CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 18-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2007 |
18-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8421 |
0.8477 |
0.0056 |
0.7% |
0.8458 |
| High |
0.8484 |
0.8534 |
0.0050 |
0.6% |
0.8529 |
| Low |
0.8412 |
0.8467 |
0.0055 |
0.7% |
0.8432 |
| Close |
0.8477 |
0.8498 |
0.0021 |
0.2% |
0.8464 |
| Range |
0.0072 |
0.0067 |
-0.0005 |
-6.9% |
0.0097 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
95,055 |
96,864 |
1,809 |
1.9% |
282,525 |
|
| Daily Pivots for day following 18-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8701 |
0.8666 |
0.8535 |
|
| R3 |
0.8634 |
0.8599 |
0.8516 |
|
| R2 |
0.8567 |
0.8567 |
0.8510 |
|
| R1 |
0.8532 |
0.8532 |
0.8504 |
0.8550 |
| PP |
0.8500 |
0.8500 |
0.8500 |
0.8508 |
| S1 |
0.8465 |
0.8465 |
0.8492 |
0.8483 |
| S2 |
0.8433 |
0.8433 |
0.8486 |
|
| S3 |
0.8366 |
0.8398 |
0.8480 |
|
| S4 |
0.8299 |
0.8331 |
0.8461 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8766 |
0.8712 |
0.8517 |
|
| R3 |
0.8669 |
0.8615 |
0.8491 |
|
| R2 |
0.8572 |
0.8572 |
0.8482 |
|
| R1 |
0.8518 |
0.8518 |
0.8473 |
0.8545 |
| PP |
0.8475 |
0.8475 |
0.8475 |
0.8489 |
| S1 |
0.8421 |
0.8421 |
0.8455 |
0.8448 |
| S2 |
0.8378 |
0.8378 |
0.8446 |
|
| S3 |
0.8281 |
0.8324 |
0.8437 |
|
| S4 |
0.8184 |
0.8227 |
0.8411 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8534 |
0.8410 |
0.0124 |
1.5% |
0.0070 |
0.8% |
71% |
True |
False |
95,204 |
| 10 |
0.8534 |
0.8410 |
0.0124 |
1.5% |
0.0055 |
0.7% |
71% |
True |
False |
75,774 |
| 20 |
0.8684 |
0.8410 |
0.0274 |
3.2% |
0.0062 |
0.7% |
32% |
False |
False |
93,836 |
| 40 |
0.8799 |
0.8343 |
0.0456 |
5.4% |
0.0078 |
0.9% |
34% |
False |
False |
69,699 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0069 |
0.8% |
38% |
False |
False |
46,673 |
| 80 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0060 |
0.7% |
38% |
False |
False |
35,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8819 |
|
2.618 |
0.8709 |
|
1.618 |
0.8642 |
|
1.000 |
0.8601 |
|
0.618 |
0.8575 |
|
HIGH |
0.8534 |
|
0.618 |
0.8508 |
|
0.500 |
0.8501 |
|
0.382 |
0.8493 |
|
LOW |
0.8467 |
|
0.618 |
0.8426 |
|
1.000 |
0.8400 |
|
1.618 |
0.8359 |
|
2.618 |
0.8292 |
|
4.250 |
0.8182 |
|
|
| Fisher Pivots for day following 18-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8501 |
0.8489 |
| PP |
0.8500 |
0.8481 |
| S1 |
0.8499 |
0.8472 |
|