CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 01-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2007 |
01-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8238 |
0.8230 |
-0.0008 |
-0.1% |
0.8237 |
| High |
0.8250 |
0.8235 |
-0.0015 |
-0.2% |
0.8274 |
| Low |
0.8212 |
0.8202 |
-0.0010 |
-0.1% |
0.8202 |
| Close |
0.8234 |
0.8210 |
-0.0024 |
-0.3% |
0.8210 |
| Range |
0.0038 |
0.0033 |
-0.0005 |
-13.2% |
0.0072 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
92,033 |
87,600 |
-4,433 |
-4.8% |
349,316 |
|
| Daily Pivots for day following 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8315 |
0.8295 |
0.8228 |
|
| R3 |
0.8282 |
0.8262 |
0.8219 |
|
| R2 |
0.8249 |
0.8249 |
0.8216 |
|
| R1 |
0.8229 |
0.8229 |
0.8213 |
0.8223 |
| PP |
0.8216 |
0.8216 |
0.8216 |
0.8212 |
| S1 |
0.8196 |
0.8196 |
0.8207 |
0.8190 |
| S2 |
0.8183 |
0.8183 |
0.8204 |
|
| S3 |
0.8150 |
0.8163 |
0.8201 |
|
| S4 |
0.8117 |
0.8130 |
0.8192 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8445 |
0.8399 |
0.8250 |
|
| R3 |
0.8373 |
0.8327 |
0.8230 |
|
| R2 |
0.8301 |
0.8301 |
0.8223 |
|
| R1 |
0.8255 |
0.8255 |
0.8217 |
0.8242 |
| PP |
0.8229 |
0.8229 |
0.8229 |
0.8222 |
| S1 |
0.8183 |
0.8183 |
0.8203 |
0.8170 |
| S2 |
0.8157 |
0.8157 |
0.8197 |
|
| S3 |
0.8085 |
0.8111 |
0.8190 |
|
| S4 |
0.8013 |
0.8039 |
0.8170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8300 |
0.8202 |
0.0098 |
1.2% |
0.0042 |
0.5% |
8% |
False |
True |
88,710 |
| 10 |
0.8317 |
0.8202 |
0.0115 |
1.4% |
0.0040 |
0.5% |
7% |
False |
True |
78,923 |
| 20 |
0.8414 |
0.8202 |
0.0212 |
2.6% |
0.0041 |
0.5% |
4% |
False |
True |
76,981 |
| 40 |
0.8567 |
0.8202 |
0.0365 |
4.4% |
0.0049 |
0.6% |
2% |
False |
True |
77,832 |
| 60 |
0.8745 |
0.8202 |
0.0543 |
6.6% |
0.0058 |
0.7% |
1% |
False |
True |
86,062 |
| 80 |
0.8799 |
0.8202 |
0.0597 |
7.3% |
0.0063 |
0.8% |
1% |
False |
True |
65,435 |
| 100 |
0.8799 |
0.8202 |
0.0597 |
7.3% |
0.0059 |
0.7% |
1% |
False |
True |
52,616 |
| 120 |
0.8799 |
0.8202 |
0.0597 |
7.3% |
0.0054 |
0.7% |
1% |
False |
True |
43,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8375 |
|
2.618 |
0.8321 |
|
1.618 |
0.8288 |
|
1.000 |
0.8268 |
|
0.618 |
0.8255 |
|
HIGH |
0.8235 |
|
0.618 |
0.8222 |
|
0.500 |
0.8219 |
|
0.382 |
0.8215 |
|
LOW |
0.8202 |
|
0.618 |
0.8182 |
|
1.000 |
0.8169 |
|
1.618 |
0.8149 |
|
2.618 |
0.8116 |
|
4.250 |
0.8062 |
|
|
| Fisher Pivots for day following 01-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8219 |
0.8234 |
| PP |
0.8216 |
0.8226 |
| S1 |
0.8213 |
0.8218 |
|