CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 12-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2007 |
12-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8603 |
0.8592 |
-0.0011 |
-0.1% |
0.8664 |
| High |
0.8613 |
0.8602 |
-0.0011 |
-0.1% |
0.8667 |
| Low |
0.8554 |
0.8529 |
-0.0025 |
-0.3% |
0.8529 |
| Close |
0.8595 |
0.8569 |
-0.0026 |
-0.3% |
0.8569 |
| Range |
0.0059 |
0.0073 |
0.0014 |
23.7% |
0.0138 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
94,602 |
90,875 |
-3,727 |
-3.9% |
312,234 |
|
| Daily Pivots for day following 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8786 |
0.8750 |
0.8609 |
|
| R3 |
0.8713 |
0.8677 |
0.8589 |
|
| R2 |
0.8640 |
0.8640 |
0.8582 |
|
| R1 |
0.8604 |
0.8604 |
0.8576 |
0.8586 |
| PP |
0.8567 |
0.8567 |
0.8567 |
0.8557 |
| S1 |
0.8531 |
0.8531 |
0.8562 |
0.8513 |
| S2 |
0.8494 |
0.8494 |
0.8556 |
|
| S3 |
0.8421 |
0.8458 |
0.8549 |
|
| S4 |
0.8348 |
0.8385 |
0.8529 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9002 |
0.8924 |
0.8645 |
|
| R3 |
0.8864 |
0.8786 |
0.8607 |
|
| R2 |
0.8726 |
0.8726 |
0.8594 |
|
| R1 |
0.8648 |
0.8648 |
0.8582 |
0.8618 |
| PP |
0.8588 |
0.8588 |
0.8588 |
0.8574 |
| S1 |
0.8510 |
0.8510 |
0.8556 |
0.8480 |
| S2 |
0.8450 |
0.8450 |
0.8544 |
|
| S3 |
0.8312 |
0.8372 |
0.8531 |
|
| S4 |
0.8174 |
0.8234 |
0.8493 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8667 |
0.8529 |
0.0138 |
1.6% |
0.0058 |
0.7% |
29% |
False |
True |
62,446 |
| 10 |
0.8800 |
0.8529 |
0.0271 |
3.2% |
0.0066 |
0.8% |
15% |
False |
True |
80,584 |
| 20 |
0.8862 |
0.8529 |
0.0333 |
3.9% |
0.0076 |
0.9% |
12% |
False |
True |
95,383 |
| 40 |
0.8996 |
0.8529 |
0.0467 |
5.4% |
0.0084 |
1.0% |
9% |
False |
True |
60,053 |
| 60 |
0.9089 |
0.8378 |
0.0711 |
8.3% |
0.0090 |
1.0% |
27% |
False |
False |
40,179 |
| 80 |
0.9089 |
0.8235 |
0.0854 |
10.0% |
0.0077 |
0.9% |
39% |
False |
False |
30,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8912 |
|
2.618 |
0.8793 |
|
1.618 |
0.8720 |
|
1.000 |
0.8675 |
|
0.618 |
0.8647 |
|
HIGH |
0.8602 |
|
0.618 |
0.8574 |
|
0.500 |
0.8566 |
|
0.382 |
0.8557 |
|
LOW |
0.8529 |
|
0.618 |
0.8484 |
|
1.000 |
0.8456 |
|
1.618 |
0.8411 |
|
2.618 |
0.8338 |
|
4.250 |
0.8219 |
|
|
| Fisher Pivots for day following 12-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8568 |
0.8575 |
| PP |
0.8567 |
0.8573 |
| S1 |
0.8566 |
0.8571 |
|