CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 06-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2007 |
06-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8504 |
0.8502 |
-0.0002 |
0.0% |
0.8592 |
| High |
0.8523 |
0.8504 |
-0.0019 |
-0.2% |
0.8599 |
| Low |
0.8481 |
0.8447 |
-0.0034 |
-0.4% |
0.8447 |
| Close |
0.8506 |
0.8457 |
-0.0049 |
-0.6% |
0.8457 |
| Range |
0.0042 |
0.0057 |
0.0015 |
35.7% |
0.0152 |
| ATR |
0.0077 |
0.0075 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
82,881 |
74,408 |
-8,473 |
-10.2% |
500,229 |
|
| Daily Pivots for day following 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8640 |
0.8606 |
0.8488 |
|
| R3 |
0.8583 |
0.8549 |
0.8473 |
|
| R2 |
0.8526 |
0.8526 |
0.8467 |
|
| R1 |
0.8492 |
0.8492 |
0.8462 |
0.8481 |
| PP |
0.8469 |
0.8469 |
0.8469 |
0.8464 |
| S1 |
0.8435 |
0.8435 |
0.8452 |
0.8424 |
| S2 |
0.8412 |
0.8412 |
0.8447 |
|
| S3 |
0.8355 |
0.8378 |
0.8441 |
|
| S4 |
0.8298 |
0.8321 |
0.8426 |
|
|
| Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8957 |
0.8859 |
0.8541 |
|
| R3 |
0.8805 |
0.8707 |
0.8499 |
|
| R2 |
0.8653 |
0.8653 |
0.8485 |
|
| R1 |
0.8555 |
0.8555 |
0.8471 |
0.8528 |
| PP |
0.8501 |
0.8501 |
0.8501 |
0.8488 |
| S1 |
0.8403 |
0.8403 |
0.8443 |
0.8376 |
| S2 |
0.8349 |
0.8349 |
0.8429 |
|
| S3 |
0.8197 |
0.8251 |
0.8415 |
|
| S4 |
0.8045 |
0.8099 |
0.8373 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8599 |
0.8447 |
0.0152 |
1.8% |
0.0045 |
0.5% |
7% |
False |
True |
100,045 |
| 10 |
0.8684 |
0.8447 |
0.0237 |
2.8% |
0.0065 |
0.8% |
4% |
False |
True |
108,027 |
| 20 |
0.8745 |
0.8447 |
0.0298 |
3.5% |
0.0074 |
0.9% |
3% |
False |
True |
105,289 |
| 40 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0078 |
0.9% |
29% |
False |
False |
54,871 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0066 |
0.8% |
29% |
False |
False |
37,045 |
| 80 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0057 |
0.7% |
29% |
False |
False |
27,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8746 |
|
2.618 |
0.8653 |
|
1.618 |
0.8596 |
|
1.000 |
0.8561 |
|
0.618 |
0.8539 |
|
HIGH |
0.8504 |
|
0.618 |
0.8482 |
|
0.500 |
0.8476 |
|
0.382 |
0.8469 |
|
LOW |
0.8447 |
|
0.618 |
0.8412 |
|
1.000 |
0.8390 |
|
1.618 |
0.8355 |
|
2.618 |
0.8298 |
|
4.250 |
0.8205 |
|
|
| Fisher Pivots for day following 06-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8476 |
0.8485 |
| PP |
0.8469 |
0.8476 |
| S1 |
0.8463 |
0.8466 |
|