CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 05-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2007 |
05-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8772 |
0.8760 |
-0.0012 |
-0.1% |
0.8809 |
| High |
0.8787 |
0.8813 |
0.0026 |
0.3% |
0.8821 |
| Low |
0.8701 |
0.8751 |
0.0050 |
0.6% |
0.8669 |
| Close |
0.8763 |
0.8785 |
0.0022 |
0.3% |
0.8763 |
| Range |
0.0086 |
0.0062 |
-0.0024 |
-27.9% |
0.0152 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
165,747 |
118,160 |
-47,587 |
-28.7% |
589,684 |
|
| Daily Pivots for day following 05-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8969 |
0.8939 |
0.8819 |
|
| R3 |
0.8907 |
0.8877 |
0.8802 |
|
| R2 |
0.8845 |
0.8845 |
0.8796 |
|
| R1 |
0.8815 |
0.8815 |
0.8791 |
0.8830 |
| PP |
0.8783 |
0.8783 |
0.8783 |
0.8791 |
| S1 |
0.8753 |
0.8753 |
0.8779 |
0.8768 |
| S2 |
0.8721 |
0.8721 |
0.8774 |
|
| S3 |
0.8659 |
0.8691 |
0.8768 |
|
| S4 |
0.8597 |
0.8629 |
0.8751 |
|
|
| 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 |
0.8813 |
0.8669 |
0.0144 |
1.6% |
0.0077 |
0.9% |
81% |
True |
False |
126,726 |
| 10 |
0.8844 |
0.8669 |
0.0175 |
2.0% |
0.0073 |
0.8% |
66% |
False |
False |
115,874 |
| 20 |
0.8887 |
0.8529 |
0.0358 |
4.1% |
0.0074 |
0.8% |
72% |
False |
False |
111,813 |
| 40 |
0.8931 |
0.8529 |
0.0402 |
4.6% |
0.0077 |
0.9% |
64% |
False |
False |
106,356 |
| 60 |
0.9089 |
0.8529 |
0.0560 |
6.4% |
0.0090 |
1.0% |
46% |
False |
False |
72,166 |
| 80 |
0.9089 |
0.8322 |
0.0767 |
8.7% |
0.0085 |
1.0% |
60% |
False |
False |
54,186 |
| 100 |
0.9089 |
0.8235 |
0.0854 |
9.7% |
0.0075 |
0.9% |
64% |
False |
False |
43,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9077 |
|
2.618 |
0.8975 |
|
1.618 |
0.8913 |
|
1.000 |
0.8875 |
|
0.618 |
0.8851 |
|
HIGH |
0.8813 |
|
0.618 |
0.8789 |
|
0.500 |
0.8782 |
|
0.382 |
0.8775 |
|
LOW |
0.8751 |
|
0.618 |
0.8713 |
|
1.000 |
0.8689 |
|
1.618 |
0.8651 |
|
2.618 |
0.8589 |
|
4.250 |
0.8488 |
|
|
| Fisher Pivots for day following 05-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8784 |
0.8770 |
| PP |
0.8783 |
0.8756 |
| S1 |
0.8782 |
0.8741 |
|