CME Japanese Yen Future September 2007
Trading Metrics calculated at close of trading on 25-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2007 |
25-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
0.8172 |
0.8160 |
-0.0012 |
-0.1% |
0.8195 |
High |
0.8172 |
0.8198 |
0.0026 |
0.3% |
0.8216 |
Low |
0.8140 |
0.8155 |
0.0015 |
0.2% |
0.8140 |
Close |
0.8162 |
0.8176 |
0.0014 |
0.2% |
0.8162 |
Range |
0.0032 |
0.0043 |
0.0011 |
34.4% |
0.0076 |
ATR |
0.0039 |
0.0040 |
0.0000 |
0.7% |
0.0000 |
Volume |
81,735 |
89,748 |
8,013 |
9.8% |
314,409 |
|
Daily Pivots for day following 25-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8305 |
0.8284 |
0.8200 |
|
R3 |
0.8262 |
0.8241 |
0.8188 |
|
R2 |
0.8219 |
0.8219 |
0.8184 |
|
R1 |
0.8198 |
0.8198 |
0.8180 |
0.8209 |
PP |
0.8176 |
0.8176 |
0.8176 |
0.8182 |
S1 |
0.8155 |
0.8155 |
0.8172 |
0.8166 |
S2 |
0.8133 |
0.8133 |
0.8168 |
|
S3 |
0.8090 |
0.8112 |
0.8164 |
|
S4 |
0.8047 |
0.8069 |
0.8152 |
|
|
Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8401 |
0.8357 |
0.8204 |
|
R3 |
0.8325 |
0.8281 |
0.8183 |
|
R2 |
0.8249 |
0.8249 |
0.8176 |
|
R1 |
0.8205 |
0.8205 |
0.8169 |
0.8189 |
PP |
0.8173 |
0.8173 |
0.8173 |
0.8165 |
S1 |
0.8129 |
0.8129 |
0.8155 |
0.8113 |
S2 |
0.8097 |
0.8097 |
0.8148 |
|
S3 |
0.8021 |
0.8053 |
0.8141 |
|
S4 |
0.7945 |
0.7977 |
0.8120 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8216 |
0.8140 |
0.0076 |
0.9% |
0.0032 |
0.4% |
47% |
False |
False |
69,956 |
10 |
0.8332 |
0.8140 |
0.0192 |
2.3% |
0.0039 |
0.5% |
19% |
False |
False |
78,085 |
20 |
0.8385 |
0.8140 |
0.0245 |
3.0% |
0.0040 |
0.5% |
15% |
False |
False |
45,777 |
40 |
0.8537 |
0.8140 |
0.0397 |
4.9% |
0.0037 |
0.5% |
9% |
False |
False |
23,004 |
60 |
0.8687 |
0.8140 |
0.0547 |
6.7% |
0.0040 |
0.5% |
7% |
False |
False |
15,407 |
80 |
0.8885 |
0.8140 |
0.0745 |
9.1% |
0.0043 |
0.5% |
5% |
False |
False |
11,571 |
100 |
0.8885 |
0.8140 |
0.0745 |
9.1% |
0.0036 |
0.4% |
5% |
False |
False |
9,334 |
120 |
0.8885 |
0.8140 |
0.0745 |
9.1% |
0.0031 |
0.4% |
5% |
False |
False |
7,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8381 |
2.618 |
0.8311 |
1.618 |
0.8268 |
1.000 |
0.8241 |
0.618 |
0.8225 |
HIGH |
0.8198 |
0.618 |
0.8182 |
0.500 |
0.8177 |
0.382 |
0.8171 |
LOW |
0.8155 |
0.618 |
0.8128 |
1.000 |
0.8112 |
1.618 |
0.8085 |
2.618 |
0.8042 |
4.250 |
0.7972 |
|
|
Fisher Pivots for day following 25-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8177 |
0.8174 |
PP |
0.8176 |
0.8171 |
S1 |
0.8176 |
0.8169 |
|