CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 11-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2007 |
11-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8610 |
0.8603 |
-0.0007 |
-0.1% |
0.8800 |
| High |
0.8620 |
0.8613 |
-0.0007 |
-0.1% |
0.8800 |
| Low |
0.8578 |
0.8554 |
-0.0024 |
-0.3% |
0.8597 |
| Close |
0.8599 |
0.8595 |
-0.0004 |
0.0% |
0.8623 |
| Range |
0.0042 |
0.0059 |
0.0017 |
40.5% |
0.0203 |
| ATR |
0.0079 |
0.0077 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
75,086 |
94,602 |
19,516 |
26.0% |
493,607 |
|
| Daily Pivots for day following 11-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8764 |
0.8739 |
0.8627 |
|
| R3 |
0.8705 |
0.8680 |
0.8611 |
|
| R2 |
0.8646 |
0.8646 |
0.8606 |
|
| R1 |
0.8621 |
0.8621 |
0.8600 |
0.8604 |
| PP |
0.8587 |
0.8587 |
0.8587 |
0.8579 |
| S1 |
0.8562 |
0.8562 |
0.8590 |
0.8545 |
| S2 |
0.8528 |
0.8528 |
0.8584 |
|
| S3 |
0.8469 |
0.8503 |
0.8579 |
|
| S4 |
0.8410 |
0.8444 |
0.8563 |
|
|
| 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 |
0.8667 |
0.8554 |
0.0113 |
1.3% |
0.0058 |
0.7% |
36% |
False |
True |
63,698 |
| 10 |
0.8805 |
0.8554 |
0.0251 |
2.9% |
0.0066 |
0.8% |
16% |
False |
True |
82,915 |
| 20 |
0.8862 |
0.8554 |
0.0308 |
3.6% |
0.0077 |
0.9% |
13% |
False |
True |
98,951 |
| 40 |
0.9089 |
0.8554 |
0.0535 |
6.2% |
0.0089 |
1.0% |
8% |
False |
True |
57,852 |
| 60 |
0.9089 |
0.8322 |
0.0767 |
8.9% |
0.0090 |
1.0% |
36% |
False |
False |
38,664 |
| 80 |
0.9089 |
0.8235 |
0.0854 |
9.9% |
0.0076 |
0.9% |
42% |
False |
False |
29,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8864 |
|
2.618 |
0.8767 |
|
1.618 |
0.8708 |
|
1.000 |
0.8672 |
|
0.618 |
0.8649 |
|
HIGH |
0.8613 |
|
0.618 |
0.8590 |
|
0.500 |
0.8584 |
|
0.382 |
0.8577 |
|
LOW |
0.8554 |
|
0.618 |
0.8518 |
|
1.000 |
0.8495 |
|
1.618 |
0.8459 |
|
2.618 |
0.8400 |
|
4.250 |
0.8303 |
|
|
| Fisher Pivots for day following 11-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8591 |
0.8595 |
| PP |
0.8587 |
0.8594 |
| S1 |
0.8584 |
0.8594 |
|