CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 05-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2007 |
05-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8878 |
0.8846 |
-0.0032 |
-0.4% |
0.8848 |
| High |
0.8888 |
0.8894 |
0.0006 |
0.1% |
0.8888 |
| Low |
0.8800 |
0.8846 |
0.0046 |
0.5% |
0.8768 |
| Close |
0.8849 |
0.8871 |
0.0022 |
0.2% |
0.8849 |
| Range |
0.0088 |
0.0048 |
-0.0040 |
-45.5% |
0.0120 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
187 |
1,516 |
1,329 |
710.7% |
791 |
|
| Daily Pivots for day following 05-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9014 |
0.8991 |
0.8897 |
|
| R3 |
0.8966 |
0.8943 |
0.8884 |
|
| R2 |
0.8918 |
0.8918 |
0.8880 |
|
| R1 |
0.8895 |
0.8895 |
0.8875 |
0.8907 |
| PP |
0.8870 |
0.8870 |
0.8870 |
0.8876 |
| S1 |
0.8847 |
0.8847 |
0.8867 |
0.8859 |
| S2 |
0.8822 |
0.8822 |
0.8862 |
|
| S3 |
0.8774 |
0.8799 |
0.8858 |
|
| S4 |
0.8726 |
0.8751 |
0.8845 |
|
|
| 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 |
0.8894 |
0.8768 |
0.0126 |
1.4% |
0.0065 |
0.7% |
82% |
True |
False |
433 |
| 10 |
0.8920 |
0.8768 |
0.0152 |
1.7% |
0.0055 |
0.6% |
68% |
False |
False |
294 |
| 20 |
0.8968 |
0.8631 |
0.0337 |
3.8% |
0.0054 |
0.6% |
71% |
False |
False |
190 |
| 40 |
0.8976 |
0.8631 |
0.0345 |
3.9% |
0.0047 |
0.5% |
70% |
False |
False |
317 |
| 60 |
0.9098 |
0.8631 |
0.0467 |
5.3% |
0.0038 |
0.4% |
51% |
False |
False |
222 |
| 80 |
0.9098 |
0.8417 |
0.0681 |
7.7% |
0.0029 |
0.3% |
67% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9098 |
|
2.618 |
0.9020 |
|
1.618 |
0.8972 |
|
1.000 |
0.8942 |
|
0.618 |
0.8924 |
|
HIGH |
0.8894 |
|
0.618 |
0.8876 |
|
0.500 |
0.8870 |
|
0.382 |
0.8864 |
|
LOW |
0.8846 |
|
0.618 |
0.8816 |
|
1.000 |
0.8798 |
|
1.618 |
0.8768 |
|
2.618 |
0.8720 |
|
4.250 |
0.8642 |
|
|
| Fisher Pivots for day following 05-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8871 |
0.8858 |
| PP |
0.8870 |
0.8844 |
| S1 |
0.8870 |
0.8831 |
|