CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 10-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2007 |
10-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8997 |
0.8970 |
-0.0027 |
-0.3% |
0.9020 |
| High |
0.9004 |
0.8988 |
-0.0016 |
-0.2% |
0.9142 |
| Low |
0.8943 |
0.8944 |
0.0001 |
0.0% |
0.8943 |
| Close |
0.8961 |
0.8962 |
0.0001 |
0.0% |
0.8961 |
| Range |
0.0061 |
0.0044 |
-0.0017 |
-27.9% |
0.0199 |
| ATR |
0.0105 |
0.0101 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
61,093 |
54,176 |
-6,917 |
-11.3% |
443,501 |
|
| Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9097 |
0.9073 |
0.8986 |
|
| R3 |
0.9053 |
0.9029 |
0.8974 |
|
| R2 |
0.9009 |
0.9009 |
0.8970 |
|
| R1 |
0.8985 |
0.8985 |
0.8966 |
0.8975 |
| PP |
0.8965 |
0.8965 |
0.8965 |
0.8960 |
| S1 |
0.8941 |
0.8941 |
0.8958 |
0.8931 |
| S2 |
0.8921 |
0.8921 |
0.8954 |
|
| S3 |
0.8877 |
0.8897 |
0.8950 |
|
| S4 |
0.8833 |
0.8853 |
0.8938 |
|
|
| 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% |
0.0071 |
0.8% |
10% |
False |
False |
82,864 |
| 10 |
0.9343 |
0.8943 |
0.0400 |
4.5% |
0.0098 |
1.1% |
5% |
False |
False |
107,795 |
| 20 |
0.9350 |
0.8895 |
0.0455 |
5.1% |
0.0113 |
1.3% |
15% |
False |
False |
110,197 |
| 40 |
0.9350 |
0.8541 |
0.0809 |
9.0% |
0.0100 |
1.1% |
52% |
False |
False |
120,220 |
| 60 |
0.9350 |
0.8529 |
0.0821 |
9.2% |
0.0092 |
1.0% |
53% |
False |
False |
111,941 |
| 80 |
0.9350 |
0.8529 |
0.0821 |
9.2% |
0.0092 |
1.0% |
53% |
False |
False |
90,137 |
| 100 |
0.9350 |
0.8378 |
0.0972 |
10.8% |
0.0094 |
1.0% |
60% |
False |
False |
72,195 |
| 120 |
0.9350 |
0.8235 |
0.1115 |
12.4% |
0.0085 |
0.9% |
65% |
False |
False |
60,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9175 |
|
2.618 |
0.9103 |
|
1.618 |
0.9059 |
|
1.000 |
0.9032 |
|
0.618 |
0.9015 |
|
HIGH |
0.8988 |
|
0.618 |
0.8971 |
|
0.500 |
0.8966 |
|
0.382 |
0.8961 |
|
LOW |
0.8944 |
|
0.618 |
0.8917 |
|
1.000 |
0.8900 |
|
1.618 |
0.8873 |
|
2.618 |
0.8829 |
|
4.250 |
0.8757 |
|
|
| Fisher Pivots for day following 10-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8966 |
0.8996 |
| PP |
0.8965 |
0.8984 |
| S1 |
0.8963 |
0.8973 |
|