CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 06-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2007 |
06-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9115 |
0.9029 |
-0.0086 |
-0.9% |
0.9265 |
| High |
0.9123 |
0.9048 |
-0.0075 |
-0.8% |
0.9350 |
| Low |
0.9023 |
0.8980 |
-0.0043 |
-0.5% |
0.9004 |
| Close |
0.9056 |
0.8985 |
-0.0071 |
-0.8% |
0.9012 |
| Range |
0.0100 |
0.0068 |
-0.0032 |
-32.0% |
0.0346 |
| ATR |
0.0111 |
0.0108 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
111,814 |
90,971 |
-20,843 |
-18.6% |
684,454 |
|
| Daily Pivots for day following 06-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9208 |
0.9165 |
0.9022 |
|
| R3 |
0.9140 |
0.9097 |
0.9004 |
|
| R2 |
0.9072 |
0.9072 |
0.8997 |
|
| R1 |
0.9029 |
0.9029 |
0.8991 |
0.9017 |
| PP |
0.9004 |
0.9004 |
0.9004 |
0.8998 |
| S1 |
0.8961 |
0.8961 |
0.8979 |
0.8949 |
| S2 |
0.8936 |
0.8936 |
0.8973 |
|
| S3 |
0.8868 |
0.8893 |
0.8966 |
|
| S4 |
0.8800 |
0.8825 |
0.8948 |
|
|
| 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 |
0.9142 |
0.8980 |
0.0162 |
1.8% |
0.0092 |
1.0% |
3% |
False |
True |
102,618 |
| 10 |
0.9350 |
0.8980 |
0.0370 |
4.1% |
0.0115 |
1.3% |
1% |
False |
True |
115,351 |
| 20 |
0.9350 |
0.8856 |
0.0494 |
5.5% |
0.0122 |
1.4% |
26% |
False |
False |
123,858 |
| 40 |
0.9350 |
0.8529 |
0.0821 |
9.1% |
0.0101 |
1.1% |
56% |
False |
False |
121,975 |
| 60 |
0.9350 |
0.8529 |
0.0821 |
9.1% |
0.0094 |
1.0% |
56% |
False |
False |
115,143 |
| 80 |
0.9350 |
0.8529 |
0.0821 |
9.1% |
0.0099 |
1.1% |
56% |
False |
False |
88,737 |
| 100 |
0.9350 |
0.8322 |
0.1028 |
11.4% |
0.0094 |
1.0% |
64% |
False |
False |
71,043 |
| 120 |
0.9350 |
0.8235 |
0.1115 |
12.4% |
0.0084 |
0.9% |
67% |
False |
False |
59,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9337 |
|
2.618 |
0.9226 |
|
1.618 |
0.9158 |
|
1.000 |
0.9116 |
|
0.618 |
0.9090 |
|
HIGH |
0.9048 |
|
0.618 |
0.9022 |
|
0.500 |
0.9014 |
|
0.382 |
0.9006 |
|
LOW |
0.8980 |
|
0.618 |
0.8938 |
|
1.000 |
0.8912 |
|
1.618 |
0.8870 |
|
2.618 |
0.8802 |
|
4.250 |
0.8691 |
|
|
| Fisher Pivots for day following 06-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9014 |
0.9061 |
| PP |
0.9004 |
0.9036 |
| S1 |
0.8995 |
0.9010 |
|