CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 01-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2007 |
01-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8770 |
0.8721 |
-0.0049 |
-0.6% |
0.8816 |
| High |
0.8778 |
0.8779 |
0.0001 |
0.0% |
0.8887 |
| Low |
0.8700 |
0.8669 |
-0.0031 |
-0.4% |
0.8748 |
| Close |
0.8716 |
0.8746 |
0.0030 |
0.3% |
0.8804 |
| Range |
0.0078 |
0.0110 |
0.0032 |
41.0% |
0.0139 |
| ATR |
0.0076 |
0.0079 |
0.0002 |
3.2% |
0.0000 |
| Volume |
99,708 |
187,073 |
87,365 |
87.6% |
585,969 |
|
| Daily Pivots for day following 01-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9061 |
0.9014 |
0.8807 |
|
| R3 |
0.8951 |
0.8904 |
0.8776 |
|
| R2 |
0.8841 |
0.8841 |
0.8766 |
|
| R1 |
0.8794 |
0.8794 |
0.8756 |
0.8818 |
| PP |
0.8731 |
0.8731 |
0.8731 |
0.8743 |
| S1 |
0.8684 |
0.8684 |
0.8736 |
0.8708 |
| S2 |
0.8621 |
0.8621 |
0.8726 |
|
| S3 |
0.8511 |
0.8574 |
0.8716 |
|
| S4 |
0.8401 |
0.8464 |
0.8686 |
|
|
| 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 |
0.8829 |
0.8669 |
0.0160 |
1.8% |
0.0072 |
0.8% |
48% |
False |
True |
101,520 |
| 10 |
0.8887 |
0.8669 |
0.0218 |
2.5% |
0.0079 |
0.9% |
35% |
False |
True |
114,336 |
| 20 |
0.8887 |
0.8529 |
0.0358 |
4.1% |
0.0073 |
0.8% |
61% |
False |
False |
102,475 |
| 40 |
0.8996 |
0.8529 |
0.0467 |
5.3% |
0.0081 |
0.9% |
46% |
False |
False |
100,280 |
| 60 |
0.9089 |
0.8529 |
0.0560 |
6.4% |
0.0090 |
1.0% |
39% |
False |
False |
67,453 |
| 80 |
0.9089 |
0.8322 |
0.0767 |
8.8% |
0.0084 |
1.0% |
55% |
False |
False |
50,637 |
| 100 |
0.9089 |
0.8235 |
0.0854 |
9.8% |
0.0074 |
0.8% |
60% |
False |
False |
40,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9247 |
|
2.618 |
0.9067 |
|
1.618 |
0.8957 |
|
1.000 |
0.8889 |
|
0.618 |
0.8847 |
|
HIGH |
0.8779 |
|
0.618 |
0.8737 |
|
0.500 |
0.8724 |
|
0.382 |
0.8711 |
|
LOW |
0.8669 |
|
0.618 |
0.8601 |
|
1.000 |
0.8559 |
|
1.618 |
0.8491 |
|
2.618 |
0.8381 |
|
4.250 |
0.8202 |
|
|
| Fisher Pivots for day following 01-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8739 |
0.8741 |
| PP |
0.8731 |
0.8735 |
| S1 |
0.8724 |
0.8730 |
|