CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 24-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2007 |
24-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8490 |
0.8492 |
0.0002 |
0.0% |
0.8448 |
| High |
0.8520 |
0.8518 |
-0.0002 |
0.0% |
0.8567 |
| Low |
0.8461 |
0.8467 |
0.0006 |
0.1% |
0.8410 |
| Close |
0.8492 |
0.8487 |
-0.0005 |
-0.1% |
0.8485 |
| Range |
0.0059 |
0.0051 |
-0.0008 |
-13.6% |
0.0157 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
87,948 |
81,200 |
-6,748 |
-7.7% |
505,519 |
|
| Daily Pivots for day following 24-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8644 |
0.8616 |
0.8515 |
|
| R3 |
0.8593 |
0.8565 |
0.8501 |
|
| R2 |
0.8542 |
0.8542 |
0.8496 |
|
| R1 |
0.8514 |
0.8514 |
0.8492 |
0.8503 |
| PP |
0.8491 |
0.8491 |
0.8491 |
0.8485 |
| S1 |
0.8463 |
0.8463 |
0.8482 |
0.8452 |
| S2 |
0.8440 |
0.8440 |
0.8478 |
|
| S3 |
0.8389 |
0.8412 |
0.8473 |
|
| S4 |
0.8338 |
0.8361 |
0.8459 |
|
|
| 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 |
0.8461 |
0.0106 |
1.2% |
0.0060 |
0.7% |
25% |
False |
False |
90,720 |
| 10 |
0.8567 |
0.8410 |
0.0157 |
1.8% |
0.0063 |
0.7% |
49% |
False |
False |
90,827 |
| 20 |
0.8684 |
0.8410 |
0.0274 |
3.2% |
0.0061 |
0.7% |
28% |
False |
False |
91,762 |
| 40 |
0.8799 |
0.8410 |
0.0389 |
4.6% |
0.0075 |
0.9% |
20% |
False |
False |
78,539 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0070 |
0.8% |
36% |
False |
False |
52,596 |
| 80 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0062 |
0.7% |
36% |
False |
False |
39,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8735 |
|
2.618 |
0.8652 |
|
1.618 |
0.8601 |
|
1.000 |
0.8569 |
|
0.618 |
0.8550 |
|
HIGH |
0.8518 |
|
0.618 |
0.8499 |
|
0.500 |
0.8493 |
|
0.382 |
0.8486 |
|
LOW |
0.8467 |
|
0.618 |
0.8435 |
|
1.000 |
0.8416 |
|
1.618 |
0.8384 |
|
2.618 |
0.8333 |
|
4.250 |
0.8250 |
|
|
| Fisher Pivots for day following 24-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8493 |
0.8491 |
| PP |
0.8491 |
0.8489 |
| S1 |
0.8489 |
0.8488 |
|