CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 11-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2007 |
11-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8970 |
0.8958 |
-0.0012 |
-0.1% |
0.9020 |
| High |
0.8988 |
0.9057 |
0.0069 |
0.8% |
0.9142 |
| Low |
0.8944 |
0.8923 |
-0.0021 |
-0.2% |
0.8943 |
| Close |
0.8962 |
0.9027 |
0.0065 |
0.7% |
0.8961 |
| Range |
0.0044 |
0.0134 |
0.0090 |
204.5% |
0.0199 |
| ATR |
0.0101 |
0.0103 |
0.0002 |
2.4% |
0.0000 |
| Volume |
54,176 |
72,721 |
18,545 |
34.2% |
443,501 |
|
| Daily Pivots for day following 11-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9404 |
0.9350 |
0.9101 |
|
| R3 |
0.9270 |
0.9216 |
0.9064 |
|
| R2 |
0.9136 |
0.9136 |
0.9052 |
|
| R1 |
0.9082 |
0.9082 |
0.9039 |
0.9109 |
| PP |
0.9002 |
0.9002 |
0.9002 |
0.9016 |
| S1 |
0.8948 |
0.8948 |
0.9015 |
0.8975 |
| S2 |
0.8868 |
0.8868 |
0.9002 |
|
| S3 |
0.8734 |
0.8814 |
0.8990 |
|
| S4 |
0.8600 |
0.8680 |
0.8953 |
|
|
| 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 |
0.9123 |
0.8923 |
0.0200 |
2.2% |
0.0081 |
0.9% |
52% |
False |
True |
78,155 |
| 10 |
0.9257 |
0.8923 |
0.0334 |
3.7% |
0.0095 |
1.1% |
31% |
False |
True |
99,170 |
| 20 |
0.9350 |
0.8923 |
0.0427 |
4.7% |
0.0110 |
1.2% |
24% |
False |
True |
113,834 |
| 40 |
0.9350 |
0.8576 |
0.0774 |
8.6% |
0.0102 |
1.1% |
58% |
False |
False |
119,491 |
| 60 |
0.9350 |
0.8529 |
0.0821 |
9.1% |
0.0093 |
1.0% |
61% |
False |
False |
111,508 |
| 80 |
0.9350 |
0.8529 |
0.0821 |
9.1% |
0.0092 |
1.0% |
61% |
False |
False |
91,017 |
| 100 |
0.9350 |
0.8420 |
0.0930 |
10.3% |
0.0095 |
1.0% |
65% |
False |
False |
72,922 |
| 120 |
0.9350 |
0.8245 |
0.1105 |
12.2% |
0.0086 |
1.0% |
71% |
False |
False |
60,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9627 |
|
2.618 |
0.9408 |
|
1.618 |
0.9274 |
|
1.000 |
0.9191 |
|
0.618 |
0.9140 |
|
HIGH |
0.9057 |
|
0.618 |
0.9006 |
|
0.500 |
0.8990 |
|
0.382 |
0.8974 |
|
LOW |
0.8923 |
|
0.618 |
0.8840 |
|
1.000 |
0.8789 |
|
1.618 |
0.8706 |
|
2.618 |
0.8572 |
|
4.250 |
0.8354 |
|
|
| Fisher Pivots for day following 11-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9015 |
0.9015 |
| PP |
0.9002 |
0.9002 |
| S1 |
0.8990 |
0.8990 |
|