CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 02-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2007 |
02-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8721 |
0.8772 |
0.0051 |
0.6% |
0.8809 |
| High |
0.8779 |
0.8787 |
0.0008 |
0.1% |
0.8821 |
| Low |
0.8669 |
0.8701 |
0.0032 |
0.4% |
0.8669 |
| Close |
0.8746 |
0.8763 |
0.0017 |
0.2% |
0.8763 |
| Range |
0.0110 |
0.0086 |
-0.0024 |
-21.8% |
0.0152 |
| ATR |
0.0079 |
0.0079 |
0.0001 |
0.7% |
0.0000 |
| Volume |
187,073 |
165,747 |
-21,326 |
-11.4% |
589,684 |
|
| Daily Pivots for day following 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9008 |
0.8972 |
0.8810 |
|
| R3 |
0.8922 |
0.8886 |
0.8787 |
|
| R2 |
0.8836 |
0.8836 |
0.8779 |
|
| R1 |
0.8800 |
0.8800 |
0.8771 |
0.8775 |
| PP |
0.8750 |
0.8750 |
0.8750 |
0.8738 |
| S1 |
0.8714 |
0.8714 |
0.8755 |
0.8689 |
| S2 |
0.8664 |
0.8664 |
0.8747 |
|
| S3 |
0.8578 |
0.8628 |
0.8739 |
|
| S4 |
0.8492 |
0.8542 |
0.8716 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9207 |
0.9137 |
0.8847 |
|
| R3 |
0.9055 |
0.8985 |
0.8805 |
|
| R2 |
0.8903 |
0.8903 |
0.8791 |
|
| R1 |
0.8833 |
0.8833 |
0.8777 |
0.8792 |
| PP |
0.8751 |
0.8751 |
0.8751 |
0.8731 |
| S1 |
0.8681 |
0.8681 |
0.8749 |
0.8640 |
| S2 |
0.8599 |
0.8599 |
0.8735 |
|
| S3 |
0.8447 |
0.8529 |
0.8721 |
|
| S4 |
0.8295 |
0.8377 |
0.8679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8821 |
0.8669 |
0.0152 |
1.7% |
0.0079 |
0.9% |
62% |
False |
False |
117,936 |
| 10 |
0.8887 |
0.8669 |
0.0218 |
2.5% |
0.0078 |
0.9% |
43% |
False |
False |
117,565 |
| 20 |
0.8887 |
0.8529 |
0.0358 |
4.1% |
0.0074 |
0.8% |
65% |
False |
False |
105,905 |
| 40 |
0.8996 |
0.8529 |
0.0467 |
5.3% |
0.0079 |
0.9% |
50% |
False |
False |
104,062 |
| 60 |
0.9089 |
0.8529 |
0.0560 |
6.4% |
0.0090 |
1.0% |
42% |
False |
False |
70,207 |
| 80 |
0.9089 |
0.8322 |
0.0767 |
8.8% |
0.0085 |
1.0% |
57% |
False |
False |
52,709 |
| 100 |
0.9089 |
0.8235 |
0.0854 |
9.7% |
0.0074 |
0.8% |
62% |
False |
False |
42,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9153 |
|
2.618 |
0.9012 |
|
1.618 |
0.8926 |
|
1.000 |
0.8873 |
|
0.618 |
0.8840 |
|
HIGH |
0.8787 |
|
0.618 |
0.8754 |
|
0.500 |
0.8744 |
|
0.382 |
0.8734 |
|
LOW |
0.8701 |
|
0.618 |
0.8648 |
|
1.000 |
0.8615 |
|
1.618 |
0.8562 |
|
2.618 |
0.8476 |
|
4.250 |
0.8336 |
|
|
| Fisher Pivots for day following 02-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8757 |
0.8751 |
| PP |
0.8750 |
0.8740 |
| S1 |
0.8744 |
0.8728 |
|