CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 04-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2007 |
04-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9020 |
0.9065 |
0.0045 |
0.5% |
0.9265 |
| High |
0.9094 |
0.9142 |
0.0048 |
0.5% |
0.9350 |
| Low |
0.9015 |
0.9059 |
0.0044 |
0.5% |
0.9004 |
| Close |
0.9067 |
0.9111 |
0.0044 |
0.5% |
0.9012 |
| Range |
0.0079 |
0.0083 |
0.0004 |
5.1% |
0.0346 |
| ATR |
0.0114 |
0.0112 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
83,353 |
96,270 |
12,917 |
15.5% |
684,454 |
|
| Daily Pivots for day following 04-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9353 |
0.9315 |
0.9157 |
|
| R3 |
0.9270 |
0.9232 |
0.9134 |
|
| R2 |
0.9187 |
0.9187 |
0.9126 |
|
| R1 |
0.9149 |
0.9149 |
0.9119 |
0.9168 |
| PP |
0.9104 |
0.9104 |
0.9104 |
0.9114 |
| S1 |
0.9066 |
0.9066 |
0.9103 |
0.9085 |
| S2 |
0.9021 |
0.9021 |
0.9096 |
|
| S3 |
0.8938 |
0.8983 |
0.9088 |
|
| S4 |
0.8855 |
0.8900 |
0.9065 |
|
|
| 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 |
0.9257 |
0.9004 |
0.0253 |
2.8% |
0.0109 |
1.2% |
42% |
False |
False |
120,186 |
| 10 |
0.9350 |
0.9004 |
0.0346 |
3.8% |
0.0122 |
1.3% |
31% |
False |
False |
121,481 |
| 20 |
0.9350 |
0.8751 |
0.0599 |
6.6% |
0.0124 |
1.4% |
60% |
False |
False |
128,336 |
| 40 |
0.9350 |
0.8529 |
0.0821 |
9.0% |
0.0099 |
1.1% |
71% |
False |
False |
120,075 |
| 60 |
0.9350 |
0.8529 |
0.0821 |
9.0% |
0.0093 |
1.0% |
71% |
False |
False |
113,683 |
| 80 |
0.9350 |
0.8529 |
0.0821 |
9.0% |
0.0098 |
1.1% |
71% |
False |
False |
86,209 |
| 100 |
0.9350 |
0.8322 |
0.1028 |
11.3% |
0.0093 |
1.0% |
77% |
False |
False |
69,016 |
| 120 |
0.9350 |
0.8235 |
0.1115 |
12.2% |
0.0083 |
0.9% |
79% |
False |
False |
57,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9495 |
|
2.618 |
0.9359 |
|
1.618 |
0.9276 |
|
1.000 |
0.9225 |
|
0.618 |
0.9193 |
|
HIGH |
0.9142 |
|
0.618 |
0.9110 |
|
0.500 |
0.9101 |
|
0.382 |
0.9091 |
|
LOW |
0.9059 |
|
0.618 |
0.9008 |
|
1.000 |
0.8976 |
|
1.618 |
0.8925 |
|
2.618 |
0.8842 |
|
4.250 |
0.8706 |
|
|
| Fisher Pivots for day following 04-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9108 |
0.9098 |
| PP |
0.9104 |
0.9086 |
| S1 |
0.9101 |
0.9073 |
|