CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 09-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2007 |
09-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8664 |
0.8588 |
-0.0076 |
-0.9% |
0.8800 |
| High |
0.8667 |
0.8633 |
-0.0034 |
-0.4% |
0.8800 |
| Low |
0.8597 |
0.8585 |
-0.0012 |
-0.1% |
0.8597 |
| Close |
0.8623 |
0.8604 |
-0.0019 |
-0.2% |
0.8623 |
| Range |
0.0070 |
0.0048 |
-0.0022 |
-31.4% |
0.0203 |
| ATR |
0.0084 |
0.0081 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
0 |
51,671 |
51,671 |
|
493,607 |
|
| Daily Pivots for day following 09-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8751 |
0.8726 |
0.8630 |
|
| R3 |
0.8703 |
0.8678 |
0.8617 |
|
| R2 |
0.8655 |
0.8655 |
0.8613 |
|
| R1 |
0.8630 |
0.8630 |
0.8608 |
0.8643 |
| PP |
0.8607 |
0.8607 |
0.8607 |
0.8614 |
| S1 |
0.8582 |
0.8582 |
0.8600 |
0.8595 |
| S2 |
0.8559 |
0.8559 |
0.8595 |
|
| S3 |
0.8511 |
0.8534 |
0.8591 |
|
| S4 |
0.8463 |
0.8486 |
0.8578 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9282 |
0.9156 |
0.8735 |
|
| R3 |
0.9079 |
0.8953 |
0.8679 |
|
| R2 |
0.8876 |
0.8876 |
0.8660 |
|
| R1 |
0.8750 |
0.8750 |
0.8642 |
0.8712 |
| PP |
0.8673 |
0.8673 |
0.8673 |
0.8654 |
| S1 |
0.8547 |
0.8547 |
0.8604 |
0.8509 |
| S2 |
0.8470 |
0.8470 |
0.8586 |
|
| S3 |
0.8267 |
0.8344 |
0.8567 |
|
| S4 |
0.8064 |
0.8141 |
0.8511 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8731 |
0.8585 |
0.0146 |
1.7% |
0.0064 |
0.7% |
13% |
False |
True |
70,128 |
| 10 |
0.8816 |
0.8585 |
0.0231 |
2.7% |
0.0072 |
0.8% |
8% |
False |
True |
86,597 |
| 20 |
0.8901 |
0.8585 |
0.0316 |
3.7% |
0.0079 |
0.9% |
6% |
False |
True |
101,790 |
| 40 |
0.9089 |
0.8585 |
0.0504 |
5.9% |
0.0097 |
1.1% |
4% |
False |
True |
53,630 |
| 60 |
0.9089 |
0.8322 |
0.0767 |
8.9% |
0.0089 |
1.0% |
37% |
False |
False |
35,838 |
| 80 |
0.9089 |
0.8235 |
0.0854 |
9.9% |
0.0076 |
0.9% |
43% |
False |
False |
26,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8837 |
|
2.618 |
0.8759 |
|
1.618 |
0.8711 |
|
1.000 |
0.8681 |
|
0.618 |
0.8663 |
|
HIGH |
0.8633 |
|
0.618 |
0.8615 |
|
0.500 |
0.8609 |
|
0.382 |
0.8603 |
|
LOW |
0.8585 |
|
0.618 |
0.8555 |
|
1.000 |
0.8537 |
|
1.618 |
0.8507 |
|
2.618 |
0.8459 |
|
4.250 |
0.8381 |
|
|
| Fisher Pivots for day following 09-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8609 |
0.8626 |
| PP |
0.8607 |
0.8619 |
| S1 |
0.8606 |
0.8611 |
|