CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 17-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2007 |
17-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8906 |
0.8816 |
-0.0090 |
-1.0% |
0.8970 |
| High |
0.8909 |
0.8861 |
-0.0048 |
-0.5% |
0.9057 |
| Low |
0.8805 |
0.8809 |
0.0004 |
0.0% |
0.8805 |
| Close |
0.8819 |
0.8834 |
0.0015 |
0.2% |
0.8819 |
| Range |
0.0104 |
0.0052 |
-0.0052 |
-50.0% |
0.0252 |
| ATR |
0.0105 |
0.0101 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
13,903 |
6,887 |
-7,016 |
-50.5% |
273,307 |
|
| Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8991 |
0.8964 |
0.8863 |
|
| R3 |
0.8939 |
0.8912 |
0.8848 |
|
| R2 |
0.8887 |
0.8887 |
0.8844 |
|
| R1 |
0.8860 |
0.8860 |
0.8839 |
0.8874 |
| PP |
0.8835 |
0.8835 |
0.8835 |
0.8841 |
| S1 |
0.8808 |
0.8808 |
0.8829 |
0.8822 |
| S2 |
0.8783 |
0.8783 |
0.8824 |
|
| S3 |
0.8731 |
0.8756 |
0.8820 |
|
| S4 |
0.8679 |
0.8704 |
0.8805 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9650 |
0.9486 |
0.8958 |
|
| R3 |
0.9398 |
0.9234 |
0.8888 |
|
| R2 |
0.9146 |
0.9146 |
0.8865 |
|
| R1 |
0.8982 |
0.8982 |
0.8842 |
0.8938 |
| PP |
0.8894 |
0.8894 |
0.8894 |
0.8872 |
| S1 |
0.8730 |
0.8730 |
0.8796 |
0.8686 |
| S2 |
0.8642 |
0.8642 |
0.8773 |
|
| S3 |
0.8390 |
0.8478 |
0.8750 |
|
| S4 |
0.8138 |
0.8226 |
0.8680 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9057 |
0.8805 |
0.0252 |
2.9% |
0.0104 |
1.2% |
12% |
False |
False |
45,203 |
| 10 |
0.9142 |
0.8805 |
0.0337 |
3.8% |
0.0088 |
1.0% |
9% |
False |
False |
64,034 |
| 20 |
0.9350 |
0.8805 |
0.0545 |
6.2% |
0.0106 |
1.2% |
5% |
False |
False |
93,323 |
| 40 |
0.9350 |
0.8669 |
0.0681 |
7.7% |
0.0103 |
1.2% |
24% |
False |
False |
110,115 |
| 60 |
0.9350 |
0.8529 |
0.0821 |
9.3% |
0.0093 |
1.0% |
37% |
False |
False |
105,780 |
| 80 |
0.9350 |
0.8529 |
0.0821 |
9.3% |
0.0093 |
1.0% |
37% |
False |
False |
92,861 |
| 100 |
0.9350 |
0.8485 |
0.0865 |
9.8% |
0.0095 |
1.1% |
40% |
False |
False |
74,445 |
| 120 |
0.9350 |
0.8252 |
0.1098 |
12.4% |
0.0088 |
1.0% |
53% |
False |
False |
62,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9082 |
|
2.618 |
0.8997 |
|
1.618 |
0.8945 |
|
1.000 |
0.8913 |
|
0.618 |
0.8893 |
|
HIGH |
0.8861 |
|
0.618 |
0.8841 |
|
0.500 |
0.8835 |
|
0.382 |
0.8829 |
|
LOW |
0.8809 |
|
0.618 |
0.8777 |
|
1.000 |
0.8757 |
|
1.618 |
0.8725 |
|
2.618 |
0.8673 |
|
4.250 |
0.8588 |
|
|
| Fisher Pivots for day following 17-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8835 |
0.8892 |
| PP |
0.8835 |
0.8872 |
| S1 |
0.8834 |
0.8853 |
|