CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 29-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2007 |
29-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9204 |
0.9115 |
-0.0089 |
-1.0% |
0.9050 |
| High |
0.9257 |
0.9153 |
-0.0104 |
-1.1% |
0.9322 |
| Low |
0.9073 |
0.9083 |
0.0010 |
0.1% |
0.9032 |
| Close |
0.9114 |
0.9123 |
0.0009 |
0.1% |
0.9261 |
| Range |
0.0184 |
0.0070 |
-0.0114 |
-62.0% |
0.0290 |
| ATR |
0.0119 |
0.0115 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
165,970 |
124,653 |
-41,317 |
-24.9% |
458,317 |
|
| Daily Pivots for day following 29-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9330 |
0.9296 |
0.9162 |
|
| R3 |
0.9260 |
0.9226 |
0.9142 |
|
| R2 |
0.9190 |
0.9190 |
0.9136 |
|
| R1 |
0.9156 |
0.9156 |
0.9129 |
0.9173 |
| PP |
0.9120 |
0.9120 |
0.9120 |
0.9128 |
| S1 |
0.9086 |
0.9086 |
0.9117 |
0.9103 |
| S2 |
0.9050 |
0.9050 |
0.9110 |
|
| S3 |
0.8980 |
0.9016 |
0.9104 |
|
| S4 |
0.8910 |
0.8946 |
0.9085 |
|
|
| 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 |
0.9073 |
0.0277 |
3.0% |
0.0138 |
1.5% |
18% |
False |
False |
128,084 |
| 10 |
0.9350 |
0.8984 |
0.0366 |
4.0% |
0.0129 |
1.4% |
38% |
False |
False |
129,184 |
| 20 |
0.9350 |
0.8669 |
0.0681 |
7.5% |
0.0122 |
1.3% |
67% |
False |
False |
136,369 |
| 40 |
0.9350 |
0.8529 |
0.0821 |
9.0% |
0.0096 |
1.1% |
72% |
False |
False |
116,730 |
| 60 |
0.9350 |
0.8529 |
0.0821 |
9.0% |
0.0094 |
1.0% |
72% |
False |
False |
109,318 |
| 80 |
0.9350 |
0.8489 |
0.0861 |
9.4% |
0.0098 |
1.1% |
74% |
False |
False |
82,347 |
| 100 |
0.9350 |
0.8322 |
0.1028 |
11.3% |
0.0091 |
1.0% |
78% |
False |
False |
65,914 |
| 120 |
0.9350 |
0.8235 |
0.1115 |
12.2% |
0.0081 |
0.9% |
80% |
False |
False |
54,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9451 |
|
2.618 |
0.9336 |
|
1.618 |
0.9266 |
|
1.000 |
0.9223 |
|
0.618 |
0.9196 |
|
HIGH |
0.9153 |
|
0.618 |
0.9126 |
|
0.500 |
0.9118 |
|
0.382 |
0.9110 |
|
LOW |
0.9083 |
|
0.618 |
0.9040 |
|
1.000 |
0.9013 |
|
1.618 |
0.8970 |
|
2.618 |
0.8900 |
|
4.250 |
0.8786 |
|
|
| Fisher Pivots for day following 29-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9121 |
0.9208 |
| PP |
0.9120 |
0.9180 |
| S1 |
0.9118 |
0.9151 |
|