CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 10-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2007 |
10-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8588 |
0.8610 |
0.0022 |
0.3% |
0.8800 |
| High |
0.8633 |
0.8620 |
-0.0013 |
-0.2% |
0.8800 |
| Low |
0.8585 |
0.8578 |
-0.0007 |
-0.1% |
0.8597 |
| Close |
0.8604 |
0.8599 |
-0.0005 |
-0.1% |
0.8623 |
| Range |
0.0048 |
0.0042 |
-0.0006 |
-12.5% |
0.0203 |
| ATR |
0.0081 |
0.0079 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
51,671 |
75,086 |
23,415 |
45.3% |
493,607 |
|
| Daily Pivots for day following 10-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8725 |
0.8704 |
0.8622 |
|
| R3 |
0.8683 |
0.8662 |
0.8611 |
|
| R2 |
0.8641 |
0.8641 |
0.8607 |
|
| R1 |
0.8620 |
0.8620 |
0.8603 |
0.8610 |
| PP |
0.8599 |
0.8599 |
0.8599 |
0.8594 |
| S1 |
0.8578 |
0.8578 |
0.8595 |
0.8568 |
| S2 |
0.8557 |
0.8557 |
0.8591 |
|
| S3 |
0.8515 |
0.8536 |
0.8587 |
|
| S4 |
0.8473 |
0.8494 |
0.8576 |
|
|
| 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 |
0.8675 |
0.8578 |
0.0097 |
1.1% |
0.0054 |
0.6% |
22% |
False |
True |
60,654 |
| 10 |
0.8805 |
0.8578 |
0.0227 |
2.6% |
0.0067 |
0.8% |
9% |
False |
True |
82,341 |
| 20 |
0.8870 |
0.8578 |
0.0292 |
3.4% |
0.0079 |
0.9% |
7% |
False |
True |
101,479 |
| 40 |
0.9089 |
0.8578 |
0.0511 |
5.9% |
0.0097 |
1.1% |
4% |
False |
True |
55,498 |
| 60 |
0.9089 |
0.8322 |
0.0767 |
8.9% |
0.0089 |
1.0% |
36% |
False |
False |
37,088 |
| 80 |
0.9089 |
0.8235 |
0.0854 |
9.9% |
0.0076 |
0.9% |
43% |
False |
False |
27,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8799 |
|
2.618 |
0.8730 |
|
1.618 |
0.8688 |
|
1.000 |
0.8662 |
|
0.618 |
0.8646 |
|
HIGH |
0.8620 |
|
0.618 |
0.8604 |
|
0.500 |
0.8599 |
|
0.382 |
0.8594 |
|
LOW |
0.8578 |
|
0.618 |
0.8552 |
|
1.000 |
0.8536 |
|
1.618 |
0.8510 |
|
2.618 |
0.8468 |
|
4.250 |
0.8400 |
|
|
| Fisher Pivots for day following 10-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8599 |
0.8623 |
| PP |
0.8599 |
0.8615 |
| S1 |
0.8599 |
0.8607 |
|