CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 19-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2007 |
19-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8610 |
0.8691 |
0.0081 |
0.9% |
0.8559 |
| High |
0.8684 |
0.8702 |
0.0018 |
0.2% |
0.8745 |
| Low |
0.8609 |
0.8588 |
-0.0021 |
-0.2% |
0.8546 |
| Close |
0.8666 |
0.8602 |
-0.0064 |
-0.7% |
0.8666 |
| Range |
0.0075 |
0.0114 |
0.0039 |
52.0% |
0.0199 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
2.4% |
0.0000 |
| Volume |
223,099 |
89,337 |
-133,762 |
-60.0% |
555,604 |
|
| Daily Pivots for day following 19-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8973 |
0.8901 |
0.8665 |
|
| R3 |
0.8859 |
0.8787 |
0.8633 |
|
| R2 |
0.8745 |
0.8745 |
0.8623 |
|
| R1 |
0.8673 |
0.8673 |
0.8612 |
0.8652 |
| PP |
0.8631 |
0.8631 |
0.8631 |
0.8620 |
| S1 |
0.8559 |
0.8559 |
0.8592 |
0.8538 |
| S2 |
0.8517 |
0.8517 |
0.8581 |
|
| S3 |
0.8403 |
0.8445 |
0.8571 |
|
| S4 |
0.8289 |
0.8331 |
0.8539 |
|
|
| 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 |
0.8588 |
0.0157 |
1.8% |
0.0091 |
1.1% |
9% |
False |
True |
123,130 |
| 10 |
0.8795 |
0.8546 |
0.0249 |
2.9% |
0.0096 |
1.1% |
22% |
False |
False |
70,808 |
| 20 |
0.8799 |
0.8343 |
0.0456 |
5.3% |
0.0096 |
1.1% |
57% |
False |
False |
36,454 |
| 40 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0071 |
0.8% |
59% |
False |
False |
18,998 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0058 |
0.7% |
59% |
False |
False |
12,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9187 |
|
2.618 |
0.9000 |
|
1.618 |
0.8886 |
|
1.000 |
0.8816 |
|
0.618 |
0.8772 |
|
HIGH |
0.8702 |
|
0.618 |
0.8658 |
|
0.500 |
0.8645 |
|
0.382 |
0.8632 |
|
LOW |
0.8588 |
|
0.618 |
0.8518 |
|
1.000 |
0.8474 |
|
1.618 |
0.8404 |
|
2.618 |
0.8290 |
|
4.250 |
0.8104 |
|
|
| Fisher Pivots for day following 19-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8645 |
0.8645 |
| PP |
0.8631 |
0.8631 |
| S1 |
0.8616 |
0.8616 |
|