CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 01-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2007 |
01-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8845 |
0.8787 |
-0.0058 |
-0.7% |
0.8944 |
| High |
0.8851 |
0.8856 |
0.0005 |
0.1% |
0.8968 |
| Low |
0.8790 |
0.8768 |
-0.0022 |
-0.3% |
0.8839 |
| Close |
0.8801 |
0.8831 |
0.0030 |
0.3% |
0.8888 |
| Range |
0.0061 |
0.0088 |
0.0027 |
44.3% |
0.0129 |
| ATR |
0.0057 |
0.0059 |
0.0002 |
3.8% |
0.0000 |
| Volume |
205 |
209 |
4 |
2.0% |
737 |
|
| Daily Pivots for day following 01-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9082 |
0.9045 |
0.8879 |
|
| R3 |
0.8994 |
0.8957 |
0.8855 |
|
| R2 |
0.8906 |
0.8906 |
0.8847 |
|
| R1 |
0.8869 |
0.8869 |
0.8839 |
0.8888 |
| PP |
0.8818 |
0.8818 |
0.8818 |
0.8828 |
| S1 |
0.8781 |
0.8781 |
0.8823 |
0.8800 |
| S2 |
0.8730 |
0.8730 |
0.8815 |
|
| S3 |
0.8642 |
0.8693 |
0.8807 |
|
| S4 |
0.8554 |
0.8605 |
0.8783 |
|
|
| 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 |
0.8907 |
0.8768 |
0.0139 |
1.6% |
0.0048 |
0.5% |
45% |
False |
True |
165 |
| 10 |
0.8968 |
0.8768 |
0.0200 |
2.3% |
0.0058 |
0.7% |
32% |
False |
True |
138 |
| 20 |
0.8968 |
0.8631 |
0.0337 |
3.8% |
0.0052 |
0.6% |
59% |
False |
False |
118 |
| 40 |
0.9060 |
0.8631 |
0.0429 |
4.9% |
0.0045 |
0.5% |
47% |
False |
False |
277 |
| 60 |
0.9098 |
0.8631 |
0.0467 |
5.3% |
0.0036 |
0.4% |
43% |
False |
False |
193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9230 |
|
2.618 |
0.9086 |
|
1.618 |
0.8998 |
|
1.000 |
0.8944 |
|
0.618 |
0.8910 |
|
HIGH |
0.8856 |
|
0.618 |
0.8822 |
|
0.500 |
0.8812 |
|
0.382 |
0.8802 |
|
LOW |
0.8768 |
|
0.618 |
0.8714 |
|
1.000 |
0.8680 |
|
1.618 |
0.8626 |
|
2.618 |
0.8538 |
|
4.250 |
0.8394 |
|
|
| Fisher Pivots for day following 01-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8825 |
0.8828 |
| PP |
0.8818 |
0.8824 |
| S1 |
0.8812 |
0.8821 |
|