CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 21-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2007 |
21-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9225 |
0.9226 |
0.0001 |
0.0% |
0.9181 |
| High |
0.9239 |
0.9347 |
0.0108 |
1.2% |
0.9283 |
| Low |
0.9167 |
0.9217 |
0.0050 |
0.5% |
0.9079 |
| Close |
0.9236 |
0.9324 |
0.0088 |
1.0% |
0.9148 |
| Range |
0.0072 |
0.0130 |
0.0058 |
80.6% |
0.0204 |
| ATR |
0.0085 |
0.0088 |
0.0003 |
3.7% |
0.0000 |
| Volume |
370 |
828 |
458 |
123.8% |
4,253 |
|
| Daily Pivots for day following 21-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9686 |
0.9635 |
0.9396 |
|
| R3 |
0.9556 |
0.9505 |
0.9360 |
|
| R2 |
0.9426 |
0.9426 |
0.9348 |
|
| R1 |
0.9375 |
0.9375 |
0.9336 |
0.9401 |
| PP |
0.9296 |
0.9296 |
0.9296 |
0.9309 |
| S1 |
0.9245 |
0.9245 |
0.9312 |
0.9271 |
| S2 |
0.9166 |
0.9166 |
0.9300 |
|
| S3 |
0.9036 |
0.9115 |
0.9288 |
|
| S4 |
0.8906 |
0.8985 |
0.9253 |
|
|
| 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 |
0.9347 |
0.9089 |
0.0258 |
2.8% |
0.0105 |
1.1% |
91% |
True |
False |
1,125 |
| 10 |
0.9347 |
0.8953 |
0.0394 |
4.2% |
0.0107 |
1.1% |
94% |
True |
False |
858 |
| 20 |
0.9347 |
0.8768 |
0.0579 |
6.2% |
0.0084 |
0.9% |
96% |
True |
False |
599 |
| 40 |
0.9347 |
0.8631 |
0.0716 |
7.7% |
0.0068 |
0.7% |
97% |
True |
False |
533 |
| 60 |
0.9347 |
0.8631 |
0.0716 |
7.7% |
0.0053 |
0.6% |
97% |
True |
False |
369 |
| 80 |
0.9347 |
0.8580 |
0.0767 |
8.2% |
0.0044 |
0.5% |
97% |
True |
False |
283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9900 |
|
2.618 |
0.9687 |
|
1.618 |
0.9557 |
|
1.000 |
0.9477 |
|
0.618 |
0.9427 |
|
HIGH |
0.9347 |
|
0.618 |
0.9297 |
|
0.500 |
0.9282 |
|
0.382 |
0.9267 |
|
LOW |
0.9217 |
|
0.618 |
0.9137 |
|
1.000 |
0.9087 |
|
1.618 |
0.9007 |
|
2.618 |
0.8877 |
|
4.250 |
0.8665 |
|
|
| Fisher Pivots for day following 21-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9310 |
0.9296 |
| PP |
0.9296 |
0.9268 |
| S1 |
0.9282 |
0.9240 |
|