CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 21-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2007 |
21-May-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8278 |
0.8294 |
0.0016 |
0.2% |
0.8354 |
| High |
0.8317 |
0.8298 |
-0.0019 |
-0.2% |
0.8368 |
| Low |
0.8269 |
0.8251 |
-0.0018 |
-0.2% |
0.8269 |
| Close |
0.8284 |
0.8264 |
-0.0020 |
-0.2% |
0.8284 |
| Range |
0.0048 |
0.0047 |
-0.0001 |
-2.1% |
0.0099 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
90,917 |
47,535 |
-43,382 |
-47.7% |
377,064 |
|
| Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8412 |
0.8385 |
0.8290 |
|
| R3 |
0.8365 |
0.8338 |
0.8277 |
|
| R2 |
0.8318 |
0.8318 |
0.8273 |
|
| R1 |
0.8291 |
0.8291 |
0.8268 |
0.8281 |
| PP |
0.8271 |
0.8271 |
0.8271 |
0.8266 |
| S1 |
0.8244 |
0.8244 |
0.8260 |
0.8234 |
| S2 |
0.8224 |
0.8224 |
0.8255 |
|
| S3 |
0.8177 |
0.8197 |
0.8251 |
|
| S4 |
0.8130 |
0.8150 |
0.8238 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8604 |
0.8543 |
0.8338 |
|
| R3 |
0.8505 |
0.8444 |
0.8311 |
|
| R2 |
0.8406 |
0.8406 |
0.8302 |
|
| R1 |
0.8345 |
0.8345 |
0.8293 |
0.8326 |
| PP |
0.8307 |
0.8307 |
0.8307 |
0.8298 |
| S1 |
0.8246 |
0.8246 |
0.8275 |
0.8227 |
| S2 |
0.8208 |
0.8208 |
0.8266 |
|
| S3 |
0.8109 |
0.8147 |
0.8257 |
|
| S4 |
0.8010 |
0.8048 |
0.8230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8361 |
0.8251 |
0.0110 |
1.3% |
0.0046 |
0.6% |
12% |
False |
True |
75,210 |
| 10 |
0.8414 |
0.8251 |
0.0163 |
2.0% |
0.0045 |
0.5% |
8% |
False |
True |
80,175 |
| 20 |
0.8518 |
0.8251 |
0.0267 |
3.2% |
0.0048 |
0.6% |
5% |
False |
True |
75,606 |
| 40 |
0.8684 |
0.8251 |
0.0433 |
5.2% |
0.0054 |
0.7% |
3% |
False |
True |
83,946 |
| 60 |
0.8799 |
0.8251 |
0.0548 |
6.6% |
0.0069 |
0.8% |
2% |
False |
True |
76,226 |
| 80 |
0.8799 |
0.8251 |
0.0548 |
6.6% |
0.0064 |
0.8% |
2% |
False |
True |
57,337 |
| 100 |
0.8799 |
0.8251 |
0.0548 |
6.6% |
0.0059 |
0.7% |
2% |
False |
True |
46,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8498 |
|
2.618 |
0.8421 |
|
1.618 |
0.8374 |
|
1.000 |
0.8345 |
|
0.618 |
0.8327 |
|
HIGH |
0.8298 |
|
0.618 |
0.8280 |
|
0.500 |
0.8275 |
|
0.382 |
0.8269 |
|
LOW |
0.8251 |
|
0.618 |
0.8222 |
|
1.000 |
0.8204 |
|
1.618 |
0.8175 |
|
2.618 |
0.8128 |
|
4.250 |
0.8051 |
|
|
| Fisher Pivots for day following 21-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8275 |
0.8285 |
| PP |
0.8271 |
0.8278 |
| S1 |
0.8268 |
0.8271 |
|