CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 06-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2007 |
06-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8846 |
0.8871 |
0.0025 |
0.3% |
0.8848 |
| High |
0.8894 |
0.8877 |
-0.0017 |
-0.2% |
0.8888 |
| Low |
0.8846 |
0.8842 |
-0.0004 |
0.0% |
0.8768 |
| Close |
0.8871 |
0.8853 |
-0.0018 |
-0.2% |
0.8849 |
| Range |
0.0048 |
0.0035 |
-0.0013 |
-27.1% |
0.0120 |
| ATR |
0.0060 |
0.0059 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
1,516 |
575 |
-941 |
-62.1% |
791 |
|
| Daily Pivots for day following 06-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8962 |
0.8943 |
0.8872 |
|
| R3 |
0.8927 |
0.8908 |
0.8863 |
|
| R2 |
0.8892 |
0.8892 |
0.8859 |
|
| R1 |
0.8873 |
0.8873 |
0.8856 |
0.8865 |
| PP |
0.8857 |
0.8857 |
0.8857 |
0.8854 |
| S1 |
0.8838 |
0.8838 |
0.8850 |
0.8830 |
| S2 |
0.8822 |
0.8822 |
0.8847 |
|
| S3 |
0.8787 |
0.8803 |
0.8843 |
|
| S4 |
0.8752 |
0.8768 |
0.8834 |
|
|
| 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% |
0.0064 |
0.7% |
67% |
False |
False |
538 |
| 10 |
0.8920 |
0.8768 |
0.0152 |
1.7% |
0.0054 |
0.6% |
56% |
False |
False |
332 |
| 20 |
0.8968 |
0.8631 |
0.0337 |
3.8% |
0.0054 |
0.6% |
66% |
False |
False |
218 |
| 40 |
0.8968 |
0.8631 |
0.0337 |
3.8% |
0.0048 |
0.5% |
66% |
False |
False |
332 |
| 60 |
0.9098 |
0.8631 |
0.0467 |
5.3% |
0.0039 |
0.4% |
48% |
False |
False |
231 |
| 80 |
0.9098 |
0.8435 |
0.0663 |
7.5% |
0.0029 |
0.3% |
63% |
False |
False |
175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9026 |
|
2.618 |
0.8969 |
|
1.618 |
0.8934 |
|
1.000 |
0.8912 |
|
0.618 |
0.8899 |
|
HIGH |
0.8877 |
|
0.618 |
0.8864 |
|
0.500 |
0.8860 |
|
0.382 |
0.8855 |
|
LOW |
0.8842 |
|
0.618 |
0.8820 |
|
1.000 |
0.8807 |
|
1.618 |
0.8785 |
|
2.618 |
0.8750 |
|
4.250 |
0.8693 |
|
|
| Fisher Pivots for day following 06-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8860 |
0.8851 |
| PP |
0.8857 |
0.8849 |
| S1 |
0.8855 |
0.8847 |
|