CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 02-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2007 |
02-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8787 |
0.8878 |
0.0091 |
1.0% |
0.8848 |
| High |
0.8856 |
0.8888 |
0.0032 |
0.4% |
0.8888 |
| Low |
0.8768 |
0.8800 |
0.0032 |
0.4% |
0.8768 |
| Close |
0.8831 |
0.8849 |
0.0018 |
0.2% |
0.8849 |
| Range |
0.0088 |
0.0088 |
0.0000 |
0.0% |
0.0120 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
3.4% |
0.0000 |
| Volume |
209 |
187 |
-22 |
-10.5% |
791 |
|
| Daily Pivots for day following 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9110 |
0.9067 |
0.8897 |
|
| R3 |
0.9022 |
0.8979 |
0.8873 |
|
| R2 |
0.8934 |
0.8934 |
0.8865 |
|
| R1 |
0.8891 |
0.8891 |
0.8857 |
0.8869 |
| PP |
0.8846 |
0.8846 |
0.8846 |
0.8834 |
| S1 |
0.8803 |
0.8803 |
0.8841 |
0.8781 |
| S2 |
0.8758 |
0.8758 |
0.8833 |
|
| S3 |
0.8670 |
0.8715 |
0.8825 |
|
| S4 |
0.8582 |
0.8627 |
0.8801 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9195 |
0.9142 |
0.8915 |
|
| R3 |
0.9075 |
0.9022 |
0.8882 |
|
| R2 |
0.8955 |
0.8955 |
0.8871 |
|
| R1 |
0.8902 |
0.8902 |
0.8860 |
0.8929 |
| PP |
0.8835 |
0.8835 |
0.8835 |
0.8848 |
| S1 |
0.8782 |
0.8782 |
0.8838 |
0.8809 |
| S2 |
0.8715 |
0.8715 |
0.8827 |
|
| S3 |
0.8595 |
0.8662 |
0.8816 |
|
| S4 |
0.8475 |
0.8542 |
0.8783 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8888 |
0.8768 |
0.0120 |
1.4% |
0.0059 |
0.7% |
68% |
True |
False |
158 |
| 10 |
0.8968 |
0.8768 |
0.0200 |
2.3% |
0.0060 |
0.7% |
41% |
False |
False |
152 |
| 20 |
0.8968 |
0.8631 |
0.0337 |
3.8% |
0.0054 |
0.6% |
65% |
False |
False |
126 |
| 40 |
0.9060 |
0.8631 |
0.0429 |
4.8% |
0.0047 |
0.5% |
51% |
False |
False |
279 |
| 60 |
0.9098 |
0.8631 |
0.0467 |
5.3% |
0.0037 |
0.4% |
47% |
False |
False |
196 |
| 80 |
0.9098 |
0.8417 |
0.0681 |
7.7% |
0.0028 |
0.3% |
63% |
False |
False |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9262 |
|
2.618 |
0.9118 |
|
1.618 |
0.9030 |
|
1.000 |
0.8976 |
|
0.618 |
0.8942 |
|
HIGH |
0.8888 |
|
0.618 |
0.8854 |
|
0.500 |
0.8844 |
|
0.382 |
0.8834 |
|
LOW |
0.8800 |
|
0.618 |
0.8746 |
|
1.000 |
0.8712 |
|
1.618 |
0.8658 |
|
2.618 |
0.8570 |
|
4.250 |
0.8426 |
|
|
| Fisher Pivots for day following 02-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8847 |
0.8842 |
| PP |
0.8846 |
0.8835 |
| S1 |
0.8844 |
0.8828 |
|