CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 22-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2007 |
22-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8707 |
0.8816 |
0.0109 |
1.3% |
0.8570 |
| High |
0.8792 |
0.8887 |
0.0095 |
1.1% |
0.8792 |
| Low |
0.8699 |
0.8777 |
0.0078 |
0.9% |
0.8541 |
| Close |
0.8768 |
0.8818 |
0.0050 |
0.6% |
0.8768 |
| Range |
0.0093 |
0.0110 |
0.0017 |
18.3% |
0.0251 |
| ATR |
0.0079 |
0.0082 |
0.0003 |
3.6% |
0.0000 |
| Volume |
133,460 |
135,069 |
1,609 |
1.2% |
630,229 |
|
| Daily Pivots for day following 22-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9157 |
0.9098 |
0.8879 |
|
| R3 |
0.9047 |
0.8988 |
0.8848 |
|
| R2 |
0.8937 |
0.8937 |
0.8838 |
|
| R1 |
0.8878 |
0.8878 |
0.8828 |
0.8908 |
| PP |
0.8827 |
0.8827 |
0.8827 |
0.8842 |
| S1 |
0.8768 |
0.8768 |
0.8808 |
0.8798 |
| S2 |
0.8717 |
0.8717 |
0.8798 |
|
| S3 |
0.8607 |
0.8658 |
0.8788 |
|
| S4 |
0.8497 |
0.8548 |
0.8758 |
|
|
| 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 |
0.8887 |
0.8576 |
0.0311 |
3.5% |
0.0092 |
1.0% |
78% |
True |
False |
132,680 |
| 10 |
0.8887 |
0.8529 |
0.0358 |
4.1% |
0.0075 |
0.8% |
81% |
True |
False |
107,753 |
| 20 |
0.8887 |
0.8529 |
0.0358 |
4.1% |
0.0074 |
0.8% |
81% |
True |
False |
100,964 |
| 40 |
0.8996 |
0.8529 |
0.0467 |
5.3% |
0.0084 |
1.0% |
62% |
False |
False |
78,966 |
| 60 |
0.9089 |
0.8485 |
0.0604 |
6.8% |
0.0091 |
1.0% |
55% |
False |
False |
52,909 |
| 80 |
0.9089 |
0.8252 |
0.0837 |
9.5% |
0.0081 |
0.9% |
68% |
False |
False |
39,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9355 |
|
2.618 |
0.9175 |
|
1.618 |
0.9065 |
|
1.000 |
0.8997 |
|
0.618 |
0.8955 |
|
HIGH |
0.8887 |
|
0.618 |
0.8845 |
|
0.500 |
0.8832 |
|
0.382 |
0.8819 |
|
LOW |
0.8777 |
|
0.618 |
0.8709 |
|
1.000 |
0.8667 |
|
1.618 |
0.8599 |
|
2.618 |
0.8489 |
|
4.250 |
0.8310 |
|
|
| Fisher Pivots for day following 22-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8832 |
0.8799 |
| PP |
0.8827 |
0.8779 |
| S1 |
0.8823 |
0.8760 |
|