CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 13-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2007 |
13-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9033 |
0.8913 |
-0.0120 |
-1.3% |
0.9020 |
| High |
0.9040 |
0.8978 |
-0.0062 |
-0.7% |
0.9142 |
| Low |
0.8895 |
0.8894 |
-0.0001 |
0.0% |
0.8943 |
| Close |
0.8919 |
0.8915 |
-0.0004 |
0.0% |
0.8961 |
| Range |
0.0145 |
0.0084 |
-0.0061 |
-42.1% |
0.0199 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
94,398 |
38,109 |
-56,289 |
-59.6% |
443,501 |
|
| Daily Pivots for day following 13-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9181 |
0.9132 |
0.8961 |
|
| R3 |
0.9097 |
0.9048 |
0.8938 |
|
| R2 |
0.9013 |
0.9013 |
0.8930 |
|
| R1 |
0.8964 |
0.8964 |
0.8923 |
0.8989 |
| PP |
0.8929 |
0.8929 |
0.8929 |
0.8941 |
| S1 |
0.8880 |
0.8880 |
0.8907 |
0.8905 |
| S2 |
0.8845 |
0.8845 |
0.8900 |
|
| S3 |
0.8761 |
0.8796 |
0.8892 |
|
| S4 |
0.8677 |
0.8712 |
0.8869 |
|
|
| 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 |
0.8894 |
0.0163 |
1.8% |
0.0094 |
1.0% |
13% |
False |
True |
64,099 |
| 10 |
0.9142 |
0.8894 |
0.0248 |
2.8% |
0.0093 |
1.0% |
8% |
False |
True |
83,359 |
| 20 |
0.9350 |
0.8894 |
0.0456 |
5.1% |
0.0111 |
1.2% |
5% |
False |
True |
106,271 |
| 40 |
0.9350 |
0.8632 |
0.0718 |
8.1% |
0.0104 |
1.2% |
39% |
False |
False |
116,183 |
| 60 |
0.9350 |
0.8529 |
0.0821 |
9.2% |
0.0094 |
1.1% |
47% |
False |
False |
109,478 |
| 80 |
0.9350 |
0.8529 |
0.0821 |
9.2% |
0.0093 |
1.0% |
47% |
False |
False |
92,655 |
| 100 |
0.9350 |
0.8433 |
0.0917 |
10.3% |
0.0096 |
1.1% |
53% |
False |
False |
74,245 |
| 120 |
0.9350 |
0.8252 |
0.1098 |
12.3% |
0.0087 |
1.0% |
60% |
False |
False |
61,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9335 |
|
2.618 |
0.9198 |
|
1.618 |
0.9114 |
|
1.000 |
0.9062 |
|
0.618 |
0.9030 |
|
HIGH |
0.8978 |
|
0.618 |
0.8946 |
|
0.500 |
0.8936 |
|
0.382 |
0.8926 |
|
LOW |
0.8894 |
|
0.618 |
0.8842 |
|
1.000 |
0.8810 |
|
1.618 |
0.8758 |
|
2.618 |
0.8674 |
|
4.250 |
0.8537 |
|
|
| Fisher Pivots for day following 13-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8936 |
0.8976 |
| PP |
0.8929 |
0.8955 |
| S1 |
0.8922 |
0.8935 |
|