CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 15-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2007 |
15-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9053 |
0.9023 |
-0.0030 |
-0.3% |
0.8760 |
| High |
0.9062 |
0.9107 |
0.0045 |
0.5% |
0.9086 |
| Low |
0.8975 |
0.8984 |
0.0009 |
0.1% |
0.8751 |
| Close |
0.8995 |
0.9085 |
0.0090 |
1.0% |
0.9054 |
| Range |
0.0087 |
0.0123 |
0.0036 |
41.4% |
0.0335 |
| ATR |
0.0100 |
0.0101 |
0.0002 |
1.7% |
0.0000 |
| Volume |
149,565 |
145,989 |
-3,576 |
-2.4% |
798,981 |
|
| Daily Pivots for day following 15-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9428 |
0.9379 |
0.9153 |
|
| R3 |
0.9305 |
0.9256 |
0.9119 |
|
| R2 |
0.9182 |
0.9182 |
0.9108 |
|
| R1 |
0.9133 |
0.9133 |
0.9096 |
0.9158 |
| PP |
0.9059 |
0.9059 |
0.9059 |
0.9071 |
| S1 |
0.9010 |
0.9010 |
0.9074 |
0.9035 |
| S2 |
0.8936 |
0.8936 |
0.9062 |
|
| S3 |
0.8813 |
0.8887 |
0.9051 |
|
| S4 |
0.8690 |
0.8764 |
0.9017 |
|
|
| 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 |
0.8895 |
0.0275 |
3.0% |
0.0144 |
1.6% |
69% |
False |
False |
127,348 |
| 10 |
0.9170 |
0.8701 |
0.0469 |
5.2% |
0.0117 |
1.3% |
82% |
False |
False |
139,447 |
| 20 |
0.9170 |
0.8669 |
0.0501 |
5.5% |
0.0098 |
1.1% |
83% |
False |
False |
126,892 |
| 40 |
0.9170 |
0.8529 |
0.0641 |
7.1% |
0.0085 |
0.9% |
87% |
False |
False |
111,141 |
| 60 |
0.9170 |
0.8529 |
0.0641 |
7.1% |
0.0087 |
1.0% |
87% |
False |
False |
90,514 |
| 80 |
0.9170 |
0.8485 |
0.0685 |
7.5% |
0.0092 |
1.0% |
88% |
False |
False |
68,061 |
| 100 |
0.9170 |
0.8252 |
0.0918 |
10.1% |
0.0083 |
0.9% |
91% |
False |
False |
54,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9630 |
|
2.618 |
0.9429 |
|
1.618 |
0.9306 |
|
1.000 |
0.9230 |
|
0.618 |
0.9183 |
|
HIGH |
0.9107 |
|
0.618 |
0.9060 |
|
0.500 |
0.9046 |
|
0.382 |
0.9031 |
|
LOW |
0.8984 |
|
0.618 |
0.8908 |
|
1.000 |
0.8861 |
|
1.618 |
0.8785 |
|
2.618 |
0.8662 |
|
4.250 |
0.8461 |
|
|
| Fisher Pivots for day following 15-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9072 |
0.9081 |
| PP |
0.9059 |
0.9077 |
| S1 |
0.9046 |
0.9073 |
|