CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 23-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2007 |
23-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8816 |
0.8788 |
-0.0028 |
-0.3% |
0.8570 |
| High |
0.8887 |
0.8815 |
-0.0072 |
-0.8% |
0.8792 |
| Low |
0.8777 |
0.8748 |
-0.0029 |
-0.3% |
0.8541 |
| Close |
0.8818 |
0.8773 |
-0.0045 |
-0.5% |
0.8768 |
| Range |
0.0110 |
0.0067 |
-0.0043 |
-39.1% |
0.0251 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
135,069 |
116,199 |
-18,870 |
-14.0% |
630,229 |
|
| Daily Pivots for day following 23-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8980 |
0.8943 |
0.8810 |
|
| R3 |
0.8913 |
0.8876 |
0.8791 |
|
| R2 |
0.8846 |
0.8846 |
0.8785 |
|
| R1 |
0.8809 |
0.8809 |
0.8779 |
0.8794 |
| PP |
0.8779 |
0.8779 |
0.8779 |
0.8771 |
| S1 |
0.8742 |
0.8742 |
0.8767 |
0.8727 |
| S2 |
0.8712 |
0.8712 |
0.8761 |
|
| S3 |
0.8645 |
0.8675 |
0.8755 |
|
| S4 |
0.8578 |
0.8608 |
0.8736 |
|
|
| 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 |
0.8593 |
0.0294 |
3.4% |
0.0090 |
1.0% |
61% |
False |
False |
130,614 |
| 10 |
0.8887 |
0.8529 |
0.0358 |
4.1% |
0.0076 |
0.9% |
68% |
False |
False |
114,206 |
| 20 |
0.8887 |
0.8529 |
0.0358 |
4.1% |
0.0074 |
0.8% |
68% |
False |
False |
100,401 |
| 40 |
0.8996 |
0.8529 |
0.0467 |
5.3% |
0.0083 |
0.9% |
52% |
False |
False |
81,854 |
| 60 |
0.9089 |
0.8485 |
0.0604 |
6.9% |
0.0091 |
1.0% |
48% |
False |
False |
54,840 |
| 80 |
0.9089 |
0.8252 |
0.0837 |
9.5% |
0.0081 |
0.9% |
62% |
False |
False |
41,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9100 |
|
2.618 |
0.8990 |
|
1.618 |
0.8923 |
|
1.000 |
0.8882 |
|
0.618 |
0.8856 |
|
HIGH |
0.8815 |
|
0.618 |
0.8789 |
|
0.500 |
0.8782 |
|
0.382 |
0.8774 |
|
LOW |
0.8748 |
|
0.618 |
0.8707 |
|
1.000 |
0.8681 |
|
1.618 |
0.8640 |
|
2.618 |
0.8573 |
|
4.250 |
0.8463 |
|
|
| Fisher Pivots for day following 23-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8782 |
0.8793 |
| PP |
0.8779 |
0.8786 |
| S1 |
0.8776 |
0.8780 |
|