CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 20-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2007 |
20-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8691 |
0.8604 |
-0.0087 |
-1.0% |
0.8559 |
| High |
0.8702 |
0.8651 |
-0.0051 |
-0.6% |
0.8745 |
| Low |
0.8588 |
0.8569 |
-0.0019 |
-0.2% |
0.8546 |
| Close |
0.8602 |
0.8626 |
0.0024 |
0.3% |
0.8666 |
| Range |
0.0114 |
0.0082 |
-0.0032 |
-28.1% |
0.0199 |
| ATR |
0.0088 |
0.0087 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
89,337 |
84,595 |
-4,742 |
-5.3% |
555,604 |
|
| Daily Pivots for day following 20-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8861 |
0.8826 |
0.8671 |
|
| R3 |
0.8779 |
0.8744 |
0.8649 |
|
| R2 |
0.8697 |
0.8697 |
0.8641 |
|
| R1 |
0.8662 |
0.8662 |
0.8634 |
0.8680 |
| PP |
0.8615 |
0.8615 |
0.8615 |
0.8624 |
| S1 |
0.8580 |
0.8580 |
0.8618 |
0.8598 |
| S2 |
0.8533 |
0.8533 |
0.8611 |
|
| S3 |
0.8451 |
0.8498 |
0.8603 |
|
| S4 |
0.8369 |
0.8416 |
0.8581 |
|
|
| 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 |
0.8569 |
0.0176 |
2.0% |
0.0085 |
1.0% |
32% |
False |
True |
126,312 |
| 10 |
0.8764 |
0.8546 |
0.0218 |
2.5% |
0.0093 |
1.1% |
37% |
False |
False |
76,305 |
| 20 |
0.8799 |
0.8343 |
0.0456 |
5.3% |
0.0096 |
1.1% |
62% |
False |
False |
40,604 |
| 40 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0072 |
0.8% |
64% |
False |
False |
21,100 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.6% |
0.0059 |
0.7% |
64% |
False |
False |
14,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9000 |
|
2.618 |
0.8866 |
|
1.618 |
0.8784 |
|
1.000 |
0.8733 |
|
0.618 |
0.8702 |
|
HIGH |
0.8651 |
|
0.618 |
0.8620 |
|
0.500 |
0.8610 |
|
0.382 |
0.8600 |
|
LOW |
0.8569 |
|
0.618 |
0.8518 |
|
1.000 |
0.8487 |
|
1.618 |
0.8436 |
|
2.618 |
0.8354 |
|
4.250 |
0.8221 |
|
|
| Fisher Pivots for day following 20-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8621 |
0.8636 |
| PP |
0.8615 |
0.8632 |
| S1 |
0.8610 |
0.8629 |
|