CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 09-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2007 |
09-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8936 |
0.8917 |
-0.0019 |
-0.2% |
0.8760 |
| High |
0.8946 |
0.9086 |
0.0140 |
1.6% |
0.9086 |
| Low |
0.8856 |
0.8895 |
0.0039 |
0.4% |
0.8751 |
| Close |
0.8935 |
0.9054 |
0.0119 |
1.3% |
0.9054 |
| Range |
0.0090 |
0.0191 |
0.0101 |
112.2% |
0.0335 |
| ATR |
0.0083 |
0.0091 |
0.0008 |
9.3% |
0.0000 |
| Volume |
181,491 |
206,995 |
25,504 |
14.1% |
798,981 |
|
| Daily Pivots for day following 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9585 |
0.9510 |
0.9159 |
|
| R3 |
0.9394 |
0.9319 |
0.9107 |
|
| R2 |
0.9203 |
0.9203 |
0.9089 |
|
| R1 |
0.9128 |
0.9128 |
0.9072 |
0.9166 |
| PP |
0.9012 |
0.9012 |
0.9012 |
0.9030 |
| S1 |
0.8937 |
0.8937 |
0.9036 |
0.8975 |
| S2 |
0.8821 |
0.8821 |
0.9019 |
|
| S3 |
0.8630 |
0.8746 |
0.9001 |
|
| S4 |
0.8439 |
0.8555 |
0.8949 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9969 |
0.9846 |
0.9238 |
|
| R3 |
0.9634 |
0.9511 |
0.9146 |
|
| R2 |
0.9299 |
0.9299 |
0.9115 |
|
| R1 |
0.9176 |
0.9176 |
0.9085 |
0.9238 |
| PP |
0.8964 |
0.8964 |
0.8964 |
0.8994 |
| S1 |
0.8841 |
0.8841 |
0.9023 |
0.8903 |
| S2 |
0.8629 |
0.8629 |
0.8993 |
|
| S3 |
0.8294 |
0.8506 |
0.8962 |
|
| S4 |
0.7959 |
0.8171 |
0.8870 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9086 |
0.8751 |
0.0335 |
3.7% |
0.0111 |
1.2% |
90% |
True |
False |
159,796 |
| 10 |
0.9086 |
0.8669 |
0.0417 |
4.6% |
0.0095 |
1.1% |
92% |
True |
False |
138,866 |
| 20 |
0.9086 |
0.8541 |
0.0545 |
6.0% |
0.0088 |
1.0% |
94% |
True |
False |
130,243 |
| 40 |
0.9086 |
0.8529 |
0.0557 |
6.2% |
0.0082 |
0.9% |
94% |
True |
False |
112,813 |
| 60 |
0.9086 |
0.8529 |
0.0557 |
6.2% |
0.0085 |
0.9% |
94% |
True |
False |
83,450 |
| 80 |
0.9089 |
0.8378 |
0.0711 |
7.9% |
0.0089 |
1.0% |
95% |
False |
False |
62,695 |
| 100 |
0.9089 |
0.8235 |
0.0854 |
9.4% |
0.0079 |
0.9% |
96% |
False |
False |
50,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9898 |
|
2.618 |
0.9586 |
|
1.618 |
0.9395 |
|
1.000 |
0.9277 |
|
0.618 |
0.9204 |
|
HIGH |
0.9086 |
|
0.618 |
0.9013 |
|
0.500 |
0.8991 |
|
0.382 |
0.8968 |
|
LOW |
0.8895 |
|
0.618 |
0.8777 |
|
1.000 |
0.8704 |
|
1.618 |
0.8586 |
|
2.618 |
0.8395 |
|
4.250 |
0.8083 |
|
|
| Fisher Pivots for day following 09-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9033 |
0.9009 |
| PP |
0.9012 |
0.8964 |
| S1 |
0.8991 |
0.8919 |
|