CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 13-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2007 |
13-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9181 |
0.9234 |
0.0053 |
0.6% |
0.8846 |
| High |
0.9283 |
0.9240 |
-0.0043 |
-0.5% |
0.9170 |
| Low |
0.9155 |
0.9140 |
-0.0015 |
-0.2% |
0.8842 |
| Close |
0.9211 |
0.9161 |
-0.0050 |
-0.5% |
0.9142 |
| Range |
0.0128 |
0.0100 |
-0.0028 |
-21.9% |
0.0328 |
| ATR |
0.0079 |
0.0081 |
0.0001 |
1.9% |
0.0000 |
| Volume |
850 |
576 |
-274 |
-32.2% |
3,389 |
|
| Daily Pivots for day following 13-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9480 |
0.9421 |
0.9216 |
|
| R3 |
0.9380 |
0.9321 |
0.9189 |
|
| R2 |
0.9280 |
0.9280 |
0.9179 |
|
| R1 |
0.9221 |
0.9221 |
0.9170 |
0.9201 |
| PP |
0.9180 |
0.9180 |
0.9180 |
0.9170 |
| S1 |
0.9121 |
0.9121 |
0.9152 |
0.9101 |
| S2 |
0.9080 |
0.9080 |
0.9143 |
|
| S3 |
0.8980 |
0.9021 |
0.9134 |
|
| S4 |
0.8880 |
0.8921 |
0.9106 |
|
|
| 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 |
0.8845 |
0.0438 |
4.8% |
0.0128 |
1.4% |
72% |
False |
False |
544 |
| 10 |
0.9283 |
0.8768 |
0.0515 |
5.6% |
0.0096 |
1.0% |
76% |
False |
False |
541 |
| 20 |
0.9283 |
0.8685 |
0.0598 |
6.5% |
0.0077 |
0.8% |
80% |
False |
False |
331 |
| 40 |
0.9283 |
0.8631 |
0.0652 |
7.1% |
0.0061 |
0.7% |
81% |
False |
False |
399 |
| 60 |
0.9283 |
0.8631 |
0.0652 |
7.1% |
0.0046 |
0.5% |
81% |
False |
False |
275 |
| 80 |
0.9283 |
0.8539 |
0.0744 |
8.1% |
0.0037 |
0.4% |
84% |
False |
False |
209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9665 |
|
2.618 |
0.9502 |
|
1.618 |
0.9402 |
|
1.000 |
0.9340 |
|
0.618 |
0.9302 |
|
HIGH |
0.9240 |
|
0.618 |
0.9202 |
|
0.500 |
0.9190 |
|
0.382 |
0.9178 |
|
LOW |
0.9140 |
|
0.618 |
0.9078 |
|
1.000 |
0.9040 |
|
1.618 |
0.8978 |
|
2.618 |
0.8878 |
|
4.250 |
0.8715 |
|
|
| Fisher Pivots for day following 13-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9190 |
0.9153 |
| PP |
0.9180 |
0.9145 |
| S1 |
0.9171 |
0.9138 |
|