CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 12-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2007 |
12-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8958 |
0.9033 |
0.0075 |
0.8% |
0.9020 |
| High |
0.9057 |
0.9040 |
-0.0017 |
-0.2% |
0.9142 |
| Low |
0.8923 |
0.8895 |
-0.0028 |
-0.3% |
0.8943 |
| Close |
0.9027 |
0.8919 |
-0.0108 |
-1.2% |
0.8961 |
| Range |
0.0134 |
0.0145 |
0.0011 |
8.2% |
0.0199 |
| ATR |
0.0103 |
0.0106 |
0.0003 |
2.9% |
0.0000 |
| Volume |
72,721 |
94,398 |
21,677 |
29.8% |
443,501 |
|
| Daily Pivots for day following 12-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9386 |
0.9298 |
0.8999 |
|
| R3 |
0.9241 |
0.9153 |
0.8959 |
|
| R2 |
0.9096 |
0.9096 |
0.8946 |
|
| R1 |
0.9008 |
0.9008 |
0.8932 |
0.8980 |
| PP |
0.8951 |
0.8951 |
0.8951 |
0.8937 |
| S1 |
0.8863 |
0.8863 |
0.8906 |
0.8835 |
| S2 |
0.8806 |
0.8806 |
0.8892 |
|
| S3 |
0.8661 |
0.8718 |
0.8879 |
|
| S4 |
0.8516 |
0.8573 |
0.8839 |
|
|
| 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 |
0.9057 |
0.8895 |
0.0162 |
1.8% |
0.0090 |
1.0% |
15% |
False |
True |
74,671 |
| 10 |
0.9153 |
0.8895 |
0.0258 |
2.9% |
0.0092 |
1.0% |
9% |
False |
True |
92,013 |
| 20 |
0.9350 |
0.8895 |
0.0455 |
5.1% |
0.0111 |
1.2% |
5% |
False |
True |
111,844 |
| 40 |
0.9350 |
0.8593 |
0.0757 |
8.5% |
0.0104 |
1.2% |
43% |
False |
False |
118,687 |
| 60 |
0.9350 |
0.8529 |
0.0821 |
9.2% |
0.0094 |
1.1% |
48% |
False |
False |
110,754 |
| 80 |
0.9350 |
0.8529 |
0.0821 |
9.2% |
0.0093 |
1.0% |
48% |
False |
False |
92,185 |
| 100 |
0.9350 |
0.8433 |
0.0917 |
10.3% |
0.0096 |
1.1% |
53% |
False |
False |
73,865 |
| 120 |
0.9350 |
0.8252 |
0.1098 |
12.3% |
0.0087 |
1.0% |
61% |
False |
False |
61,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9656 |
|
2.618 |
0.9420 |
|
1.618 |
0.9275 |
|
1.000 |
0.9185 |
|
0.618 |
0.9130 |
|
HIGH |
0.9040 |
|
0.618 |
0.8985 |
|
0.500 |
0.8968 |
|
0.382 |
0.8950 |
|
LOW |
0.8895 |
|
0.618 |
0.8805 |
|
1.000 |
0.8750 |
|
1.618 |
0.8660 |
|
2.618 |
0.8515 |
|
4.250 |
0.8279 |
|
|
| Fisher Pivots for day following 12-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8968 |
0.8976 |
| PP |
0.8951 |
0.8957 |
| S1 |
0.8935 |
0.8938 |
|