CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 25-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2007 |
25-May-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8250 |
0.8261 |
0.0011 |
0.1% |
0.8294 |
| High |
0.8272 |
0.8300 |
0.0028 |
0.3% |
0.8300 |
| Low |
0.8241 |
0.8236 |
-0.0005 |
-0.1% |
0.8232 |
| Close |
0.8261 |
0.8239 |
-0.0022 |
-0.3% |
0.8239 |
| Range |
0.0031 |
0.0064 |
0.0033 |
106.5% |
0.0068 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
2.5% |
0.0000 |
| Volume |
79,500 |
94,236 |
14,736 |
18.5% |
349,001 |
|
| Daily Pivots for day following 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8450 |
0.8409 |
0.8274 |
|
| R3 |
0.8386 |
0.8345 |
0.8257 |
|
| R2 |
0.8322 |
0.8322 |
0.8251 |
|
| R1 |
0.8281 |
0.8281 |
0.8245 |
0.8270 |
| PP |
0.8258 |
0.8258 |
0.8258 |
0.8253 |
| S1 |
0.8217 |
0.8217 |
0.8233 |
0.8206 |
| S2 |
0.8194 |
0.8194 |
0.8227 |
|
| S3 |
0.8130 |
0.8153 |
0.8221 |
|
| S4 |
0.8066 |
0.8089 |
0.8204 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8461 |
0.8418 |
0.8276 |
|
| R3 |
0.8393 |
0.8350 |
0.8258 |
|
| R2 |
0.8325 |
0.8325 |
0.8251 |
|
| R1 |
0.8282 |
0.8282 |
0.8245 |
0.8270 |
| PP |
0.8257 |
0.8257 |
0.8257 |
0.8251 |
| S1 |
0.8214 |
0.8214 |
0.8233 |
0.8202 |
| S2 |
0.8189 |
0.8189 |
0.8227 |
|
| S3 |
0.8121 |
0.8146 |
0.8220 |
|
| S4 |
0.8053 |
0.8078 |
0.8202 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8300 |
0.8232 |
0.0068 |
0.8% |
0.0042 |
0.5% |
10% |
True |
False |
69,800 |
| 10 |
0.8368 |
0.8232 |
0.0136 |
1.7% |
0.0042 |
0.5% |
5% |
False |
False |
72,606 |
| 20 |
0.8447 |
0.8232 |
0.0215 |
2.6% |
0.0044 |
0.5% |
3% |
False |
False |
72,924 |
| 40 |
0.8599 |
0.8232 |
0.0367 |
4.5% |
0.0049 |
0.6% |
2% |
False |
False |
79,745 |
| 60 |
0.8799 |
0.8232 |
0.0567 |
6.9% |
0.0062 |
0.8% |
1% |
False |
False |
81,041 |
| 80 |
0.8799 |
0.8232 |
0.0567 |
6.9% |
0.0064 |
0.8% |
1% |
False |
False |
61,081 |
| 100 |
0.8799 |
0.8232 |
0.0567 |
6.9% |
0.0059 |
0.7% |
1% |
False |
False |
49,133 |
| 120 |
0.8914 |
0.8232 |
0.0682 |
8.3% |
0.0054 |
0.7% |
1% |
False |
False |
40,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8572 |
|
2.618 |
0.8468 |
|
1.618 |
0.8404 |
|
1.000 |
0.8364 |
|
0.618 |
0.8340 |
|
HIGH |
0.8300 |
|
0.618 |
0.8276 |
|
0.500 |
0.8268 |
|
0.382 |
0.8260 |
|
LOW |
0.8236 |
|
0.618 |
0.8196 |
|
1.000 |
0.8172 |
|
1.618 |
0.8132 |
|
2.618 |
0.8068 |
|
4.250 |
0.7964 |
|
|
| Fisher Pivots for day following 25-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8268 |
0.8266 |
| PP |
0.8258 |
0.8257 |
| S1 |
0.8249 |
0.8248 |
|