CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 18-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2007 |
18-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8620 |
0.8632 |
0.0012 |
0.1% |
0.8664 |
| High |
0.8670 |
0.8734 |
0.0064 |
0.7% |
0.8667 |
| Low |
0.8593 |
0.8632 |
0.0039 |
0.5% |
0.8529 |
| Close |
0.8642 |
0.8706 |
0.0064 |
0.7% |
0.8569 |
| Range |
0.0077 |
0.0102 |
0.0025 |
32.5% |
0.0138 |
| ATR |
0.0076 |
0.0078 |
0.0002 |
2.4% |
0.0000 |
| Volume |
138,300 |
130,043 |
-8,257 |
-6.0% |
312,234 |
|
| Daily Pivots for day following 18-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8997 |
0.8953 |
0.8762 |
|
| R3 |
0.8895 |
0.8851 |
0.8734 |
|
| R2 |
0.8793 |
0.8793 |
0.8725 |
|
| R1 |
0.8749 |
0.8749 |
0.8715 |
0.8771 |
| PP |
0.8691 |
0.8691 |
0.8691 |
0.8702 |
| S1 |
0.8647 |
0.8647 |
0.8697 |
0.8669 |
| S2 |
0.8589 |
0.8589 |
0.8687 |
|
| S3 |
0.8487 |
0.8545 |
0.8678 |
|
| S4 |
0.8385 |
0.8443 |
0.8650 |
|
|
| 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 |
0.8734 |
0.8529 |
0.0205 |
2.4% |
0.0079 |
0.9% |
86% |
True |
False |
117,528 |
| 10 |
0.8734 |
0.8529 |
0.0205 |
2.4% |
0.0068 |
0.8% |
86% |
True |
False |
90,613 |
| 20 |
0.8857 |
0.8529 |
0.0328 |
3.8% |
0.0072 |
0.8% |
54% |
False |
False |
95,391 |
| 40 |
0.8996 |
0.8529 |
0.0467 |
5.4% |
0.0082 |
0.9% |
38% |
False |
False |
72,325 |
| 60 |
0.9089 |
0.8485 |
0.0604 |
6.9% |
0.0090 |
1.0% |
37% |
False |
False |
48,451 |
| 80 |
0.9089 |
0.8252 |
0.0837 |
9.6% |
0.0080 |
0.9% |
54% |
False |
False |
36,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9168 |
|
2.618 |
0.9001 |
|
1.618 |
0.8899 |
|
1.000 |
0.8836 |
|
0.618 |
0.8797 |
|
HIGH |
0.8734 |
|
0.618 |
0.8695 |
|
0.500 |
0.8683 |
|
0.382 |
0.8671 |
|
LOW |
0.8632 |
|
0.618 |
0.8569 |
|
1.000 |
0.8530 |
|
1.618 |
0.8467 |
|
2.618 |
0.8365 |
|
4.250 |
0.8199 |
|
|
| Fisher Pivots for day following 18-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8698 |
0.8689 |
| PP |
0.8691 |
0.8672 |
| S1 |
0.8683 |
0.8655 |
|