CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 13-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2007 |
13-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8917 |
0.9165 |
0.0248 |
2.8% |
0.8760 |
| High |
0.9086 |
0.9170 |
0.0084 |
0.9% |
0.9086 |
| Low |
0.8895 |
0.9044 |
0.0149 |
1.7% |
0.8751 |
| Close |
0.9054 |
0.9072 |
0.0018 |
0.2% |
0.9054 |
| Range |
0.0191 |
0.0126 |
-0.0065 |
-34.0% |
0.0335 |
| ATR |
0.0098 |
0.0100 |
0.0002 |
2.1% |
0.0000 |
| Volume |
0 |
134,192 |
134,192 |
|
798,981 |
|
| Daily Pivots for day following 13-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9473 |
0.9399 |
0.9141 |
|
| R3 |
0.9347 |
0.9273 |
0.9107 |
|
| R2 |
0.9221 |
0.9221 |
0.9095 |
|
| R1 |
0.9147 |
0.9147 |
0.9084 |
0.9121 |
| PP |
0.9095 |
0.9095 |
0.9095 |
0.9083 |
| S1 |
0.9021 |
0.9021 |
0.9060 |
0.8995 |
| S2 |
0.8969 |
0.8969 |
0.9049 |
|
| S3 |
0.8843 |
0.8895 |
0.9037 |
|
| S4 |
0.8717 |
0.8769 |
0.9003 |
|
|
| 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 |
0.9170 |
0.8751 |
0.0419 |
4.6% |
0.0154 |
1.7% |
77% |
True |
False |
144,964 |
| 10 |
0.9170 |
0.8669 |
0.0501 |
5.5% |
0.0115 |
1.3% |
80% |
True |
False |
138,570 |
| 20 |
0.9170 |
0.8593 |
0.0577 |
6.4% |
0.0096 |
1.1% |
83% |
True |
False |
125,531 |
| 40 |
0.9170 |
0.8529 |
0.0641 |
7.1% |
0.0085 |
0.9% |
85% |
True |
False |
110,209 |
| 60 |
0.9170 |
0.8529 |
0.0641 |
7.1% |
0.0087 |
1.0% |
85% |
True |
False |
85,633 |
| 80 |
0.9170 |
0.8433 |
0.0737 |
8.1% |
0.0092 |
1.0% |
87% |
True |
False |
64,371 |
| 100 |
0.9170 |
0.8252 |
0.0918 |
10.1% |
0.0082 |
0.9% |
89% |
True |
False |
51,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9706 |
|
2.618 |
0.9500 |
|
1.618 |
0.9374 |
|
1.000 |
0.9296 |
|
0.618 |
0.9248 |
|
HIGH |
0.9170 |
|
0.618 |
0.9122 |
|
0.500 |
0.9107 |
|
0.382 |
0.9092 |
|
LOW |
0.9044 |
|
0.618 |
0.8966 |
|
1.000 |
0.8918 |
|
1.618 |
0.8840 |
|
2.618 |
0.8714 |
|
4.250 |
0.8509 |
|
|
| Fisher Pivots for day following 13-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9107 |
0.9059 |
| PP |
0.9095 |
0.9046 |
| S1 |
0.9084 |
0.9033 |
|