CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 19-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2007 |
19-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8632 |
0.8707 |
0.0075 |
0.9% |
0.8570 |
| High |
0.8734 |
0.8792 |
0.0058 |
0.7% |
0.8792 |
| Low |
0.8632 |
0.8699 |
0.0067 |
0.8% |
0.8541 |
| Close |
0.8706 |
0.8768 |
0.0062 |
0.7% |
0.8768 |
| Range |
0.0102 |
0.0093 |
-0.0009 |
-8.8% |
0.0251 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.4% |
0.0000 |
| Volume |
130,043 |
133,460 |
3,417 |
2.6% |
630,229 |
|
| Daily Pivots for day following 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9032 |
0.8993 |
0.8819 |
|
| R3 |
0.8939 |
0.8900 |
0.8794 |
|
| R2 |
0.8846 |
0.8846 |
0.8785 |
|
| R1 |
0.8807 |
0.8807 |
0.8777 |
0.8827 |
| PP |
0.8753 |
0.8753 |
0.8753 |
0.8763 |
| S1 |
0.8714 |
0.8714 |
0.8759 |
0.8734 |
| S2 |
0.8660 |
0.8660 |
0.8751 |
|
| S3 |
0.8567 |
0.8621 |
0.8742 |
|
| S4 |
0.8474 |
0.8528 |
0.8717 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9453 |
0.9362 |
0.8906 |
|
| R3 |
0.9202 |
0.9111 |
0.8837 |
|
| R2 |
0.8951 |
0.8951 |
0.8814 |
|
| R1 |
0.8860 |
0.8860 |
0.8791 |
0.8906 |
| PP |
0.8700 |
0.8700 |
0.8700 |
0.8723 |
| S1 |
0.8609 |
0.8609 |
0.8745 |
0.8655 |
| S2 |
0.8449 |
0.8449 |
0.8722 |
|
| S3 |
0.8198 |
0.8358 |
0.8699 |
|
| S4 |
0.7947 |
0.8107 |
0.8630 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8792 |
0.8541 |
0.0251 |
2.9% |
0.0083 |
0.9% |
90% |
True |
False |
126,045 |
| 10 |
0.8792 |
0.8529 |
0.0263 |
3.0% |
0.0071 |
0.8% |
91% |
True |
False |
94,246 |
| 20 |
0.8857 |
0.8529 |
0.0328 |
3.7% |
0.0072 |
0.8% |
73% |
False |
False |
97,111 |
| 40 |
0.8996 |
0.8529 |
0.0467 |
5.3% |
0.0083 |
0.9% |
51% |
False |
False |
75,606 |
| 60 |
0.9089 |
0.8485 |
0.0604 |
6.9% |
0.0091 |
1.0% |
47% |
False |
False |
50,666 |
| 80 |
0.9089 |
0.8252 |
0.0837 |
9.5% |
0.0080 |
0.9% |
62% |
False |
False |
38,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9187 |
|
2.618 |
0.9035 |
|
1.618 |
0.8942 |
|
1.000 |
0.8885 |
|
0.618 |
0.8849 |
|
HIGH |
0.8792 |
|
0.618 |
0.8756 |
|
0.500 |
0.8746 |
|
0.382 |
0.8735 |
|
LOW |
0.8699 |
|
0.618 |
0.8642 |
|
1.000 |
0.8606 |
|
1.618 |
0.8549 |
|
2.618 |
0.8456 |
|
4.250 |
0.8304 |
|
|
| Fisher Pivots for day following 19-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8761 |
0.8743 |
| PP |
0.8753 |
0.8718 |
| S1 |
0.8746 |
0.8693 |
|