CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 07-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2007 |
07-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8871 |
0.8845 |
-0.0026 |
-0.3% |
0.8848 |
| High |
0.8877 |
0.9000 |
0.0123 |
1.4% |
0.8888 |
| Low |
0.8842 |
0.8845 |
0.0003 |
0.0% |
0.8768 |
| Close |
0.8853 |
0.8986 |
0.0133 |
1.5% |
0.8849 |
| Range |
0.0035 |
0.0155 |
0.0120 |
342.9% |
0.0120 |
| ATR |
0.0059 |
0.0066 |
0.0007 |
11.7% |
0.0000 |
| Volume |
575 |
128 |
-447 |
-77.7% |
791 |
|
| Daily Pivots for day following 07-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9409 |
0.9352 |
0.9071 |
|
| R3 |
0.9254 |
0.9197 |
0.9029 |
|
| R2 |
0.9099 |
0.9099 |
0.9014 |
|
| R1 |
0.9042 |
0.9042 |
0.9000 |
0.9071 |
| PP |
0.8944 |
0.8944 |
0.8944 |
0.8958 |
| S1 |
0.8887 |
0.8887 |
0.8972 |
0.8916 |
| S2 |
0.8789 |
0.8789 |
0.8958 |
|
| S3 |
0.8634 |
0.8732 |
0.8943 |
|
| S4 |
0.8479 |
0.8577 |
0.8901 |
|
|
| 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 |
0.9000 |
0.8768 |
0.0232 |
2.6% |
0.0083 |
0.9% |
94% |
True |
False |
523 |
| 10 |
0.9000 |
0.8768 |
0.0232 |
2.6% |
0.0062 |
0.7% |
94% |
True |
False |
340 |
| 20 |
0.9000 |
0.8631 |
0.0369 |
4.1% |
0.0061 |
0.7% |
96% |
True |
False |
224 |
| 40 |
0.9000 |
0.8631 |
0.0369 |
4.1% |
0.0052 |
0.6% |
96% |
True |
False |
335 |
| 60 |
0.9098 |
0.8631 |
0.0467 |
5.2% |
0.0041 |
0.5% |
76% |
False |
False |
233 |
| 80 |
0.9098 |
0.8435 |
0.0663 |
7.4% |
0.0031 |
0.3% |
83% |
False |
False |
177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9659 |
|
2.618 |
0.9406 |
|
1.618 |
0.9251 |
|
1.000 |
0.9155 |
|
0.618 |
0.9096 |
|
HIGH |
0.9000 |
|
0.618 |
0.8941 |
|
0.500 |
0.8923 |
|
0.382 |
0.8904 |
|
LOW |
0.8845 |
|
0.618 |
0.8749 |
|
1.000 |
0.8690 |
|
1.618 |
0.8594 |
|
2.618 |
0.8439 |
|
4.250 |
0.8186 |
|
|
| Fisher Pivots for day following 07-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8965 |
0.8964 |
| PP |
0.8944 |
0.8943 |
| S1 |
0.8923 |
0.8921 |
|