CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 24-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2007 |
24-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8788 |
0.8775 |
-0.0013 |
-0.1% |
0.8570 |
| High |
0.8815 |
0.8842 |
0.0027 |
0.3% |
0.8792 |
| Low |
0.8748 |
0.8751 |
0.0003 |
0.0% |
0.8541 |
| Close |
0.8773 |
0.8816 |
0.0043 |
0.5% |
0.8768 |
| Range |
0.0067 |
0.0091 |
0.0024 |
35.8% |
0.0251 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
0.9% |
0.0000 |
| Volume |
116,199 |
137,465 |
21,266 |
18.3% |
630,229 |
|
| Daily Pivots for day following 24-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9076 |
0.9037 |
0.8866 |
|
| R3 |
0.8985 |
0.8946 |
0.8841 |
|
| R2 |
0.8894 |
0.8894 |
0.8833 |
|
| R1 |
0.8855 |
0.8855 |
0.8824 |
0.8875 |
| PP |
0.8803 |
0.8803 |
0.8803 |
0.8813 |
| S1 |
0.8764 |
0.8764 |
0.8808 |
0.8784 |
| S2 |
0.8712 |
0.8712 |
0.8799 |
|
| S3 |
0.8621 |
0.8673 |
0.8791 |
|
| S4 |
0.8530 |
0.8582 |
0.8766 |
|
|
| 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 |
0.8632 |
0.0255 |
2.9% |
0.0093 |
1.1% |
72% |
False |
False |
130,447 |
| 10 |
0.8887 |
0.8529 |
0.0358 |
4.1% |
0.0081 |
0.9% |
80% |
False |
False |
120,443 |
| 20 |
0.8887 |
0.8529 |
0.0358 |
4.1% |
0.0074 |
0.8% |
80% |
False |
False |
101,392 |
| 40 |
0.8996 |
0.8529 |
0.0467 |
5.3% |
0.0081 |
0.9% |
61% |
False |
False |
85,253 |
| 60 |
0.9089 |
0.8485 |
0.0604 |
6.9% |
0.0091 |
1.0% |
55% |
False |
False |
57,129 |
| 80 |
0.9089 |
0.8252 |
0.0837 |
9.5% |
0.0082 |
0.9% |
67% |
False |
False |
42,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9229 |
|
2.618 |
0.9080 |
|
1.618 |
0.8989 |
|
1.000 |
0.8933 |
|
0.618 |
0.8898 |
|
HIGH |
0.8842 |
|
0.618 |
0.8807 |
|
0.500 |
0.8797 |
|
0.382 |
0.8786 |
|
LOW |
0.8751 |
|
0.618 |
0.8695 |
|
1.000 |
0.8660 |
|
1.618 |
0.8604 |
|
2.618 |
0.8513 |
|
4.250 |
0.8364 |
|
|
| Fisher Pivots for day following 24-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8810 |
0.8818 |
| PP |
0.8803 |
0.8817 |
| S1 |
0.8797 |
0.8817 |
|