CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 16-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2007 |
16-May-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8343 |
0.8355 |
0.0012 |
0.1% |
0.8372 |
| High |
0.8361 |
0.8358 |
-0.0003 |
0.0% |
0.8414 |
| Low |
0.8327 |
0.8306 |
-0.0021 |
-0.3% |
0.8335 |
| Close |
0.8352 |
0.8317 |
-0.0035 |
-0.4% |
0.8362 |
| Range |
0.0034 |
0.0052 |
0.0018 |
52.9% |
0.0079 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.0% |
0.0000 |
| Volume |
79,786 |
86,656 |
6,870 |
8.6% |
410,584 |
|
| Daily Pivots for day following 16-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8483 |
0.8452 |
0.8346 |
|
| R3 |
0.8431 |
0.8400 |
0.8331 |
|
| R2 |
0.8379 |
0.8379 |
0.8327 |
|
| R1 |
0.8348 |
0.8348 |
0.8322 |
0.8338 |
| PP |
0.8327 |
0.8327 |
0.8327 |
0.8322 |
| S1 |
0.8296 |
0.8296 |
0.8312 |
0.8286 |
| S2 |
0.8275 |
0.8275 |
0.8307 |
|
| S3 |
0.8223 |
0.8244 |
0.8303 |
|
| S4 |
0.8171 |
0.8192 |
0.8288 |
|
|
| 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 |
0.8409 |
0.8306 |
0.0103 |
1.2% |
0.0044 |
0.5% |
11% |
False |
True |
87,965 |
| 10 |
0.8414 |
0.8306 |
0.0108 |
1.3% |
0.0041 |
0.5% |
10% |
False |
True |
73,151 |
| 20 |
0.8567 |
0.8306 |
0.0261 |
3.1% |
0.0050 |
0.6% |
4% |
False |
True |
78,902 |
| 40 |
0.8684 |
0.8306 |
0.0378 |
4.5% |
0.0056 |
0.7% |
3% |
False |
True |
86,369 |
| 60 |
0.8799 |
0.8306 |
0.0493 |
5.9% |
0.0069 |
0.8% |
2% |
False |
True |
72,767 |
| 80 |
0.8799 |
0.8306 |
0.0493 |
5.9% |
0.0064 |
0.8% |
2% |
False |
True |
54,730 |
| 100 |
0.8799 |
0.8306 |
0.0493 |
5.9% |
0.0058 |
0.7% |
2% |
False |
True |
44,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8579 |
|
2.618 |
0.8494 |
|
1.618 |
0.8442 |
|
1.000 |
0.8410 |
|
0.618 |
0.8390 |
|
HIGH |
0.8358 |
|
0.618 |
0.8338 |
|
0.500 |
0.8332 |
|
0.382 |
0.8326 |
|
LOW |
0.8306 |
|
0.618 |
0.8274 |
|
1.000 |
0.8254 |
|
1.618 |
0.8222 |
|
2.618 |
0.8170 |
|
4.250 |
0.8085 |
|
|
| Fisher Pivots for day following 16-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8332 |
0.8337 |
| PP |
0.8327 |
0.8330 |
| S1 |
0.8322 |
0.8324 |
|