CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 31-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2007 |
31-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8850 |
0.8845 |
-0.0005 |
-0.1% |
0.8944 |
| High |
0.8874 |
0.8851 |
-0.0023 |
-0.3% |
0.8968 |
| Low |
0.8835 |
0.8790 |
-0.0045 |
-0.5% |
0.8839 |
| Close |
0.8842 |
0.8801 |
-0.0041 |
-0.5% |
0.8888 |
| Range |
0.0039 |
0.0061 |
0.0022 |
56.4% |
0.0129 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.5% |
0.0000 |
| Volume |
48 |
205 |
157 |
327.1% |
737 |
|
| Daily Pivots for day following 31-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8997 |
0.8960 |
0.8835 |
|
| R3 |
0.8936 |
0.8899 |
0.8818 |
|
| R2 |
0.8875 |
0.8875 |
0.8812 |
|
| R1 |
0.8838 |
0.8838 |
0.8807 |
0.8826 |
| PP |
0.8814 |
0.8814 |
0.8814 |
0.8808 |
| S1 |
0.8777 |
0.8777 |
0.8795 |
0.8765 |
| S2 |
0.8753 |
0.8753 |
0.8790 |
|
| S3 |
0.8692 |
0.8716 |
0.8784 |
|
| S4 |
0.8631 |
0.8655 |
0.8767 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9285 |
0.9216 |
0.8959 |
|
| R3 |
0.9156 |
0.9087 |
0.8923 |
|
| R2 |
0.9027 |
0.9027 |
0.8912 |
|
| R1 |
0.8958 |
0.8958 |
0.8900 |
0.8928 |
| PP |
0.8898 |
0.8898 |
0.8898 |
0.8884 |
| S1 |
0.8829 |
0.8829 |
0.8876 |
0.8799 |
| S2 |
0.8769 |
0.8769 |
0.8864 |
|
| S3 |
0.8640 |
0.8700 |
0.8853 |
|
| S4 |
0.8511 |
0.8571 |
0.8817 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8917 |
0.8790 |
0.0127 |
1.4% |
0.0041 |
0.5% |
9% |
False |
True |
157 |
| 10 |
0.8968 |
0.8724 |
0.0244 |
2.8% |
0.0058 |
0.7% |
32% |
False |
False |
126 |
| 20 |
0.8968 |
0.8631 |
0.0337 |
3.8% |
0.0049 |
0.6% |
50% |
False |
False |
116 |
| 40 |
0.9060 |
0.8631 |
0.0429 |
4.9% |
0.0043 |
0.5% |
40% |
False |
False |
272 |
| 60 |
0.9098 |
0.8610 |
0.0488 |
5.5% |
0.0035 |
0.4% |
39% |
False |
False |
190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9110 |
|
2.618 |
0.9011 |
|
1.618 |
0.8950 |
|
1.000 |
0.8912 |
|
0.618 |
0.8889 |
|
HIGH |
0.8851 |
|
0.618 |
0.8828 |
|
0.500 |
0.8821 |
|
0.382 |
0.8813 |
|
LOW |
0.8790 |
|
0.618 |
0.8752 |
|
1.000 |
0.8729 |
|
1.618 |
0.8691 |
|
2.618 |
0.8630 |
|
4.250 |
0.8531 |
|
|
| Fisher Pivots for day following 31-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8821 |
0.8832 |
| PP |
0.8814 |
0.8822 |
| S1 |
0.8808 |
0.8811 |
|