CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 05-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2007 |
05-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9065 |
0.9115 |
0.0050 |
0.6% |
0.9265 |
| High |
0.9142 |
0.9123 |
-0.0019 |
-0.2% |
0.9350 |
| Low |
0.9059 |
0.9023 |
-0.0036 |
-0.4% |
0.9004 |
| Close |
0.9111 |
0.9056 |
-0.0055 |
-0.6% |
0.9012 |
| Range |
0.0083 |
0.0100 |
0.0017 |
20.5% |
0.0346 |
| ATR |
0.0112 |
0.0111 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
96,270 |
111,814 |
15,544 |
16.1% |
684,454 |
|
| Daily Pivots for day following 05-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9367 |
0.9312 |
0.9111 |
|
| R3 |
0.9267 |
0.9212 |
0.9084 |
|
| R2 |
0.9167 |
0.9167 |
0.9074 |
|
| R1 |
0.9112 |
0.9112 |
0.9065 |
0.9090 |
| PP |
0.9067 |
0.9067 |
0.9067 |
0.9056 |
| S1 |
0.9012 |
0.9012 |
0.9047 |
0.8990 |
| S2 |
0.8967 |
0.8967 |
0.9038 |
|
| S3 |
0.8867 |
0.8912 |
0.9029 |
|
| S4 |
0.8767 |
0.8812 |
0.9001 |
|
|
| 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 |
0.9153 |
0.9004 |
0.0149 |
1.6% |
0.0093 |
1.0% |
35% |
False |
False |
109,355 |
| 10 |
0.9350 |
0.9004 |
0.0346 |
3.8% |
0.0123 |
1.4% |
15% |
False |
False |
119,483 |
| 20 |
0.9350 |
0.8751 |
0.0599 |
6.6% |
0.0127 |
1.4% |
51% |
False |
False |
129,417 |
| 40 |
0.9350 |
0.8529 |
0.0821 |
9.1% |
0.0100 |
1.1% |
64% |
False |
False |
121,578 |
| 60 |
0.9350 |
0.8529 |
0.0821 |
9.1% |
0.0093 |
1.0% |
64% |
False |
False |
114,982 |
| 80 |
0.9350 |
0.8529 |
0.0821 |
9.1% |
0.0099 |
1.1% |
64% |
False |
False |
87,604 |
| 100 |
0.9350 |
0.8322 |
0.1028 |
11.4% |
0.0094 |
1.0% |
71% |
False |
False |
70,134 |
| 120 |
0.9350 |
0.8235 |
0.1115 |
12.3% |
0.0084 |
0.9% |
74% |
False |
False |
58,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9548 |
|
2.618 |
0.9385 |
|
1.618 |
0.9285 |
|
1.000 |
0.9223 |
|
0.618 |
0.9185 |
|
HIGH |
0.9123 |
|
0.618 |
0.9085 |
|
0.500 |
0.9073 |
|
0.382 |
0.9061 |
|
LOW |
0.9023 |
|
0.618 |
0.8961 |
|
1.000 |
0.8923 |
|
1.618 |
0.8861 |
|
2.618 |
0.8761 |
|
4.250 |
0.8598 |
|
|
| Fisher Pivots for day following 05-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9073 |
0.9079 |
| PP |
0.9067 |
0.9071 |
| S1 |
0.9062 |
0.9064 |
|