CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 03-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2007 |
03-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9119 |
0.9020 |
-0.0099 |
-1.1% |
0.9265 |
| High |
0.9135 |
0.9094 |
-0.0041 |
-0.4% |
0.9350 |
| Low |
0.9004 |
0.9015 |
0.0011 |
0.1% |
0.9004 |
| Close |
0.9012 |
0.9067 |
0.0055 |
0.6% |
0.9012 |
| Range |
0.0131 |
0.0079 |
-0.0052 |
-39.7% |
0.0346 |
| ATR |
0.0116 |
0.0114 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
130,685 |
83,353 |
-47,332 |
-36.2% |
684,454 |
|
| Daily Pivots for day following 03-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9296 |
0.9260 |
0.9110 |
|
| R3 |
0.9217 |
0.9181 |
0.9089 |
|
| R2 |
0.9138 |
0.9138 |
0.9081 |
|
| R1 |
0.9102 |
0.9102 |
0.9074 |
0.9120 |
| PP |
0.9059 |
0.9059 |
0.9059 |
0.9068 |
| S1 |
0.9023 |
0.9023 |
0.9060 |
0.9041 |
| S2 |
0.8980 |
0.8980 |
0.9053 |
|
| S3 |
0.8901 |
0.8944 |
0.9045 |
|
| S4 |
0.8822 |
0.8865 |
0.9024 |
|
|
| 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 |
0.9343 |
0.9004 |
0.0339 |
3.7% |
0.0125 |
1.4% |
19% |
False |
False |
132,727 |
| 10 |
0.9350 |
0.9004 |
0.0346 |
3.8% |
0.0125 |
1.4% |
18% |
False |
False |
122,612 |
| 20 |
0.9350 |
0.8751 |
0.0599 |
6.6% |
0.0123 |
1.4% |
53% |
False |
False |
129,430 |
| 40 |
0.9350 |
0.8529 |
0.0821 |
9.1% |
0.0099 |
1.1% |
66% |
False |
False |
117,668 |
| 60 |
0.9350 |
0.8529 |
0.0821 |
9.1% |
0.0093 |
1.0% |
66% |
False |
False |
112,518 |
| 80 |
0.9350 |
0.8529 |
0.0821 |
9.1% |
0.0098 |
1.1% |
66% |
False |
False |
85,013 |
| 100 |
0.9350 |
0.8322 |
0.1028 |
11.3% |
0.0092 |
1.0% |
72% |
False |
False |
68,053 |
| 120 |
0.9350 |
0.8235 |
0.1115 |
12.3% |
0.0082 |
0.9% |
75% |
False |
False |
56,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9430 |
|
2.618 |
0.9301 |
|
1.618 |
0.9222 |
|
1.000 |
0.9173 |
|
0.618 |
0.9143 |
|
HIGH |
0.9094 |
|
0.618 |
0.9064 |
|
0.500 |
0.9055 |
|
0.382 |
0.9045 |
|
LOW |
0.9015 |
|
0.618 |
0.8966 |
|
1.000 |
0.8936 |
|
1.618 |
0.8887 |
|
2.618 |
0.8808 |
|
4.250 |
0.8679 |
|
|
| Fisher Pivots for day following 03-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9063 |
0.9079 |
| PP |
0.9059 |
0.9075 |
| S1 |
0.9055 |
0.9071 |
|