CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 11-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2007 |
11-May-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8370 |
0.8385 |
0.0015 |
0.2% |
0.8372 |
| High |
0.8385 |
0.8409 |
0.0024 |
0.3% |
0.8414 |
| Low |
0.8335 |
0.8354 |
0.0019 |
0.2% |
0.8335 |
| Close |
0.8370 |
0.8362 |
-0.0008 |
-0.1% |
0.8362 |
| Range |
0.0050 |
0.0055 |
0.0005 |
10.0% |
0.0079 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.0% |
0.0000 |
| Volume |
103,381 |
121,456 |
18,075 |
17.5% |
410,584 |
|
| Daily Pivots for day following 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8540 |
0.8506 |
0.8392 |
|
| R3 |
0.8485 |
0.8451 |
0.8377 |
|
| R2 |
0.8430 |
0.8430 |
0.8372 |
|
| R1 |
0.8396 |
0.8396 |
0.8367 |
0.8386 |
| PP |
0.8375 |
0.8375 |
0.8375 |
0.8370 |
| S1 |
0.8341 |
0.8341 |
0.8357 |
0.8331 |
| S2 |
0.8320 |
0.8320 |
0.8352 |
|
| S3 |
0.8265 |
0.8286 |
0.8347 |
|
| S4 |
0.8210 |
0.8231 |
0.8332 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8607 |
0.8564 |
0.8405 |
|
| R3 |
0.8528 |
0.8485 |
0.8384 |
|
| R2 |
0.8449 |
0.8449 |
0.8376 |
|
| R1 |
0.8406 |
0.8406 |
0.8369 |
0.8388 |
| PP |
0.8370 |
0.8370 |
0.8370 |
0.8362 |
| S1 |
0.8327 |
0.8327 |
0.8355 |
0.8309 |
| S2 |
0.8291 |
0.8291 |
0.8348 |
|
| S3 |
0.8212 |
0.8248 |
0.8340 |
|
| S4 |
0.8133 |
0.8169 |
0.8319 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8414 |
0.8335 |
0.0079 |
0.9% |
0.0044 |
0.5% |
34% |
False |
False |
82,116 |
| 10 |
0.8447 |
0.8335 |
0.0112 |
1.3% |
0.0045 |
0.5% |
24% |
False |
False |
73,243 |
| 20 |
0.8567 |
0.8335 |
0.0232 |
2.8% |
0.0054 |
0.6% |
12% |
False |
False |
84,049 |
| 40 |
0.8702 |
0.8335 |
0.0367 |
4.4% |
0.0059 |
0.7% |
7% |
False |
False |
87,842 |
| 60 |
0.8799 |
0.8335 |
0.0464 |
5.5% |
0.0070 |
0.8% |
6% |
False |
False |
69,239 |
| 80 |
0.8799 |
0.8315 |
0.0484 |
5.8% |
0.0064 |
0.8% |
10% |
False |
False |
52,305 |
| 100 |
0.8799 |
0.8315 |
0.0484 |
5.8% |
0.0058 |
0.7% |
10% |
False |
False |
41,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8643 |
|
2.618 |
0.8553 |
|
1.618 |
0.8498 |
|
1.000 |
0.8464 |
|
0.618 |
0.8443 |
|
HIGH |
0.8409 |
|
0.618 |
0.8388 |
|
0.500 |
0.8382 |
|
0.382 |
0.8375 |
|
LOW |
0.8354 |
|
0.618 |
0.8320 |
|
1.000 |
0.8299 |
|
1.618 |
0.8265 |
|
2.618 |
0.8210 |
|
4.250 |
0.8120 |
|
|
| Fisher Pivots for day following 11-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8382 |
0.8372 |
| PP |
0.8375 |
0.8369 |
| S1 |
0.8369 |
0.8365 |
|