CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 25-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2007 |
25-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8775 |
0.8814 |
0.0039 |
0.4% |
0.8570 |
| High |
0.8842 |
0.8844 |
0.0002 |
0.0% |
0.8792 |
| Low |
0.8751 |
0.8778 |
0.0027 |
0.3% |
0.8541 |
| Close |
0.8816 |
0.8818 |
0.0002 |
0.0% |
0.8768 |
| Range |
0.0091 |
0.0066 |
-0.0025 |
-27.5% |
0.0251 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
137,465 |
113,572 |
-23,893 |
-17.4% |
630,229 |
|
| Daily Pivots for day following 25-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9011 |
0.8981 |
0.8854 |
|
| R3 |
0.8945 |
0.8915 |
0.8836 |
|
| R2 |
0.8879 |
0.8879 |
0.8830 |
|
| R1 |
0.8849 |
0.8849 |
0.8824 |
0.8864 |
| PP |
0.8813 |
0.8813 |
0.8813 |
0.8821 |
| S1 |
0.8783 |
0.8783 |
0.8812 |
0.8798 |
| S2 |
0.8747 |
0.8747 |
0.8806 |
|
| S3 |
0.8681 |
0.8717 |
0.8800 |
|
| S4 |
0.8615 |
0.8651 |
0.8782 |
|
|
| 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 |
0.8699 |
0.0188 |
2.1% |
0.0085 |
1.0% |
63% |
False |
False |
127,153 |
| 10 |
0.8887 |
0.8529 |
0.0358 |
4.1% |
0.0082 |
0.9% |
81% |
False |
False |
122,340 |
| 20 |
0.8887 |
0.8529 |
0.0358 |
4.1% |
0.0074 |
0.8% |
81% |
False |
False |
102,628 |
| 40 |
0.8996 |
0.8529 |
0.0467 |
5.3% |
0.0081 |
0.9% |
62% |
False |
False |
88,075 |
| 60 |
0.9089 |
0.8485 |
0.0604 |
6.8% |
0.0092 |
1.0% |
55% |
False |
False |
59,019 |
| 80 |
0.9089 |
0.8252 |
0.0837 |
9.5% |
0.0083 |
0.9% |
68% |
False |
False |
44,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9125 |
|
2.618 |
0.9017 |
|
1.618 |
0.8951 |
|
1.000 |
0.8910 |
|
0.618 |
0.8885 |
|
HIGH |
0.8844 |
|
0.618 |
0.8819 |
|
0.500 |
0.8811 |
|
0.382 |
0.8803 |
|
LOW |
0.8778 |
|
0.618 |
0.8737 |
|
1.000 |
0.8712 |
|
1.618 |
0.8671 |
|
2.618 |
0.8605 |
|
4.250 |
0.8498 |
|
|
| Fisher Pivots for day following 25-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8816 |
0.8811 |
| PP |
0.8813 |
0.8803 |
| S1 |
0.8811 |
0.8796 |
|