CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 31-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2007 |
31-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8769 |
0.8770 |
0.0001 |
0.0% |
0.8816 |
| High |
0.8790 |
0.8778 |
-0.0012 |
-0.1% |
0.8887 |
| Low |
0.8740 |
0.8700 |
-0.0040 |
-0.5% |
0.8748 |
| Close |
0.8757 |
0.8716 |
-0.0041 |
-0.5% |
0.8804 |
| Range |
0.0050 |
0.0078 |
0.0028 |
56.0% |
0.0139 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.2% |
0.0000 |
| Volume |
62,946 |
99,708 |
36,762 |
58.4% |
585,969 |
|
| Daily Pivots for day following 31-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8965 |
0.8919 |
0.8759 |
|
| R3 |
0.8887 |
0.8841 |
0.8737 |
|
| R2 |
0.8809 |
0.8809 |
0.8730 |
|
| R1 |
0.8763 |
0.8763 |
0.8723 |
0.8747 |
| PP |
0.8731 |
0.8731 |
0.8731 |
0.8724 |
| S1 |
0.8685 |
0.8685 |
0.8709 |
0.8669 |
| S2 |
0.8653 |
0.8653 |
0.8702 |
|
| S3 |
0.8575 |
0.8607 |
0.8695 |
|
| S4 |
0.8497 |
0.8529 |
0.8673 |
|
|
| 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 |
0.8700 |
0.0144 |
1.7% |
0.0063 |
0.7% |
11% |
False |
True |
86,820 |
| 10 |
0.8887 |
0.8632 |
0.0255 |
2.9% |
0.0078 |
0.9% |
33% |
False |
False |
108,633 |
| 20 |
0.8887 |
0.8529 |
0.0358 |
4.1% |
0.0070 |
0.8% |
52% |
False |
False |
97,090 |
| 40 |
0.8996 |
0.8529 |
0.0467 |
5.4% |
0.0080 |
0.9% |
40% |
False |
False |
95,792 |
| 60 |
0.9089 |
0.8489 |
0.0600 |
6.9% |
0.0090 |
1.0% |
38% |
False |
False |
64,340 |
| 80 |
0.9089 |
0.8322 |
0.0767 |
8.8% |
0.0083 |
1.0% |
51% |
False |
False |
48,300 |
| 100 |
0.9089 |
0.8235 |
0.0854 |
9.8% |
0.0073 |
0.8% |
56% |
False |
False |
38,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9110 |
|
2.618 |
0.8982 |
|
1.618 |
0.8904 |
|
1.000 |
0.8856 |
|
0.618 |
0.8826 |
|
HIGH |
0.8778 |
|
0.618 |
0.8748 |
|
0.500 |
0.8739 |
|
0.382 |
0.8730 |
|
LOW |
0.8700 |
|
0.618 |
0.8652 |
|
1.000 |
0.8622 |
|
1.618 |
0.8574 |
|
2.618 |
0.8496 |
|
4.250 |
0.8369 |
|
|
| Fisher Pivots for day following 31-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8739 |
0.8761 |
| PP |
0.8731 |
0.8746 |
| S1 |
0.8724 |
0.8731 |
|