CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 19-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2007 |
19-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9196 |
0.9149 |
-0.0047 |
-0.5% |
0.9181 |
| High |
0.9219 |
0.9236 |
0.0017 |
0.2% |
0.9283 |
| Low |
0.9106 |
0.9132 |
0.0026 |
0.3% |
0.9079 |
| Close |
0.9148 |
0.9225 |
0.0077 |
0.8% |
0.9148 |
| Range |
0.0113 |
0.0104 |
-0.0009 |
-8.0% |
0.0204 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
1.6% |
0.0000 |
| Volume |
1,579 |
1,960 |
381 |
24.1% |
4,253 |
|
| Daily Pivots for day following 19-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9510 |
0.9471 |
0.9282 |
|
| R3 |
0.9406 |
0.9367 |
0.9254 |
|
| R2 |
0.9302 |
0.9302 |
0.9244 |
|
| R1 |
0.9263 |
0.9263 |
0.9235 |
0.9283 |
| PP |
0.9198 |
0.9198 |
0.9198 |
0.9207 |
| S1 |
0.9159 |
0.9159 |
0.9215 |
0.9179 |
| S2 |
0.9094 |
0.9094 |
0.9206 |
|
| S3 |
0.8990 |
0.9055 |
0.9196 |
|
| S4 |
0.8886 |
0.8951 |
0.9168 |
|
|
| Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9782 |
0.9669 |
0.9260 |
|
| R3 |
0.9578 |
0.9465 |
0.9204 |
|
| R2 |
0.9374 |
0.9374 |
0.9185 |
|
| R1 |
0.9261 |
0.9261 |
0.9167 |
0.9216 |
| PP |
0.9170 |
0.9170 |
0.9170 |
0.9147 |
| S1 |
0.9057 |
0.9057 |
0.9129 |
0.9012 |
| S2 |
0.8966 |
0.8966 |
0.9111 |
|
| S3 |
0.8762 |
0.8853 |
0.9092 |
|
| S4 |
0.8558 |
0.8649 |
0.9036 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9240 |
0.9079 |
0.0161 |
1.7% |
0.0096 |
1.0% |
91% |
False |
False |
1,072 |
| 10 |
0.9283 |
0.8842 |
0.0441 |
4.8% |
0.0106 |
1.1% |
87% |
False |
False |
808 |
| 20 |
0.9283 |
0.8768 |
0.0515 |
5.6% |
0.0080 |
0.9% |
89% |
False |
False |
551 |
| 40 |
0.9283 |
0.8631 |
0.0652 |
7.1% |
0.0065 |
0.7% |
91% |
False |
False |
507 |
| 60 |
0.9283 |
0.8631 |
0.0652 |
7.1% |
0.0050 |
0.5% |
91% |
False |
False |
349 |
| 80 |
0.9283 |
0.8580 |
0.0703 |
7.6% |
0.0042 |
0.5% |
92% |
False |
False |
268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9678 |
|
2.618 |
0.9508 |
|
1.618 |
0.9404 |
|
1.000 |
0.9340 |
|
0.618 |
0.9300 |
|
HIGH |
0.9236 |
|
0.618 |
0.9196 |
|
0.500 |
0.9184 |
|
0.382 |
0.9172 |
|
LOW |
0.9132 |
|
0.618 |
0.9068 |
|
1.000 |
0.9028 |
|
1.618 |
0.8964 |
|
2.618 |
0.8860 |
|
4.250 |
0.8690 |
|
|
| Fisher Pivots for day following 19-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9211 |
0.9204 |
| PP |
0.9198 |
0.9183 |
| S1 |
0.9184 |
0.9163 |
|