CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 12-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2007 |
12-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8999 |
0.9181 |
0.0182 |
2.0% |
0.8846 |
| High |
0.9170 |
0.9283 |
0.0113 |
1.2% |
0.9170 |
| Low |
0.8992 |
0.9155 |
0.0163 |
1.8% |
0.8842 |
| Close |
0.9142 |
0.9211 |
0.0069 |
0.8% |
0.9142 |
| Range |
0.0178 |
0.0128 |
-0.0050 |
-28.1% |
0.0328 |
| ATR |
0.0074 |
0.0079 |
0.0005 |
6.4% |
0.0000 |
| Volume |
722 |
850 |
128 |
17.7% |
3,389 |
|
| Daily Pivots for day following 12-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9600 |
0.9534 |
0.9281 |
|
| R3 |
0.9472 |
0.9406 |
0.9246 |
|
| R2 |
0.9344 |
0.9344 |
0.9234 |
|
| R1 |
0.9278 |
0.9278 |
0.9223 |
0.9311 |
| PP |
0.9216 |
0.9216 |
0.9216 |
0.9233 |
| S1 |
0.9150 |
0.9150 |
0.9199 |
0.9183 |
| S2 |
0.9088 |
0.9088 |
0.9188 |
|
| S3 |
0.8960 |
0.9022 |
0.9176 |
|
| S4 |
0.8832 |
0.8894 |
0.9141 |
|
|
| 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 |
0.9283 |
0.8842 |
0.0441 |
4.8% |
0.0115 |
1.2% |
84% |
True |
False |
544 |
| 10 |
0.9283 |
0.8768 |
0.0515 |
5.6% |
0.0090 |
1.0% |
86% |
True |
False |
488 |
| 20 |
0.9283 |
0.8685 |
0.0598 |
6.5% |
0.0074 |
0.8% |
88% |
True |
False |
305 |
| 40 |
0.9283 |
0.8631 |
0.0652 |
7.1% |
0.0062 |
0.7% |
89% |
True |
False |
385 |
| 60 |
0.9283 |
0.8631 |
0.0652 |
7.1% |
0.0044 |
0.5% |
89% |
True |
False |
265 |
| 80 |
0.9283 |
0.8484 |
0.0799 |
8.7% |
0.0036 |
0.4% |
91% |
True |
False |
202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9827 |
|
2.618 |
0.9618 |
|
1.618 |
0.9490 |
|
1.000 |
0.9411 |
|
0.618 |
0.9362 |
|
HIGH |
0.9283 |
|
0.618 |
0.9234 |
|
0.500 |
0.9219 |
|
0.382 |
0.9204 |
|
LOW |
0.9155 |
|
0.618 |
0.9076 |
|
1.000 |
0.9027 |
|
1.618 |
0.8948 |
|
2.618 |
0.8820 |
|
4.250 |
0.8611 |
|
|
| Fisher Pivots for day following 12-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9219 |
0.9180 |
| PP |
0.9216 |
0.9149 |
| S1 |
0.9214 |
0.9118 |
|