CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 26-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2007 |
26-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8814 |
0.8811 |
-0.0003 |
0.0% |
0.8816 |
| High |
0.8844 |
0.8829 |
-0.0015 |
-0.2% |
0.8887 |
| Low |
0.8778 |
0.8778 |
0.0000 |
0.0% |
0.8748 |
| Close |
0.8818 |
0.8804 |
-0.0014 |
-0.2% |
0.8804 |
| Range |
0.0066 |
0.0051 |
-0.0015 |
-22.7% |
0.0139 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
113,572 |
83,664 |
-29,908 |
-26.3% |
585,969 |
|
| Daily Pivots for day following 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8957 |
0.8931 |
0.8832 |
|
| R3 |
0.8906 |
0.8880 |
0.8818 |
|
| R2 |
0.8855 |
0.8855 |
0.8813 |
|
| R1 |
0.8829 |
0.8829 |
0.8809 |
0.8817 |
| PP |
0.8804 |
0.8804 |
0.8804 |
0.8797 |
| S1 |
0.8778 |
0.8778 |
0.8799 |
0.8766 |
| S2 |
0.8753 |
0.8753 |
0.8795 |
|
| S3 |
0.8702 |
0.8727 |
0.8790 |
|
| S4 |
0.8651 |
0.8676 |
0.8776 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9230 |
0.9156 |
0.8880 |
|
| R3 |
0.9091 |
0.9017 |
0.8842 |
|
| R2 |
0.8952 |
0.8952 |
0.8829 |
|
| R1 |
0.8878 |
0.8878 |
0.8817 |
0.8846 |
| PP |
0.8813 |
0.8813 |
0.8813 |
0.8797 |
| S1 |
0.8739 |
0.8739 |
0.8791 |
0.8707 |
| S2 |
0.8674 |
0.8674 |
0.8779 |
|
| S3 |
0.8535 |
0.8600 |
0.8766 |
|
| S4 |
0.8396 |
0.8461 |
0.8728 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8887 |
0.8748 |
0.0139 |
1.6% |
0.0077 |
0.9% |
40% |
False |
False |
117,193 |
| 10 |
0.8887 |
0.8541 |
0.0346 |
3.9% |
0.0080 |
0.9% |
76% |
False |
False |
121,619 |
| 20 |
0.8887 |
0.8529 |
0.0358 |
4.1% |
0.0073 |
0.8% |
77% |
False |
False |
101,101 |
| 40 |
0.8996 |
0.8529 |
0.0467 |
5.3% |
0.0080 |
0.9% |
59% |
False |
False |
90,111 |
| 60 |
0.9089 |
0.8485 |
0.0604 |
6.9% |
0.0091 |
1.0% |
53% |
False |
False |
60,409 |
| 80 |
0.9089 |
0.8252 |
0.0837 |
9.5% |
0.0083 |
0.9% |
66% |
False |
False |
45,342 |
| 100 |
0.9089 |
0.8235 |
0.0854 |
9.7% |
0.0072 |
0.8% |
67% |
False |
False |
36,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9046 |
|
2.618 |
0.8963 |
|
1.618 |
0.8912 |
|
1.000 |
0.8880 |
|
0.618 |
0.8861 |
|
HIGH |
0.8829 |
|
0.618 |
0.8810 |
|
0.500 |
0.8804 |
|
0.382 |
0.8797 |
|
LOW |
0.8778 |
|
0.618 |
0.8746 |
|
1.000 |
0.8727 |
|
1.618 |
0.8695 |
|
2.618 |
0.8644 |
|
4.250 |
0.8561 |
|
|
| Fisher Pivots for day following 26-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8804 |
0.8802 |
| PP |
0.8804 |
0.8800 |
| S1 |
0.8804 |
0.8798 |
|