CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 20-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2007 |
20-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9050 |
0.9136 |
0.0086 |
1.0% |
0.8917 |
| High |
0.9142 |
0.9157 |
0.0015 |
0.2% |
0.9170 |
| Low |
0.9032 |
0.9067 |
0.0035 |
0.4% |
0.8895 |
| Close |
0.9131 |
0.9142 |
0.0011 |
0.1% |
0.9055 |
| Range |
0.0110 |
0.0090 |
-0.0020 |
-18.2% |
0.0275 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
107,576 |
131,793 |
24,217 |
22.5% |
563,511 |
|
| Daily Pivots for day following 20-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9392 |
0.9357 |
0.9192 |
|
| R3 |
0.9302 |
0.9267 |
0.9167 |
|
| R2 |
0.9212 |
0.9212 |
0.9159 |
|
| R1 |
0.9177 |
0.9177 |
0.9150 |
0.9195 |
| PP |
0.9122 |
0.9122 |
0.9122 |
0.9131 |
| S1 |
0.9087 |
0.9087 |
0.9134 |
0.9105 |
| S2 |
0.9032 |
0.9032 |
0.9126 |
|
| S3 |
0.8942 |
0.8997 |
0.9117 |
|
| S4 |
0.8852 |
0.8907 |
0.9093 |
|
|
| 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 |
0.9157 |
0.8975 |
0.0182 |
2.0% |
0.0108 |
1.2% |
92% |
True |
False |
133,737 |
| 10 |
0.9170 |
0.8751 |
0.0419 |
4.6% |
0.0131 |
1.4% |
93% |
False |
False |
139,351 |
| 20 |
0.9170 |
0.8669 |
0.0501 |
5.5% |
0.0101 |
1.1% |
94% |
False |
False |
126,312 |
| 40 |
0.9170 |
0.8529 |
0.0641 |
7.0% |
0.0087 |
1.0% |
96% |
False |
False |
113,356 |
| 60 |
0.9170 |
0.8529 |
0.0641 |
7.0% |
0.0089 |
1.0% |
96% |
False |
False |
96,673 |
| 80 |
0.9170 |
0.8485 |
0.0685 |
7.5% |
0.0094 |
1.0% |
96% |
False |
False |
72,708 |
| 100 |
0.9170 |
0.8252 |
0.0918 |
10.0% |
0.0085 |
0.9% |
97% |
False |
False |
58,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9540 |
|
2.618 |
0.9393 |
|
1.618 |
0.9303 |
|
1.000 |
0.9247 |
|
0.618 |
0.9213 |
|
HIGH |
0.9157 |
|
0.618 |
0.9123 |
|
0.500 |
0.9112 |
|
0.382 |
0.9101 |
|
LOW |
0.9067 |
|
0.618 |
0.9011 |
|
1.000 |
0.8977 |
|
1.618 |
0.8921 |
|
2.618 |
0.8831 |
|
4.250 |
0.8685 |
|
|
| Fisher Pivots for day following 20-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9132 |
0.9123 |
| PP |
0.9122 |
0.9104 |
| S1 |
0.9112 |
0.9085 |
|