CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 06-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2007 |
06-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8760 |
0.8782 |
0.0022 |
0.3% |
0.8809 |
| High |
0.8813 |
0.8793 |
-0.0020 |
-0.2% |
0.8821 |
| Low |
0.8751 |
0.8753 |
0.0002 |
0.0% |
0.8669 |
| Close |
0.8785 |
0.8767 |
-0.0018 |
-0.2% |
0.8763 |
| Range |
0.0062 |
0.0040 |
-0.0022 |
-35.5% |
0.0152 |
| ATR |
0.0078 |
0.0075 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
118,160 |
90,190 |
-27,970 |
-23.7% |
589,684 |
|
| Daily Pivots for day following 06-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8891 |
0.8869 |
0.8789 |
|
| R3 |
0.8851 |
0.8829 |
0.8778 |
|
| R2 |
0.8811 |
0.8811 |
0.8774 |
|
| R1 |
0.8789 |
0.8789 |
0.8771 |
0.8780 |
| PP |
0.8771 |
0.8771 |
0.8771 |
0.8767 |
| S1 |
0.8749 |
0.8749 |
0.8763 |
0.8740 |
| S2 |
0.8731 |
0.8731 |
0.8760 |
|
| S3 |
0.8691 |
0.8709 |
0.8756 |
|
| S4 |
0.8651 |
0.8669 |
0.8745 |
|
|
| 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% |
0.0075 |
0.9% |
68% |
False |
False |
132,175 |
| 10 |
0.8844 |
0.8669 |
0.0175 |
2.0% |
0.0071 |
0.8% |
56% |
False |
False |
113,273 |
| 20 |
0.8887 |
0.8529 |
0.0358 |
4.1% |
0.0073 |
0.8% |
66% |
False |
False |
113,739 |
| 40 |
0.8901 |
0.8529 |
0.0372 |
4.2% |
0.0076 |
0.9% |
64% |
False |
False |
107,765 |
| 60 |
0.9089 |
0.8529 |
0.0560 |
6.4% |
0.0089 |
1.0% |
43% |
False |
False |
73,666 |
| 80 |
0.9089 |
0.8322 |
0.0767 |
8.7% |
0.0085 |
1.0% |
58% |
False |
False |
55,313 |
| 100 |
0.9089 |
0.8235 |
0.0854 |
9.7% |
0.0075 |
0.9% |
62% |
False |
False |
44,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8963 |
|
2.618 |
0.8898 |
|
1.618 |
0.8858 |
|
1.000 |
0.8833 |
|
0.618 |
0.8818 |
|
HIGH |
0.8793 |
|
0.618 |
0.8778 |
|
0.500 |
0.8773 |
|
0.382 |
0.8768 |
|
LOW |
0.8753 |
|
0.618 |
0.8728 |
|
1.000 |
0.8713 |
|
1.618 |
0.8688 |
|
2.618 |
0.8648 |
|
4.250 |
0.8583 |
|
|
| Fisher Pivots for day following 06-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8773 |
0.8764 |
| PP |
0.8771 |
0.8760 |
| S1 |
0.8769 |
0.8757 |
|