CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 14-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2007 |
14-May-2007 |
Change |
Change % |
Previous Week |
Open |
0.8498 |
0.8458 |
-0.0040 |
-0.5% |
0.8485 |
High |
0.8498 |
0.8458 |
-0.0040 |
-0.5% |
0.8502 |
Low |
0.8455 |
0.8436 |
-0.0019 |
-0.2% |
0.8434 |
Close |
0.8460 |
0.8449 |
-0.0011 |
-0.1% |
0.8460 |
Range |
0.0043 |
0.0022 |
-0.0021 |
-48.8% |
0.0068 |
ATR |
0.0043 |
0.0041 |
-0.0001 |
-3.1% |
0.0000 |
Volume |
138 |
129 |
-9 |
-6.5% |
363 |
|
Daily Pivots for day following 14-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8514 |
0.8503 |
0.8461 |
|
R3 |
0.8492 |
0.8481 |
0.8455 |
|
R2 |
0.8470 |
0.8470 |
0.8453 |
|
R1 |
0.8459 |
0.8459 |
0.8451 |
0.8454 |
PP |
0.8448 |
0.8448 |
0.8448 |
0.8445 |
S1 |
0.8437 |
0.8437 |
0.8447 |
0.8432 |
S2 |
0.8426 |
0.8426 |
0.8445 |
|
S3 |
0.8404 |
0.8415 |
0.8443 |
|
S4 |
0.8382 |
0.8393 |
0.8437 |
|
|
Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8669 |
0.8633 |
0.8497 |
|
R3 |
0.8601 |
0.8565 |
0.8479 |
|
R2 |
0.8533 |
0.8533 |
0.8472 |
|
R1 |
0.8497 |
0.8497 |
0.8466 |
0.8481 |
PP |
0.8465 |
0.8465 |
0.8465 |
0.8458 |
S1 |
0.8429 |
0.8429 |
0.8454 |
0.8413 |
S2 |
0.8397 |
0.8397 |
0.8448 |
|
S3 |
0.8329 |
0.8361 |
0.8441 |
|
S4 |
0.8261 |
0.8293 |
0.8423 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8502 |
0.8434 |
0.0068 |
0.8% |
0.0035 |
0.4% |
22% |
False |
False |
93 |
10 |
0.8537 |
0.8434 |
0.0103 |
1.2% |
0.0034 |
0.4% |
15% |
False |
False |
99 |
20 |
0.8665 |
0.8434 |
0.0231 |
2.7% |
0.0040 |
0.5% |
6% |
False |
False |
128 |
40 |
0.8779 |
0.8434 |
0.0345 |
4.1% |
0.0045 |
0.5% |
4% |
False |
False |
154 |
60 |
0.8885 |
0.8434 |
0.0451 |
5.3% |
0.0041 |
0.5% |
3% |
False |
False |
113 |
80 |
0.8885 |
0.8434 |
0.0451 |
5.3% |
0.0031 |
0.4% |
3% |
False |
False |
180 |
100 |
0.8885 |
0.8434 |
0.0451 |
5.3% |
0.0025 |
0.3% |
3% |
False |
False |
144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8552 |
2.618 |
0.8516 |
1.618 |
0.8494 |
1.000 |
0.8480 |
0.618 |
0.8472 |
HIGH |
0.8458 |
0.618 |
0.8450 |
0.500 |
0.8447 |
0.382 |
0.8444 |
LOW |
0.8436 |
0.618 |
0.8422 |
1.000 |
0.8414 |
1.618 |
0.8400 |
2.618 |
0.8378 |
4.250 |
0.8343 |
|
|
Fisher Pivots for day following 14-May-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8448 |
0.8466 |
PP |
0.8448 |
0.8460 |
S1 |
0.8447 |
0.8455 |
|