CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 07-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2007 |
07-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8782 |
0.8760 |
-0.0022 |
-0.3% |
0.8809 |
| High |
0.8793 |
0.8925 |
0.0132 |
1.5% |
0.8821 |
| Low |
0.8753 |
0.8751 |
-0.0002 |
0.0% |
0.8669 |
| Close |
0.8767 |
0.8897 |
0.0130 |
1.5% |
0.8763 |
| Range |
0.0040 |
0.0174 |
0.0134 |
335.0% |
0.0152 |
| ATR |
0.0075 |
0.0082 |
0.0007 |
9.4% |
0.0000 |
| Volume |
90,190 |
202,145 |
111,955 |
124.1% |
589,684 |
|
| Daily Pivots for day following 07-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9380 |
0.9312 |
0.8993 |
|
| R3 |
0.9206 |
0.9138 |
0.8945 |
|
| R2 |
0.9032 |
0.9032 |
0.8929 |
|
| R1 |
0.8964 |
0.8964 |
0.8913 |
0.8998 |
| PP |
0.8858 |
0.8858 |
0.8858 |
0.8875 |
| S1 |
0.8790 |
0.8790 |
0.8881 |
0.8824 |
| S2 |
0.8684 |
0.8684 |
0.8865 |
|
| S3 |
0.8510 |
0.8616 |
0.8849 |
|
| S4 |
0.8336 |
0.8442 |
0.8801 |
|
|
| 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 |
0.8925 |
0.8669 |
0.0256 |
2.9% |
0.0094 |
1.1% |
89% |
True |
False |
152,663 |
| 10 |
0.8925 |
0.8669 |
0.0256 |
2.9% |
0.0079 |
0.9% |
89% |
True |
False |
119,741 |
| 20 |
0.8925 |
0.8529 |
0.0396 |
4.5% |
0.0080 |
0.9% |
93% |
True |
False |
120,092 |
| 40 |
0.8925 |
0.8529 |
0.0396 |
4.5% |
0.0080 |
0.9% |
93% |
True |
False |
110,786 |
| 60 |
0.9089 |
0.8529 |
0.0560 |
6.3% |
0.0091 |
1.0% |
66% |
False |
False |
77,030 |
| 80 |
0.9089 |
0.8322 |
0.0767 |
8.6% |
0.0087 |
1.0% |
75% |
False |
False |
57,839 |
| 100 |
0.9089 |
0.8235 |
0.0854 |
9.6% |
0.0077 |
0.9% |
78% |
False |
False |
46,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9665 |
|
2.618 |
0.9381 |
|
1.618 |
0.9207 |
|
1.000 |
0.9099 |
|
0.618 |
0.9033 |
|
HIGH |
0.8925 |
|
0.618 |
0.8859 |
|
0.500 |
0.8838 |
|
0.382 |
0.8817 |
|
LOW |
0.8751 |
|
0.618 |
0.8643 |
|
1.000 |
0.8577 |
|
1.618 |
0.8469 |
|
2.618 |
0.8295 |
|
4.250 |
0.8012 |
|
|
| Fisher Pivots for day following 07-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8877 |
0.8877 |
| PP |
0.8858 |
0.8858 |
| S1 |
0.8838 |
0.8838 |
|