CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 14-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2007 |
14-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9165 |
0.9053 |
-0.0112 |
-1.2% |
0.8760 |
| High |
0.9170 |
0.9062 |
-0.0108 |
-1.2% |
0.9086 |
| Low |
0.9044 |
0.8975 |
-0.0069 |
-0.8% |
0.8751 |
| Close |
0.9072 |
0.8995 |
-0.0077 |
-0.8% |
0.9054 |
| Range |
0.0126 |
0.0087 |
-0.0039 |
-31.0% |
0.0335 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
134,192 |
149,565 |
15,373 |
11.5% |
798,981 |
|
| Daily Pivots for day following 14-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9272 |
0.9220 |
0.9043 |
|
| R3 |
0.9185 |
0.9133 |
0.9019 |
|
| R2 |
0.9098 |
0.9098 |
0.9011 |
|
| R1 |
0.9046 |
0.9046 |
0.9003 |
0.9029 |
| PP |
0.9011 |
0.9011 |
0.9011 |
0.9002 |
| S1 |
0.8959 |
0.8959 |
0.8987 |
0.8942 |
| S2 |
0.8924 |
0.8924 |
0.8979 |
|
| S3 |
0.8837 |
0.8872 |
0.8971 |
|
| S4 |
0.8750 |
0.8785 |
0.8947 |
|
|
| 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 |
0.8856 |
0.0314 |
3.5% |
0.0137 |
1.5% |
44% |
False |
False |
134,448 |
| 10 |
0.9170 |
0.8669 |
0.0501 |
5.6% |
0.0116 |
1.3% |
65% |
False |
False |
143,555 |
| 20 |
0.9170 |
0.8632 |
0.0538 |
6.0% |
0.0097 |
1.1% |
67% |
False |
False |
126,094 |
| 40 |
0.9170 |
0.8529 |
0.0641 |
7.1% |
0.0086 |
1.0% |
73% |
False |
False |
111,081 |
| 60 |
0.9170 |
0.8529 |
0.0641 |
7.1% |
0.0087 |
1.0% |
73% |
False |
False |
88,117 |
| 80 |
0.9170 |
0.8433 |
0.0737 |
8.2% |
0.0092 |
1.0% |
76% |
False |
False |
66,238 |
| 100 |
0.9170 |
0.8252 |
0.0918 |
10.2% |
0.0082 |
0.9% |
81% |
False |
False |
53,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9432 |
|
2.618 |
0.9290 |
|
1.618 |
0.9203 |
|
1.000 |
0.9149 |
|
0.618 |
0.9116 |
|
HIGH |
0.9062 |
|
0.618 |
0.9029 |
|
0.500 |
0.9019 |
|
0.382 |
0.9008 |
|
LOW |
0.8975 |
|
0.618 |
0.8921 |
|
1.000 |
0.8888 |
|
1.618 |
0.8834 |
|
2.618 |
0.8747 |
|
4.250 |
0.8605 |
|
|
| Fisher Pivots for day following 14-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9019 |
0.9033 |
| PP |
0.9011 |
0.9020 |
| S1 |
0.9003 |
0.9008 |
|