CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 09-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2007 |
09-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8982 |
0.8999 |
0.0017 |
0.2% |
0.8846 |
| High |
0.9032 |
0.9170 |
0.0138 |
1.5% |
0.9170 |
| Low |
0.8953 |
0.8992 |
0.0039 |
0.4% |
0.8842 |
| Close |
0.9023 |
0.9142 |
0.0119 |
1.3% |
0.9142 |
| Range |
0.0079 |
0.0178 |
0.0099 |
125.3% |
0.0328 |
| ATR |
0.0066 |
0.0074 |
0.0008 |
12.0% |
0.0000 |
| Volume |
448 |
722 |
274 |
61.2% |
3,389 |
|
| Daily Pivots for day following 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9635 |
0.9567 |
0.9240 |
|
| R3 |
0.9457 |
0.9389 |
0.9191 |
|
| R2 |
0.9279 |
0.9279 |
0.9175 |
|
| R1 |
0.9211 |
0.9211 |
0.9158 |
0.9245 |
| PP |
0.9101 |
0.9101 |
0.9101 |
0.9119 |
| S1 |
0.9033 |
0.9033 |
0.9126 |
0.9067 |
| S2 |
0.8923 |
0.8923 |
0.9109 |
|
| S3 |
0.8745 |
0.8855 |
0.9093 |
|
| S4 |
0.8567 |
0.8677 |
0.9044 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0035 |
0.9917 |
0.9322 |
|
| R3 |
0.9707 |
0.9589 |
0.9232 |
|
| R2 |
0.9379 |
0.9379 |
0.9202 |
|
| R1 |
0.9261 |
0.9261 |
0.9172 |
0.9320 |
| PP |
0.9051 |
0.9051 |
0.9051 |
0.9081 |
| S1 |
0.8933 |
0.8933 |
0.9112 |
0.8992 |
| S2 |
0.8723 |
0.8723 |
0.9082 |
|
| S3 |
0.8395 |
0.8605 |
0.9052 |
|
| S4 |
0.8067 |
0.8277 |
0.8962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9170 |
0.8842 |
0.0328 |
3.6% |
0.0099 |
1.1% |
91% |
True |
False |
677 |
| 10 |
0.9170 |
0.8768 |
0.0402 |
4.4% |
0.0079 |
0.9% |
93% |
True |
False |
418 |
| 20 |
0.9170 |
0.8631 |
0.0539 |
5.9% |
0.0070 |
0.8% |
95% |
True |
False |
268 |
| 40 |
0.9170 |
0.8631 |
0.0539 |
5.9% |
0.0058 |
0.6% |
95% |
True |
False |
364 |
| 60 |
0.9170 |
0.8631 |
0.0539 |
5.9% |
0.0042 |
0.5% |
95% |
True |
False |
252 |
| 80 |
0.9170 |
0.8484 |
0.0686 |
7.5% |
0.0034 |
0.4% |
96% |
True |
False |
191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9927 |
|
2.618 |
0.9636 |
|
1.618 |
0.9458 |
|
1.000 |
0.9348 |
|
0.618 |
0.9280 |
|
HIGH |
0.9170 |
|
0.618 |
0.9102 |
|
0.500 |
0.9081 |
|
0.382 |
0.9060 |
|
LOW |
0.8992 |
|
0.618 |
0.8882 |
|
1.000 |
0.8814 |
|
1.618 |
0.8704 |
|
2.618 |
0.8526 |
|
4.250 |
0.8236 |
|
|
| Fisher Pivots for day following 09-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9122 |
0.9097 |
| PP |
0.9101 |
0.9052 |
| S1 |
0.9081 |
0.9008 |
|