CME Japanese Yen Future December 2007
Trading Metrics calculated at close of trading on 08-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2007 |
08-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
0.8760 |
0.8936 |
0.0176 |
2.0% |
0.8809 |
High |
0.8925 |
0.8946 |
0.0021 |
0.2% |
0.8821 |
Low |
0.8751 |
0.8856 |
0.0105 |
1.2% |
0.8669 |
Close |
0.8897 |
0.8935 |
0.0038 |
0.4% |
0.8763 |
Range |
0.0174 |
0.0090 |
-0.0084 |
-48.3% |
0.0152 |
ATR |
0.0082 |
0.0083 |
0.0001 |
0.7% |
0.0000 |
Volume |
202,145 |
181,491 |
-20,654 |
-10.2% |
589,684 |
|
Daily Pivots for day following 08-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9182 |
0.9149 |
0.8985 |
|
R3 |
0.9092 |
0.9059 |
0.8960 |
|
R2 |
0.9002 |
0.9002 |
0.8952 |
|
R1 |
0.8969 |
0.8969 |
0.8943 |
0.8941 |
PP |
0.8912 |
0.8912 |
0.8912 |
0.8898 |
S1 |
0.8879 |
0.8879 |
0.8927 |
0.8851 |
S2 |
0.8822 |
0.8822 |
0.8919 |
|
S3 |
0.8732 |
0.8789 |
0.8910 |
|
S4 |
0.8642 |
0.8699 |
0.8886 |
|
|
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 |
0.8946 |
0.8701 |
0.0245 |
2.7% |
0.0090 |
1.0% |
96% |
True |
False |
151,546 |
10 |
0.8946 |
0.8669 |
0.0277 |
3.1% |
0.0081 |
0.9% |
96% |
True |
False |
126,533 |
20 |
0.8946 |
0.8529 |
0.0417 |
4.7% |
0.0082 |
0.9% |
97% |
True |
False |
124,437 |
40 |
0.8946 |
0.8529 |
0.0417 |
4.7% |
0.0079 |
0.9% |
97% |
True |
False |
111,694 |
60 |
0.9089 |
0.8529 |
0.0560 |
6.3% |
0.0087 |
1.0% |
73% |
False |
False |
80,047 |
80 |
0.9089 |
0.8322 |
0.0767 |
8.6% |
0.0088 |
1.0% |
80% |
False |
False |
60,107 |
100 |
0.9089 |
0.8235 |
0.0854 |
9.6% |
0.0077 |
0.9% |
82% |
False |
False |
48,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9329 |
2.618 |
0.9182 |
1.618 |
0.9092 |
1.000 |
0.9036 |
0.618 |
0.9002 |
HIGH |
0.8946 |
0.618 |
0.8912 |
0.500 |
0.8901 |
0.382 |
0.8890 |
LOW |
0.8856 |
0.618 |
0.8800 |
1.000 |
0.8766 |
1.618 |
0.8710 |
2.618 |
0.8620 |
4.250 |
0.8474 |
|
|
Fisher Pivots for day following 08-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
0.8924 |
0.8906 |
PP |
0.8912 |
0.8877 |
S1 |
0.8901 |
0.8849 |
|