CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 08-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2007 |
08-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8272 |
0.8276 |
0.0004 |
0.0% |
0.8204 |
| High |
0.8289 |
0.8289 |
0.0000 |
0.0% |
0.8289 |
| Low |
0.8235 |
0.8212 |
-0.0023 |
-0.3% |
0.8204 |
| Close |
0.8267 |
0.8227 |
-0.0040 |
-0.5% |
0.8227 |
| Range |
0.0054 |
0.0077 |
0.0023 |
42.6% |
0.0085 |
| ATR |
0.0046 |
0.0049 |
0.0002 |
4.7% |
0.0000 |
| Volume |
154,739 |
149,080 |
-5,659 |
-3.7% |
640,333 |
|
| Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8474 |
0.8427 |
0.8269 |
|
| R3 |
0.8397 |
0.8350 |
0.8248 |
|
| R2 |
0.8320 |
0.8320 |
0.8241 |
|
| R1 |
0.8273 |
0.8273 |
0.8234 |
0.8258 |
| PP |
0.8243 |
0.8243 |
0.8243 |
0.8235 |
| S1 |
0.8196 |
0.8196 |
0.8220 |
0.8181 |
| S2 |
0.8166 |
0.8166 |
0.8213 |
|
| S3 |
0.8089 |
0.8119 |
0.8206 |
|
| S4 |
0.8012 |
0.8042 |
0.8185 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8495 |
0.8446 |
0.8274 |
|
| R3 |
0.8410 |
0.8361 |
0.8250 |
|
| R2 |
0.8325 |
0.8325 |
0.8243 |
|
| R1 |
0.8276 |
0.8276 |
0.8235 |
0.8301 |
| PP |
0.8240 |
0.8240 |
0.8240 |
0.8252 |
| S1 |
0.8191 |
0.8191 |
0.8219 |
0.8216 |
| S2 |
0.8155 |
0.8155 |
0.8211 |
|
| S3 |
0.8070 |
0.8106 |
0.8204 |
|
| S4 |
0.7985 |
0.8021 |
0.8180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8289 |
0.8204 |
0.0085 |
1.0% |
0.0054 |
0.7% |
27% |
True |
False |
128,066 |
| 10 |
0.8300 |
0.8202 |
0.0098 |
1.2% |
0.0048 |
0.6% |
26% |
False |
False |
108,388 |
| 20 |
0.8409 |
0.8202 |
0.0207 |
2.5% |
0.0045 |
0.5% |
12% |
False |
False |
91,858 |
| 40 |
0.8567 |
0.8202 |
0.0365 |
4.4% |
0.0050 |
0.6% |
7% |
False |
False |
86,813 |
| 60 |
0.8702 |
0.8202 |
0.0500 |
6.1% |
0.0055 |
0.7% |
5% |
False |
False |
90,875 |
| 80 |
0.8799 |
0.8202 |
0.0597 |
7.3% |
0.0063 |
0.8% |
4% |
False |
False |
73,387 |
| 100 |
0.8799 |
0.8202 |
0.0597 |
7.3% |
0.0060 |
0.7% |
4% |
False |
False |
59,008 |
| 120 |
0.8799 |
0.8202 |
0.0597 |
7.3% |
0.0055 |
0.7% |
4% |
False |
False |
49,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8616 |
|
2.618 |
0.8491 |
|
1.618 |
0.8414 |
|
1.000 |
0.8366 |
|
0.618 |
0.8337 |
|
HIGH |
0.8289 |
|
0.618 |
0.8260 |
|
0.500 |
0.8251 |
|
0.382 |
0.8241 |
|
LOW |
0.8212 |
|
0.618 |
0.8164 |
|
1.000 |
0.8135 |
|
1.618 |
0.8087 |
|
2.618 |
0.8010 |
|
4.250 |
0.7885 |
|
|
| Fisher Pivots for day following 08-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8251 |
0.8251 |
| PP |
0.8243 |
0.8243 |
| S1 |
0.8235 |
0.8235 |
|