CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 15-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2007 |
15-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8592 |
0.8570 |
-0.0022 |
-0.3% |
0.8664 |
| High |
0.8602 |
0.8603 |
0.0001 |
0.0% |
0.8667 |
| Low |
0.8529 |
0.8541 |
0.0012 |
0.1% |
0.8529 |
| Close |
0.8569 |
0.8596 |
0.0027 |
0.3% |
0.8569 |
| Range |
0.0073 |
0.0062 |
-0.0011 |
-15.1% |
0.0138 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
90,875 |
101,898 |
11,023 |
12.1% |
312,234 |
|
| Daily Pivots for day following 15-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8766 |
0.8743 |
0.8630 |
|
| R3 |
0.8704 |
0.8681 |
0.8613 |
|
| R2 |
0.8642 |
0.8642 |
0.8607 |
|
| R1 |
0.8619 |
0.8619 |
0.8602 |
0.8631 |
| PP |
0.8580 |
0.8580 |
0.8580 |
0.8586 |
| S1 |
0.8557 |
0.8557 |
0.8590 |
0.8569 |
| S2 |
0.8518 |
0.8518 |
0.8585 |
|
| S3 |
0.8456 |
0.8495 |
0.8579 |
|
| S4 |
0.8394 |
0.8433 |
0.8562 |
|
|
| 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 |
0.8633 |
0.8529 |
0.0104 |
1.2% |
0.0057 |
0.7% |
64% |
False |
False |
82,826 |
| 10 |
0.8752 |
0.8529 |
0.0223 |
2.6% |
0.0061 |
0.7% |
30% |
False |
False |
78,394 |
| 20 |
0.8862 |
0.8529 |
0.0333 |
3.9% |
0.0076 |
0.9% |
20% |
False |
False |
95,541 |
| 40 |
0.8996 |
0.8529 |
0.0467 |
5.4% |
0.0083 |
1.0% |
14% |
False |
False |
62,543 |
| 60 |
0.9089 |
0.8420 |
0.0669 |
7.8% |
0.0090 |
1.0% |
26% |
False |
False |
41,876 |
| 80 |
0.9089 |
0.8245 |
0.0844 |
9.8% |
0.0078 |
0.9% |
42% |
False |
False |
31,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8867 |
|
2.618 |
0.8765 |
|
1.618 |
0.8703 |
|
1.000 |
0.8665 |
|
0.618 |
0.8641 |
|
HIGH |
0.8603 |
|
0.618 |
0.8579 |
|
0.500 |
0.8572 |
|
0.382 |
0.8565 |
|
LOW |
0.8541 |
|
0.618 |
0.8503 |
|
1.000 |
0.8479 |
|
1.618 |
0.8441 |
|
2.618 |
0.8379 |
|
4.250 |
0.8278 |
|
|
| Fisher Pivots for day following 15-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8588 |
0.8588 |
| PP |
0.8580 |
0.8579 |
| S1 |
0.8572 |
0.8571 |
|