CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 19-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2007 |
19-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9089 |
0.9050 |
-0.0039 |
-0.4% |
0.8917 |
| High |
0.9141 |
0.9142 |
0.0001 |
0.0% |
0.9170 |
| Low |
0.9012 |
0.9032 |
0.0020 |
0.2% |
0.8895 |
| Close |
0.9055 |
0.9131 |
0.0076 |
0.8% |
0.9055 |
| Range |
0.0129 |
0.0110 |
-0.0019 |
-14.7% |
0.0275 |
| ATR |
0.0103 |
0.0104 |
0.0000 |
0.5% |
0.0000 |
| Volume |
133,765 |
107,576 |
-26,189 |
-19.6% |
563,511 |
|
| Daily Pivots for day following 19-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9432 |
0.9391 |
0.9192 |
|
| R3 |
0.9322 |
0.9281 |
0.9161 |
|
| R2 |
0.9212 |
0.9212 |
0.9151 |
|
| R1 |
0.9171 |
0.9171 |
0.9141 |
0.9192 |
| PP |
0.9102 |
0.9102 |
0.9102 |
0.9112 |
| S1 |
0.9061 |
0.9061 |
0.9121 |
0.9082 |
| S2 |
0.8992 |
0.8992 |
0.9111 |
|
| S3 |
0.8882 |
0.8951 |
0.9101 |
|
| S4 |
0.8772 |
0.8841 |
0.9071 |
|
|
| 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 |
0.8975 |
0.0195 |
2.1% |
0.0115 |
1.3% |
80% |
False |
False |
134,217 |
| 10 |
0.9170 |
0.8751 |
0.0419 |
4.6% |
0.0126 |
1.4% |
91% |
False |
False |
135,190 |
| 20 |
0.9170 |
0.8669 |
0.0501 |
5.5% |
0.0100 |
1.1% |
92% |
False |
False |
125,532 |
| 40 |
0.9170 |
0.8529 |
0.0641 |
7.0% |
0.0087 |
1.0% |
94% |
False |
False |
113,248 |
| 60 |
0.9170 |
0.8529 |
0.0641 |
7.0% |
0.0089 |
1.0% |
94% |
False |
False |
94,488 |
| 80 |
0.9170 |
0.8485 |
0.0685 |
7.5% |
0.0093 |
1.0% |
94% |
False |
False |
71,064 |
| 100 |
0.9170 |
0.8252 |
0.0918 |
10.1% |
0.0085 |
0.9% |
96% |
False |
False |
56,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9610 |
|
2.618 |
0.9430 |
|
1.618 |
0.9320 |
|
1.000 |
0.9252 |
|
0.618 |
0.9210 |
|
HIGH |
0.9142 |
|
0.618 |
0.9100 |
|
0.500 |
0.9087 |
|
0.382 |
0.9074 |
|
LOW |
0.9032 |
|
0.618 |
0.8964 |
|
1.000 |
0.8922 |
|
1.618 |
0.8854 |
|
2.618 |
0.8744 |
|
4.250 |
0.8565 |
|
|
| Fisher Pivots for day following 19-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9116 |
0.9108 |
| PP |
0.9102 |
0.9086 |
| S1 |
0.9087 |
0.9063 |
|