CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 30-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2007 |
30-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9115 |
0.9119 |
0.0004 |
0.0% |
0.9265 |
| High |
0.9153 |
0.9135 |
-0.0018 |
-0.2% |
0.9350 |
| Low |
0.9083 |
0.9004 |
-0.0079 |
-0.9% |
0.9004 |
| Close |
0.9123 |
0.9012 |
-0.0111 |
-1.2% |
0.9012 |
| Range |
0.0070 |
0.0131 |
0.0061 |
87.1% |
0.0346 |
| ATR |
0.0115 |
0.0116 |
0.0001 |
1.0% |
0.0000 |
| Volume |
124,653 |
130,685 |
6,032 |
4.8% |
684,454 |
|
| Daily Pivots for day following 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9443 |
0.9359 |
0.9084 |
|
| R3 |
0.9312 |
0.9228 |
0.9048 |
|
| R2 |
0.9181 |
0.9181 |
0.9036 |
|
| R1 |
0.9097 |
0.9097 |
0.9024 |
0.9074 |
| PP |
0.9050 |
0.9050 |
0.9050 |
0.9039 |
| S1 |
0.8966 |
0.8966 |
0.9000 |
0.8943 |
| S2 |
0.8919 |
0.8919 |
0.8988 |
|
| S3 |
0.8788 |
0.8835 |
0.8976 |
|
| S4 |
0.8657 |
0.8704 |
0.8940 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0160 |
0.9932 |
0.9202 |
|
| R3 |
0.9814 |
0.9586 |
0.9107 |
|
| R2 |
0.9468 |
0.9468 |
0.9075 |
|
| R1 |
0.9240 |
0.9240 |
0.9044 |
0.9181 |
| PP |
0.9122 |
0.9122 |
0.9122 |
0.9093 |
| S1 |
0.8894 |
0.8894 |
0.8980 |
0.8835 |
| S2 |
0.8776 |
0.8776 |
0.8949 |
|
| S3 |
0.8430 |
0.8548 |
0.8917 |
|
| S4 |
0.8084 |
0.8202 |
0.8822 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9350 |
0.9004 |
0.0346 |
3.8% |
0.0136 |
1.5% |
2% |
False |
True |
136,890 |
| 10 |
0.9350 |
0.9004 |
0.0346 |
3.8% |
0.0130 |
1.4% |
2% |
False |
True |
127,653 |
| 20 |
0.9350 |
0.8701 |
0.0649 |
7.2% |
0.0123 |
1.4% |
48% |
False |
False |
133,550 |
| 40 |
0.9350 |
0.8529 |
0.0821 |
9.1% |
0.0098 |
1.1% |
59% |
False |
False |
118,012 |
| 60 |
0.9350 |
0.8529 |
0.0821 |
9.1% |
0.0095 |
1.1% |
59% |
False |
False |
111,370 |
| 80 |
0.9350 |
0.8529 |
0.0821 |
9.1% |
0.0098 |
1.1% |
59% |
False |
False |
83,977 |
| 100 |
0.9350 |
0.8322 |
0.1028 |
11.4% |
0.0092 |
1.0% |
67% |
False |
False |
67,220 |
| 120 |
0.9350 |
0.8235 |
0.1115 |
12.4% |
0.0082 |
0.9% |
70% |
False |
False |
56,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9692 |
|
2.618 |
0.9478 |
|
1.618 |
0.9347 |
|
1.000 |
0.9266 |
|
0.618 |
0.9216 |
|
HIGH |
0.9135 |
|
0.618 |
0.9085 |
|
0.500 |
0.9070 |
|
0.382 |
0.9054 |
|
LOW |
0.9004 |
|
0.618 |
0.8923 |
|
1.000 |
0.8873 |
|
1.618 |
0.8792 |
|
2.618 |
0.8661 |
|
4.250 |
0.8447 |
|
|
| Fisher Pivots for day following 30-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9070 |
0.9131 |
| PP |
0.9050 |
0.9091 |
| S1 |
0.9031 |
0.9052 |
|