CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 25-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2007 |
25-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8492 |
0.8493 |
0.0001 |
0.0% |
0.8448 |
| High |
0.8518 |
0.8514 |
-0.0004 |
0.0% |
0.8567 |
| Low |
0.8467 |
0.8472 |
0.0005 |
0.1% |
0.8410 |
| Close |
0.8487 |
0.8484 |
-0.0003 |
0.0% |
0.8485 |
| Range |
0.0051 |
0.0042 |
-0.0009 |
-17.6% |
0.0157 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
81,200 |
71,864 |
-9,336 |
-11.5% |
505,519 |
|
| Daily Pivots for day following 25-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8616 |
0.8592 |
0.8507 |
|
| R3 |
0.8574 |
0.8550 |
0.8496 |
|
| R2 |
0.8532 |
0.8532 |
0.8492 |
|
| R1 |
0.8508 |
0.8508 |
0.8488 |
0.8499 |
| PP |
0.8490 |
0.8490 |
0.8490 |
0.8486 |
| S1 |
0.8466 |
0.8466 |
0.8480 |
0.8457 |
| S2 |
0.8448 |
0.8448 |
0.8476 |
|
| S3 |
0.8406 |
0.8424 |
0.8472 |
|
| S4 |
0.8364 |
0.8382 |
0.8461 |
|
|
| 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% |
0.0055 |
0.7% |
22% |
False |
False |
85,720 |
| 10 |
0.8567 |
0.8410 |
0.0157 |
1.9% |
0.0063 |
0.7% |
47% |
False |
False |
90,462 |
| 20 |
0.8658 |
0.8410 |
0.0248 |
2.9% |
0.0057 |
0.7% |
30% |
False |
False |
90,965 |
| 40 |
0.8799 |
0.8410 |
0.0389 |
4.6% |
0.0074 |
0.9% |
19% |
False |
False |
80,200 |
| 60 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0070 |
0.8% |
35% |
False |
False |
53,787 |
| 80 |
0.8799 |
0.8315 |
0.0484 |
5.7% |
0.0062 |
0.7% |
35% |
False |
False |
40,661 |
| 100 |
0.8918 |
0.8315 |
0.0603 |
7.1% |
0.0055 |
0.6% |
28% |
False |
False |
32,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8693 |
|
2.618 |
0.8624 |
|
1.618 |
0.8582 |
|
1.000 |
0.8556 |
|
0.618 |
0.8540 |
|
HIGH |
0.8514 |
|
0.618 |
0.8498 |
|
0.500 |
0.8493 |
|
0.382 |
0.8488 |
|
LOW |
0.8472 |
|
0.618 |
0.8446 |
|
1.000 |
0.8430 |
|
1.618 |
0.8404 |
|
2.618 |
0.8362 |
|
4.250 |
0.8294 |
|
|
| Fisher Pivots for day following 25-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8493 |
0.8491 |
| PP |
0.8490 |
0.8488 |
| S1 |
0.8487 |
0.8486 |
|