CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 16-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2007 |
16-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8570 |
0.8580 |
0.0010 |
0.1% |
0.8664 |
| High |
0.8603 |
0.8655 |
0.0052 |
0.6% |
0.8667 |
| Low |
0.8541 |
0.8576 |
0.0035 |
0.4% |
0.8529 |
| Close |
0.8596 |
0.8632 |
0.0036 |
0.4% |
0.8569 |
| Range |
0.0062 |
0.0079 |
0.0017 |
27.4% |
0.0138 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.3% |
0.0000 |
| Volume |
101,898 |
126,528 |
24,630 |
24.2% |
312,234 |
|
| Daily Pivots for day following 16-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8858 |
0.8824 |
0.8675 |
|
| R3 |
0.8779 |
0.8745 |
0.8654 |
|
| R2 |
0.8700 |
0.8700 |
0.8646 |
|
| R1 |
0.8666 |
0.8666 |
0.8639 |
0.8683 |
| PP |
0.8621 |
0.8621 |
0.8621 |
0.8630 |
| S1 |
0.8587 |
0.8587 |
0.8625 |
0.8604 |
| S2 |
0.8542 |
0.8542 |
0.8618 |
|
| S3 |
0.8463 |
0.8508 |
0.8610 |
|
| S4 |
0.8384 |
0.8429 |
0.8589 |
|
|
| 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 |
0.8655 |
0.8529 |
0.0126 |
1.5% |
0.0063 |
0.7% |
82% |
True |
False |
97,797 |
| 10 |
0.8731 |
0.8529 |
0.0202 |
2.3% |
0.0064 |
0.7% |
51% |
False |
False |
83,962 |
| 20 |
0.8862 |
0.8529 |
0.0333 |
3.9% |
0.0074 |
0.9% |
31% |
False |
False |
94,887 |
| 40 |
0.8996 |
0.8529 |
0.0467 |
5.4% |
0.0083 |
1.0% |
22% |
False |
False |
65,683 |
| 60 |
0.9089 |
0.8433 |
0.0656 |
7.6% |
0.0090 |
1.0% |
30% |
False |
False |
43,984 |
| 80 |
0.9089 |
0.8252 |
0.0837 |
9.7% |
0.0078 |
0.9% |
45% |
False |
False |
33,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8991 |
|
2.618 |
0.8862 |
|
1.618 |
0.8783 |
|
1.000 |
0.8734 |
|
0.618 |
0.8704 |
|
HIGH |
0.8655 |
|
0.618 |
0.8625 |
|
0.500 |
0.8616 |
|
0.382 |
0.8606 |
|
LOW |
0.8576 |
|
0.618 |
0.8527 |
|
1.000 |
0.8497 |
|
1.618 |
0.8448 |
|
2.618 |
0.8369 |
|
4.250 |
0.8240 |
|
|
| Fisher Pivots for day following 16-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8627 |
0.8619 |
| PP |
0.8621 |
0.8605 |
| S1 |
0.8616 |
0.8592 |
|