560 |
0.8648 |
0.8606 |
| S2 |
0.8453 |
0.8453 |
0.8630 |
|
| S3 |
0.8254 |
0.8361 |
0.8611 |
|
| S4 |
0.8055 |
0.8162 |
0.8557 |
|
|
| 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% |
0.0087 |
1.0% |
60% |
False |
False |
111,120 |
| 10 |
0.8799 |
0.8546 |
0.0253 |
2.9% |
0.0095 |
1.1% |
47% |
False |
False |
62,272 |
| 20 |
0.8799 |
0.8343 |
0.0456 |
5.3% |
0.0091 |
1.1% |
71% |
False |
False |
32,033 |
| 40 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0069 |
0.8% |
73% |
False |
False |
16,768 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0057 |
0.7% |
73% |
False |
False |
11,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9003 |
|
2.618 |
0.8880 |
|
1.618 |
0.8805 |
|
1.000 |
0.8759 |
|
0.618 |
0.8730 |
|
HIGH |
0.8684 |
|
0.618 |
0.8655 |
|
0.500 |
0.8647 |
|
0.382 |
0.8638 |
|
LOW |
0.8609 |
|
0.618 |
0.8563 |
|
1.000 |
0.8534 |
|
1.618 |
0.8488 |
|
2.618 |
0.8413 |
|
4.250 |
0.8290 |
|
|
| Fisher Pivots for day following 16-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8660 |
0.8668 |
| PP |
0.8653 |
0.8667 |
| S1 |
0.8647 |
0.8667 |
|