CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 16-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2007 |
16-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9023 |
0.9089 |
0.0066 |
0.7% |
0.8917 |
| High |
0.9107 |
0.9141 |
0.0034 |
0.4% |
0.9170 |
| Low |
0.8984 |
0.9012 |
0.0028 |
0.3% |
0.8895 |
| Close |
0.9085 |
0.9055 |
-0.0030 |
-0.3% |
0.9055 |
| Range |
0.0123 |
0.0129 |
0.0006 |
4.9% |
0.0275 |
| ATR |
0.0101 |
0.0103 |
0.0002 |
2.0% |
0.0000 |
| Volume |
145,989 |
133,765 |
-12,224 |
-8.4% |
563,511 |
|
| Daily Pivots for day following 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9456 |
0.9385 |
0.9126 |
|
| R3 |
0.9327 |
0.9256 |
0.9090 |
|
| R2 |
0.9198 |
0.9198 |
0.9079 |
|
| R1 |
0.9127 |
0.9127 |
0.9067 |
0.9098 |
| PP |
0.9069 |
0.9069 |
0.9069 |
0.9055 |
| S1 |
0.8998 |
0.8998 |
0.9043 |
0.8969 |
| S2 |
0.8940 |
0.8940 |
0.9031 |
|
| S3 |
0.8811 |
0.8869 |
0.9020 |
|
| S4 |
0.8682 |
0.8740 |
0.8984 |
|
|
| Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9865 |
0.9735 |
0.9206 |
|
| R3 |
0.9590 |
0.9460 |
0.9131 |
|
| R2 |
0.9315 |
0.9315 |
0.9105 |
|
| R1 |
0.9185 |
0.9185 |
0.9080 |
0.9250 |
| PP |
0.9040 |
0.9040 |
0.9040 |
0.9073 |
| S1 |
0.8910 |
0.8910 |
0.9030 |
0.8975 |
| S2 |
0.8765 |
0.8765 |
0.9005 |
|
| S3 |
0.8490 |
0.8635 |
0.8979 |
|
| S4 |
0.8215 |
0.8360 |
0.8904 |
|
|
| 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% |
0.0131 |
1.4% |
58% |
False |
False |
112,702 |
| 10 |
0.9170 |
0.8751 |
0.0419 |
4.6% |
0.0121 |
1.3% |
73% |
False |
False |
136,249 |
| 20 |
0.9170 |
0.8669 |
0.0501 |
5.5% |
0.0100 |
1.1% |
77% |
False |
False |
126,907 |
| 40 |
0.9170 |
0.8529 |
0.0641 |
7.1% |
0.0086 |
0.9% |
82% |
False |
False |
112,009 |
| 60 |
0.9170 |
0.8529 |
0.0641 |
7.1% |
0.0088 |
1.0% |
82% |
False |
False |
92,706 |
| 80 |
0.9170 |
0.8485 |
0.0685 |
7.6% |
0.0093 |
1.0% |
83% |
False |
False |
69,726 |
| 100 |
0.9170 |
0.8252 |
0.0918 |
10.1% |
0.0084 |
0.9% |
87% |
False |
False |
55,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9689 |
|
2.618 |
0.9479 |
|
1.618 |
0.9350 |
|
1.000 |
0.9270 |
|
0.618 |
0.9221 |
|
HIGH |
0.9141 |
|
0.618 |
0.9092 |
|
0.500 |
0.9077 |
|
0.382 |
0.9061 |
|
LOW |
0.9012 |
|
0.618 |
0.8932 |
|
1.000 |
0.8883 |
|
1.618 |
0.8803 |
|
2.618 |
0.8674 |
|
4.250 |
0.8464 |
|
|
| Fisher Pivots for day following 16-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9077 |
0.9058 |
| PP |
0.9069 |
0.9057 |
| S1 |
0.9062 |
0.9056 |
|