CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 29-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2007 |
29-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8811 |
0.8809 |
-0.0002 |
0.0% |
0.8816 |
| High |
0.8829 |
0.8821 |
-0.0008 |
-0.1% |
0.8887 |
| Low |
0.8778 |
0.8750 |
-0.0028 |
-0.3% |
0.8748 |
| Close |
0.8804 |
0.8774 |
-0.0030 |
-0.3% |
0.8804 |
| Range |
0.0051 |
0.0071 |
0.0020 |
39.2% |
0.0139 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
83,664 |
74,210 |
-9,454 |
-11.3% |
585,969 |
|
| Daily Pivots for day following 29-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8995 |
0.8955 |
0.8813 |
|
| R3 |
0.8924 |
0.8884 |
0.8794 |
|
| R2 |
0.8853 |
0.8853 |
0.8787 |
|
| R1 |
0.8813 |
0.8813 |
0.8781 |
0.8798 |
| PP |
0.8782 |
0.8782 |
0.8782 |
0.8774 |
| S1 |
0.8742 |
0.8742 |
0.8767 |
0.8727 |
| S2 |
0.8711 |
0.8711 |
0.8761 |
|
| S3 |
0.8640 |
0.8671 |
0.8754 |
|
| S4 |
0.8569 |
0.8600 |
0.8735 |
|
|
| 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 |
0.8844 |
0.8748 |
0.0096 |
1.1% |
0.0069 |
0.8% |
27% |
False |
False |
105,022 |
| 10 |
0.8887 |
0.8576 |
0.0311 |
3.5% |
0.0081 |
0.9% |
64% |
False |
False |
118,851 |
| 20 |
0.8887 |
0.8529 |
0.0358 |
4.1% |
0.0071 |
0.8% |
68% |
False |
False |
98,622 |
| 40 |
0.8996 |
0.8529 |
0.0467 |
5.3% |
0.0081 |
0.9% |
52% |
False |
False |
91,911 |
| 60 |
0.9089 |
0.8485 |
0.0604 |
6.9% |
0.0090 |
1.0% |
48% |
False |
False |
61,644 |
| 80 |
0.9089 |
0.8275 |
0.0814 |
9.3% |
0.0084 |
1.0% |
61% |
False |
False |
46,269 |
| 100 |
0.9089 |
0.8235 |
0.0854 |
9.7% |
0.0072 |
0.8% |
63% |
False |
False |
37,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9123 |
|
2.618 |
0.9007 |
|
1.618 |
0.8936 |
|
1.000 |
0.8892 |
|
0.618 |
0.8865 |
|
HIGH |
0.8821 |
|
0.618 |
0.8794 |
|
0.500 |
0.8786 |
|
0.382 |
0.8777 |
|
LOW |
0.8750 |
|
0.618 |
0.8706 |
|
1.000 |
0.8679 |
|
1.618 |
0.8635 |
|
2.618 |
0.8564 |
|
4.250 |
0.8448 |
|
|
| Fisher Pivots for day following 29-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8786 |
0.8797 |
| PP |
0.8782 |
0.8789 |
| S1 |
0.8778 |
0.8782 |
|