CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 30-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2007 |
30-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8809 |
0.8769 |
-0.0040 |
-0.5% |
0.8816 |
| High |
0.8821 |
0.8790 |
-0.0031 |
-0.4% |
0.8887 |
| Low |
0.8750 |
0.8740 |
-0.0010 |
-0.1% |
0.8748 |
| Close |
0.8774 |
0.8757 |
-0.0017 |
-0.2% |
0.8804 |
| Range |
0.0071 |
0.0050 |
-0.0021 |
-29.6% |
0.0139 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
74,210 |
62,946 |
-11,264 |
-15.2% |
585,969 |
|
| Daily Pivots for day following 30-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8912 |
0.8885 |
0.8785 |
|
| R3 |
0.8862 |
0.8835 |
0.8771 |
|
| R2 |
0.8812 |
0.8812 |
0.8766 |
|
| R1 |
0.8785 |
0.8785 |
0.8762 |
0.8774 |
| PP |
0.8762 |
0.8762 |
0.8762 |
0.8757 |
| S1 |
0.8735 |
0.8735 |
0.8752 |
0.8724 |
| S2 |
0.8712 |
0.8712 |
0.8748 |
|
| S3 |
0.8662 |
0.8685 |
0.8743 |
|
| S4 |
0.8612 |
0.8635 |
0.8730 |
|
|
| 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 |
0.8740 |
0.0104 |
1.2% |
0.0066 |
0.8% |
16% |
False |
True |
94,371 |
| 10 |
0.8887 |
0.8593 |
0.0294 |
3.4% |
0.0078 |
0.9% |
56% |
False |
False |
112,492 |
| 20 |
0.8887 |
0.8529 |
0.0358 |
4.1% |
0.0071 |
0.8% |
64% |
False |
False |
98,227 |
| 40 |
0.8996 |
0.8529 |
0.0467 |
5.3% |
0.0081 |
0.9% |
49% |
False |
False |
93,421 |
| 60 |
0.9089 |
0.8485 |
0.0604 |
6.9% |
0.0090 |
1.0% |
45% |
False |
False |
62,687 |
| 80 |
0.9089 |
0.8322 |
0.0767 |
8.8% |
0.0083 |
0.9% |
57% |
False |
False |
47,056 |
| 100 |
0.9089 |
0.8235 |
0.0854 |
9.8% |
0.0073 |
0.8% |
61% |
False |
False |
37,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9003 |
|
2.618 |
0.8921 |
|
1.618 |
0.8871 |
|
1.000 |
0.8840 |
|
0.618 |
0.8821 |
|
HIGH |
0.8790 |
|
0.618 |
0.8771 |
|
0.500 |
0.8765 |
|
0.382 |
0.8759 |
|
LOW |
0.8740 |
|
0.618 |
0.8709 |
|
1.000 |
0.8690 |
|
1.618 |
0.8659 |
|
2.618 |
0.8609 |
|
4.250 |
0.8528 |
|
|
| Fisher Pivots for day following 30-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8765 |
0.8785 |
| PP |
0.8762 |
0.8775 |
| S1 |
0.8760 |
0.8766 |
|