CME Japanese Yen Future June 2007
| Trading Metrics calculated at close of trading on 14-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2007 |
14-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8224 |
0.8155 |
-0.0069 |
-0.8% |
0.8204 |
| High |
0.8235 |
0.8162 |
-0.0073 |
-0.9% |
0.8289 |
| Low |
0.8150 |
0.8123 |
-0.0027 |
-0.3% |
0.8204 |
| Close |
0.8161 |
0.8133 |
-0.0028 |
-0.3% |
0.8227 |
| Range |
0.0085 |
0.0039 |
-0.0046 |
-54.1% |
0.0085 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
98,127 |
91,171 |
-6,956 |
-7.1% |
640,333 |
|
| Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8256 |
0.8234 |
0.8154 |
|
| R3 |
0.8217 |
0.8195 |
0.8144 |
|
| R2 |
0.8178 |
0.8178 |
0.8140 |
|
| R1 |
0.8156 |
0.8156 |
0.8137 |
0.8148 |
| PP |
0.8139 |
0.8139 |
0.8139 |
0.8135 |
| S1 |
0.8117 |
0.8117 |
0.8129 |
0.8109 |
| S2 |
0.8100 |
0.8100 |
0.8126 |
|
| S3 |
0.8061 |
0.8078 |
0.8122 |
|
| S4 |
0.8022 |
0.8039 |
0.8112 |
|
|
| 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 |
0.8123 |
0.0166 |
2.0% |
0.0049 |
0.6% |
6% |
False |
True |
100,063 |
| 10 |
0.8289 |
0.8123 |
0.0166 |
2.0% |
0.0047 |
0.6% |
6% |
False |
True |
107,917 |
| 20 |
0.8318 |
0.8123 |
0.0195 |
2.4% |
0.0045 |
0.5% |
5% |
False |
True |
92,598 |
| 40 |
0.8567 |
0.8123 |
0.0444 |
5.5% |
0.0047 |
0.6% |
2% |
False |
True |
85,750 |
| 60 |
0.8684 |
0.8123 |
0.0561 |
6.9% |
0.0052 |
0.6% |
2% |
False |
True |
88,445 |
| 80 |
0.8799 |
0.8123 |
0.0676 |
8.3% |
0.0063 |
0.8% |
1% |
False |
True |
77,724 |
| 100 |
0.8799 |
0.8123 |
0.0676 |
8.3% |
0.0060 |
0.7% |
1% |
False |
True |
62,304 |
| 120 |
0.8799 |
0.8123 |
0.0676 |
8.3% |
0.0056 |
0.7% |
1% |
False |
True |
52,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8328 |
|
2.618 |
0.8264 |
|
1.618 |
0.8225 |
|
1.000 |
0.8201 |
|
0.618 |
0.8186 |
|
HIGH |
0.8162 |
|
0.618 |
0.8147 |
|
0.500 |
0.8143 |
|
0.382 |
0.8138 |
|
LOW |
0.8123 |
|
0.618 |
0.8099 |
|
1.000 |
0.8084 |
|
1.618 |
0.8060 |
|
2.618 |
0.8021 |
|
4.250 |
0.7957 |
|
|
| Fisher Pivots for day following 14-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8143 |
0.8179 |
| PP |
0.8139 |
0.8164 |
| S1 |
0.8136 |
0.8148 |
|