CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 21-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2007 |
21-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9136 |
0.9120 |
-0.0016 |
-0.2% |
0.8917 |
| High |
0.9157 |
0.9262 |
0.0105 |
1.1% |
0.9170 |
| Low |
0.9067 |
0.9115 |
0.0048 |
0.5% |
0.8895 |
| Close |
0.9142 |
0.9230 |
0.0088 |
1.0% |
0.9055 |
| Range |
0.0090 |
0.0147 |
0.0057 |
63.3% |
0.0275 |
| ATR |
0.0103 |
0.0106 |
0.0003 |
3.1% |
0.0000 |
| Volume |
131,793 |
132,293 |
500 |
0.4% |
563,511 |
|
| Daily Pivots for day following 21-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9643 |
0.9584 |
0.9311 |
|
| R3 |
0.9496 |
0.9437 |
0.9270 |
|
| R2 |
0.9349 |
0.9349 |
0.9257 |
|
| R1 |
0.9290 |
0.9290 |
0.9243 |
0.9320 |
| PP |
0.9202 |
0.9202 |
0.9202 |
0.9217 |
| S1 |
0.9143 |
0.9143 |
0.9217 |
0.9173 |
| S2 |
0.9055 |
0.9055 |
0.9203 |
|
| S3 |
0.8908 |
0.8996 |
0.9190 |
|
| S4 |
0.8761 |
0.8849 |
0.9149 |
|
|
| 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 |
0.9262 |
0.8984 |
0.0278 |
3.0% |
0.0120 |
1.3% |
88% |
True |
False |
130,283 |
| 10 |
0.9262 |
0.8856 |
0.0406 |
4.4% |
0.0128 |
1.4% |
92% |
True |
False |
132,365 |
| 20 |
0.9262 |
0.8669 |
0.0593 |
6.4% |
0.0104 |
1.1% |
95% |
True |
False |
126,053 |
| 40 |
0.9262 |
0.8529 |
0.0733 |
7.9% |
0.0089 |
1.0% |
96% |
True |
False |
113,723 |
| 60 |
0.9262 |
0.8529 |
0.0733 |
7.9% |
0.0088 |
1.0% |
96% |
True |
False |
98,853 |
| 80 |
0.9262 |
0.8485 |
0.0777 |
8.4% |
0.0094 |
1.0% |
96% |
True |
False |
74,360 |
| 100 |
0.9262 |
0.8252 |
0.1010 |
10.9% |
0.0087 |
0.9% |
97% |
True |
False |
59,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9887 |
|
2.618 |
0.9647 |
|
1.618 |
0.9500 |
|
1.000 |
0.9409 |
|
0.618 |
0.9353 |
|
HIGH |
0.9262 |
|
0.618 |
0.9206 |
|
0.500 |
0.9189 |
|
0.382 |
0.9171 |
|
LOW |
0.9115 |
|
0.618 |
0.9024 |
|
1.000 |
0.8968 |
|
1.618 |
0.8877 |
|
2.618 |
0.8730 |
|
4.250 |
0.8490 |
|
|
| Fisher Pivots for day following 21-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9216 |
0.9202 |
| PP |
0.9202 |
0.9175 |
| S1 |
0.9189 |
0.9147 |
|