CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 23-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2007 |
23-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9120 |
0.9202 |
0.0082 |
0.9% |
0.9050 |
| High |
0.9262 |
0.9322 |
0.0060 |
0.6% |
0.9322 |
| Low |
0.9115 |
0.9184 |
0.0069 |
0.8% |
0.9032 |
| Close |
0.9230 |
0.9261 |
0.0031 |
0.3% |
0.9261 |
| Range |
0.0147 |
0.0138 |
-0.0009 |
-6.1% |
0.0290 |
| ATR |
0.0106 |
0.0108 |
0.0002 |
2.2% |
0.0000 |
| Volume |
132,293 |
86,655 |
-45,638 |
-34.5% |
458,317 |
|
| Daily Pivots for day following 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9670 |
0.9603 |
0.9337 |
|
| R3 |
0.9532 |
0.9465 |
0.9299 |
|
| R2 |
0.9394 |
0.9394 |
0.9286 |
|
| R1 |
0.9327 |
0.9327 |
0.9274 |
0.9361 |
| PP |
0.9256 |
0.9256 |
0.9256 |
0.9272 |
| S1 |
0.9189 |
0.9189 |
0.9248 |
0.9223 |
| S2 |
0.9118 |
0.9118 |
0.9236 |
|
| S3 |
0.8980 |
0.9051 |
0.9223 |
|
| S4 |
0.8842 |
0.8913 |
0.9185 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0075 |
0.9958 |
0.9421 |
|
| R3 |
0.9785 |
0.9668 |
0.9341 |
|
| R2 |
0.9495 |
0.9495 |
0.9314 |
|
| R1 |
0.9378 |
0.9378 |
0.9288 |
0.9437 |
| PP |
0.9205 |
0.9205 |
0.9205 |
0.9234 |
| S1 |
0.9088 |
0.9088 |
0.9234 |
0.9147 |
| S2 |
0.8915 |
0.8915 |
0.9208 |
|
| S3 |
0.8625 |
0.8798 |
0.9181 |
|
| S4 |
0.8335 |
0.8508 |
0.9102 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9322 |
0.9012 |
0.0310 |
3.3% |
0.0123 |
1.3% |
80% |
True |
False |
118,416 |
| 10 |
0.9322 |
0.8895 |
0.0427 |
4.6% |
0.0133 |
1.4% |
86% |
True |
False |
122,882 |
| 20 |
0.9322 |
0.8669 |
0.0653 |
7.1% |
0.0107 |
1.2% |
91% |
True |
False |
124,707 |
| 40 |
0.9322 |
0.8529 |
0.0793 |
8.6% |
0.0091 |
1.0% |
92% |
True |
False |
113,668 |
| 60 |
0.9322 |
0.8529 |
0.0793 |
8.6% |
0.0090 |
1.0% |
92% |
True |
False |
100,286 |
| 80 |
0.9322 |
0.8485 |
0.0837 |
9.0% |
0.0096 |
1.0% |
93% |
True |
False |
75,441 |
| 100 |
0.9322 |
0.8252 |
0.1070 |
11.6% |
0.0087 |
0.9% |
94% |
True |
False |
60,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9909 |
|
2.618 |
0.9683 |
|
1.618 |
0.9545 |
|
1.000 |
0.9460 |
|
0.618 |
0.9407 |
|
HIGH |
0.9322 |
|
0.618 |
0.9269 |
|
0.500 |
0.9253 |
|
0.382 |
0.9237 |
|
LOW |
0.9184 |
|
0.618 |
0.9099 |
|
1.000 |
0.9046 |
|
1.618 |
0.8961 |
|
2.618 |
0.8823 |
|
4.250 |
0.8598 |
|
|
| Fisher Pivots for day following 23-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9258 |
0.9239 |
| PP |
0.9256 |
0.9217 |
| S1 |
0.9253 |
0.9195 |
|