CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 20-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2007 |
20-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9149 |
0.9225 |
0.0076 |
0.8% |
0.9181 |
| High |
0.9236 |
0.9239 |
0.0003 |
0.0% |
0.9283 |
| Low |
0.9132 |
0.9167 |
0.0035 |
0.4% |
0.9079 |
| Close |
0.9225 |
0.9236 |
0.0011 |
0.1% |
0.9148 |
| Range |
0.0104 |
0.0072 |
-0.0032 |
-30.8% |
0.0204 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
1,960 |
370 |
-1,590 |
-81.1% |
4,253 |
|
| Daily Pivots for day following 20-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9430 |
0.9405 |
0.9276 |
|
| R3 |
0.9358 |
0.9333 |
0.9256 |
|
| R2 |
0.9286 |
0.9286 |
0.9249 |
|
| R1 |
0.9261 |
0.9261 |
0.9243 |
0.9274 |
| PP |
0.9214 |
0.9214 |
0.9214 |
0.9220 |
| S1 |
0.9189 |
0.9189 |
0.9229 |
0.9202 |
| S2 |
0.9142 |
0.9142 |
0.9223 |
|
| S3 |
0.9070 |
0.9117 |
0.9216 |
|
| S4 |
0.8998 |
0.9045 |
0.9196 |
|
|
| 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 |
0.9239 |
0.9079 |
0.0160 |
1.7% |
0.0091 |
1.0% |
98% |
True |
False |
1,031 |
| 10 |
0.9283 |
0.8845 |
0.0438 |
4.7% |
0.0109 |
1.2% |
89% |
False |
False |
788 |
| 20 |
0.9283 |
0.8768 |
0.0515 |
5.6% |
0.0082 |
0.9% |
91% |
False |
False |
560 |
| 40 |
0.9283 |
0.8631 |
0.0652 |
7.1% |
0.0065 |
0.7% |
93% |
False |
False |
516 |
| 60 |
0.9283 |
0.8631 |
0.0652 |
7.1% |
0.0051 |
0.6% |
93% |
False |
False |
355 |
| 80 |
0.9283 |
0.8580 |
0.0703 |
7.6% |
0.0043 |
0.5% |
93% |
False |
False |
273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9545 |
|
2.618 |
0.9427 |
|
1.618 |
0.9355 |
|
1.000 |
0.9311 |
|
0.618 |
0.9283 |
|
HIGH |
0.9239 |
|
0.618 |
0.9211 |
|
0.500 |
0.9203 |
|
0.382 |
0.9195 |
|
LOW |
0.9167 |
|
0.618 |
0.9123 |
|
1.000 |
0.9095 |
|
1.618 |
0.9051 |
|
2.618 |
0.8979 |
|
4.250 |
0.8861 |
|
|
| Fisher Pivots for day following 20-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9225 |
0.9215 |
| PP |
0.9214 |
0.9194 |
| S1 |
0.9203 |
0.9173 |
|