CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 23-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2007 |
23-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8508 |
0.8490 |
-0.0018 |
-0.2% |
0.8448 |
| High |
0.8519 |
0.8520 |
0.0001 |
0.0% |
0.8567 |
| Low |
0.8467 |
0.8461 |
-0.0006 |
-0.1% |
0.8410 |
| Close |
0.8485 |
0.8492 |
0.0007 |
0.1% |
0.8485 |
| Range |
0.0052 |
0.0059 |
0.0007 |
13.5% |
0.0157 |
| ATR |
0.0067 |
0.0067 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
75,299 |
87,948 |
12,649 |
16.8% |
505,519 |
|
| Daily Pivots for day following 23-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8668 |
0.8639 |
0.8524 |
|
| R3 |
0.8609 |
0.8580 |
0.8508 |
|
| R2 |
0.8550 |
0.8550 |
0.8503 |
|
| R1 |
0.8521 |
0.8521 |
0.8497 |
0.8536 |
| PP |
0.8491 |
0.8491 |
0.8491 |
0.8498 |
| S1 |
0.8462 |
0.8462 |
0.8487 |
0.8477 |
| S2 |
0.8432 |
0.8432 |
0.8481 |
|
| S3 |
0.8373 |
0.8403 |
0.8476 |
|
| S4 |
0.8314 |
0.8344 |
0.8460 |
|
|
| Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8958 |
0.8879 |
0.8571 |
|
| R3 |
0.8801 |
0.8722 |
0.8528 |
|
| R2 |
0.8644 |
0.8644 |
0.8514 |
|
| R1 |
0.8565 |
0.8565 |
0.8499 |
0.8605 |
| PP |
0.8487 |
0.8487 |
0.8487 |
0.8507 |
| S1 |
0.8408 |
0.8408 |
0.8471 |
0.8448 |
| S2 |
0.8330 |
0.8330 |
0.8456 |
|
| S3 |
0.8173 |
0.8251 |
0.8442 |
|
| S4 |
0.8016 |
0.8094 |
0.8399 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8567 |
0.8412 |
0.0155 |
1.8% |
0.0064 |
0.8% |
52% |
False |
False |
93,491 |
| 10 |
0.8567 |
0.8410 |
0.0157 |
1.8% |
0.0062 |
0.7% |
52% |
False |
False |
85,735 |
| 20 |
0.8684 |
0.8410 |
0.0274 |
3.2% |
0.0061 |
0.7% |
30% |
False |
False |
92,287 |
| 40 |
0.8799 |
0.8400 |
0.0399 |
4.7% |
0.0079 |
0.9% |
23% |
False |
False |
76,536 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0070 |
0.8% |
37% |
False |
False |
51,247 |
| 80 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0062 |
0.7% |
37% |
False |
False |
38,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8771 |
|
2.618 |
0.8674 |
|
1.618 |
0.8615 |
|
1.000 |
0.8579 |
|
0.618 |
0.8556 |
|
HIGH |
0.8520 |
|
0.618 |
0.8497 |
|
0.500 |
0.8491 |
|
0.382 |
0.8484 |
|
LOW |
0.8461 |
|
0.618 |
0.8425 |
|
1.000 |
0.8402 |
|
1.618 |
0.8366 |
|
2.618 |
0.8307 |
|
4.250 |
0.8210 |
|
|
| Fisher Pivots for day following 23-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8492 |
0.8514 |
| PP |
0.8491 |
0.8507 |
| S1 |
0.8491 |
0.8499 |
|