CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 07-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2007 |
07-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9029 |
0.8997 |
-0.0032 |
-0.4% |
0.9020 |
| High |
0.9048 |
0.9004 |
-0.0044 |
-0.5% |
0.9142 |
| Low |
0.8980 |
0.8943 |
-0.0037 |
-0.4% |
0.8943 |
| Close |
0.8985 |
0.8961 |
-0.0024 |
-0.3% |
0.8961 |
| Range |
0.0068 |
0.0061 |
-0.0007 |
-10.3% |
0.0199 |
| ATR |
0.0108 |
0.0105 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
90,971 |
61,093 |
-29,878 |
-32.8% |
443,501 |
|
| Daily Pivots for day following 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9152 |
0.9118 |
0.8995 |
|
| R3 |
0.9091 |
0.9057 |
0.8978 |
|
| R2 |
0.9030 |
0.9030 |
0.8972 |
|
| R1 |
0.8996 |
0.8996 |
0.8967 |
0.8983 |
| PP |
0.8969 |
0.8969 |
0.8969 |
0.8963 |
| S1 |
0.8935 |
0.8935 |
0.8955 |
0.8922 |
| S2 |
0.8908 |
0.8908 |
0.8950 |
|
| S3 |
0.8847 |
0.8874 |
0.8944 |
|
| S4 |
0.8786 |
0.8813 |
0.8927 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9612 |
0.9486 |
0.9070 |
|
| R3 |
0.9413 |
0.9287 |
0.9016 |
|
| R2 |
0.9214 |
0.9214 |
0.8997 |
|
| R1 |
0.9088 |
0.9088 |
0.8979 |
0.9052 |
| PP |
0.9015 |
0.9015 |
0.9015 |
0.8997 |
| S1 |
0.8889 |
0.8889 |
0.8943 |
0.8853 |
| S2 |
0.8816 |
0.8816 |
0.8925 |
|
| S3 |
0.8617 |
0.8690 |
0.8906 |
|
| S4 |
0.8418 |
0.8491 |
0.8852 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9142 |
0.8943 |
0.0199 |
2.2% |
0.0078 |
0.9% |
9% |
False |
True |
88,700 |
| 10 |
0.9350 |
0.8943 |
0.0407 |
4.5% |
0.0107 |
1.2% |
4% |
False |
True |
112,795 |
| 20 |
0.9350 |
0.8895 |
0.0455 |
5.1% |
0.0120 |
1.3% |
15% |
False |
False |
117,838 |
| 40 |
0.9350 |
0.8529 |
0.0821 |
9.2% |
0.0101 |
1.1% |
53% |
False |
False |
121,138 |
| 60 |
0.9350 |
0.8529 |
0.0821 |
9.2% |
0.0093 |
1.0% |
53% |
False |
False |
113,742 |
| 80 |
0.9350 |
0.8529 |
0.0821 |
9.2% |
0.0095 |
1.1% |
53% |
False |
False |
89,495 |
| 100 |
0.9350 |
0.8322 |
0.1028 |
11.5% |
0.0094 |
1.1% |
62% |
False |
False |
71,654 |
| 120 |
0.9350 |
0.8235 |
0.1115 |
12.4% |
0.0085 |
0.9% |
65% |
False |
False |
59,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9263 |
|
2.618 |
0.9164 |
|
1.618 |
0.9103 |
|
1.000 |
0.9065 |
|
0.618 |
0.9042 |
|
HIGH |
0.9004 |
|
0.618 |
0.8981 |
|
0.500 |
0.8974 |
|
0.382 |
0.8966 |
|
LOW |
0.8943 |
|
0.618 |
0.8905 |
|
1.000 |
0.8882 |
|
1.618 |
0.8844 |
|
2.618 |
0.8783 |
|
4.250 |
0.8684 |
|
|
| Fisher Pivots for day following 07-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8974 |
0.9033 |
| PP |
0.8969 |
0.9009 |
| S1 |
0.8965 |
0.8985 |
|