CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 08-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2007 |
08-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8740 |
0.8693 |
-0.0047 |
-0.5% |
0.8869 |
| High |
0.8748 |
0.8700 |
-0.0048 |
-0.5% |
0.8869 |
| Low |
0.8699 |
0.8665 |
-0.0034 |
-0.4% |
0.8699 |
| Close |
0.8711 |
0.8711 |
0.0000 |
0.0% |
0.8711 |
| Range |
0.0049 |
0.0035 |
-0.0014 |
-28.6% |
0.0170 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
25 |
233 |
208 |
832.0% |
351 |
|
| Daily Pivots for day following 08-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8797 |
0.8789 |
0.8730 |
|
| R3 |
0.8762 |
0.8754 |
0.8721 |
|
| R2 |
0.8727 |
0.8727 |
0.8717 |
|
| R1 |
0.8719 |
0.8719 |
0.8714 |
0.8723 |
| PP |
0.8692 |
0.8692 |
0.8692 |
0.8694 |
| S1 |
0.8684 |
0.8684 |
0.8708 |
0.8688 |
| S2 |
0.8657 |
0.8657 |
0.8705 |
|
| S3 |
0.8622 |
0.8649 |
0.8701 |
|
| S4 |
0.8587 |
0.8614 |
0.8692 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9270 |
0.9160 |
0.8805 |
|
| R3 |
0.9100 |
0.8990 |
0.8758 |
|
| R2 |
0.8930 |
0.8930 |
0.8742 |
|
| R1 |
0.8820 |
0.8820 |
0.8727 |
0.8790 |
| PP |
0.8760 |
0.8760 |
0.8760 |
0.8745 |
| S1 |
0.8650 |
0.8650 |
0.8695 |
0.8620 |
| S2 |
0.8590 |
0.8590 |
0.8680 |
|
| S3 |
0.8420 |
0.8480 |
0.8664 |
|
| S4 |
0.8250 |
0.8310 |
0.8618 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8820 |
0.8665 |
0.0155 |
1.8% |
0.0038 |
0.4% |
30% |
False |
True |
113 |
| 10 |
0.8933 |
0.8665 |
0.0268 |
3.1% |
0.0045 |
0.5% |
17% |
False |
True |
841 |
| 20 |
0.8976 |
0.8665 |
0.0311 |
3.6% |
0.0040 |
0.5% |
15% |
False |
True |
444 |
| 40 |
0.9098 |
0.8663 |
0.0435 |
5.0% |
0.0030 |
0.3% |
11% |
False |
False |
237 |
| 60 |
0.9098 |
0.8417 |
0.0681 |
7.8% |
0.0020 |
0.2% |
43% |
False |
False |
160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8849 |
|
2.618 |
0.8792 |
|
1.618 |
0.8757 |
|
1.000 |
0.8735 |
|
0.618 |
0.8722 |
|
HIGH |
0.8700 |
|
0.618 |
0.8687 |
|
0.500 |
0.8683 |
|
0.382 |
0.8678 |
|
LOW |
0.8665 |
|
0.618 |
0.8643 |
|
1.000 |
0.8630 |
|
1.618 |
0.8608 |
|
2.618 |
0.8573 |
|
4.250 |
0.8516 |
|
|
| Fisher Pivots for day following 08-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8702 |
0.8710 |
| PP |
0.8692 |
0.8709 |
| S1 |
0.8683 |
0.8709 |
|