CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 26-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2007 |
26-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9202 |
0.9265 |
0.0063 |
0.7% |
0.9050 |
| High |
0.9322 |
0.9350 |
0.0028 |
0.3% |
0.9322 |
| Low |
0.9184 |
0.9214 |
0.0030 |
0.3% |
0.9032 |
| Close |
0.9261 |
0.9294 |
0.0033 |
0.4% |
0.9261 |
| Range |
0.0138 |
0.0136 |
-0.0002 |
-1.4% |
0.0290 |
| ATR |
0.0108 |
0.0110 |
0.0002 |
1.8% |
0.0000 |
| Volume |
86,655 |
104,172 |
17,517 |
20.2% |
458,317 |
|
| Daily Pivots for day following 26-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9694 |
0.9630 |
0.9369 |
|
| R3 |
0.9558 |
0.9494 |
0.9331 |
|
| R2 |
0.9422 |
0.9422 |
0.9319 |
|
| R1 |
0.9358 |
0.9358 |
0.9306 |
0.9390 |
| PP |
0.9286 |
0.9286 |
0.9286 |
0.9302 |
| S1 |
0.9222 |
0.9222 |
0.9282 |
0.9254 |
| S2 |
0.9150 |
0.9150 |
0.9269 |
|
| S3 |
0.9014 |
0.9086 |
0.9257 |
|
| S4 |
0.8878 |
0.8950 |
0.9219 |
|
|
| 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 |
0.9350 |
0.9032 |
0.0318 |
3.4% |
0.0124 |
1.3% |
82% |
True |
False |
112,497 |
| 10 |
0.9350 |
0.8895 |
0.0455 |
4.9% |
0.0128 |
1.4% |
88% |
True |
False |
112,600 |
| 20 |
0.9350 |
0.8669 |
0.0681 |
7.3% |
0.0111 |
1.2% |
92% |
True |
False |
125,733 |
| 40 |
0.9350 |
0.8529 |
0.0821 |
8.8% |
0.0092 |
1.0% |
93% |
True |
False |
113,417 |
| 60 |
0.9350 |
0.8529 |
0.0821 |
8.8% |
0.0091 |
1.0% |
93% |
True |
False |
101,985 |
| 80 |
0.9350 |
0.8485 |
0.0865 |
9.3% |
0.0096 |
1.0% |
94% |
True |
False |
76,740 |
| 100 |
0.9350 |
0.8252 |
0.1098 |
11.8% |
0.0089 |
1.0% |
95% |
True |
False |
61,420 |
| 120 |
0.9350 |
0.8235 |
0.1115 |
12.0% |
0.0079 |
0.8% |
95% |
True |
False |
51,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9928 |
|
2.618 |
0.9706 |
|
1.618 |
0.9570 |
|
1.000 |
0.9486 |
|
0.618 |
0.9434 |
|
HIGH |
0.9350 |
|
0.618 |
0.9298 |
|
0.500 |
0.9282 |
|
0.382 |
0.9266 |
|
LOW |
0.9214 |
|
0.618 |
0.9130 |
|
1.000 |
0.9078 |
|
1.618 |
0.8994 |
|
2.618 |
0.8858 |
|
4.250 |
0.8636 |
|
|
| Fisher Pivots for day following 26-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9290 |
0.9274 |
| PP |
0.9286 |
0.9253 |
| S1 |
0.9282 |
0.9233 |
|