CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 22-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2007 |
22-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9226 |
0.9327 |
0.0101 |
1.1% |
0.9181 |
| High |
0.9347 |
0.9335 |
-0.0012 |
-0.1% |
0.9283 |
| Low |
0.9217 |
0.9279 |
0.0062 |
0.7% |
0.9079 |
| Close |
0.9324 |
0.9335 |
0.0011 |
0.1% |
0.9148 |
| Range |
0.0130 |
0.0056 |
-0.0074 |
-56.9% |
0.0204 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
828 |
828 |
0 |
0.0% |
4,253 |
|
| Daily Pivots for day following 22-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9484 |
0.9466 |
0.9366 |
|
| R3 |
0.9428 |
0.9410 |
0.9350 |
|
| R2 |
0.9372 |
0.9372 |
0.9345 |
|
| R1 |
0.9354 |
0.9354 |
0.9340 |
0.9363 |
| PP |
0.9316 |
0.9316 |
0.9316 |
0.9321 |
| S1 |
0.9298 |
0.9298 |
0.9330 |
0.9307 |
| S2 |
0.9260 |
0.9260 |
0.9325 |
|
| S3 |
0.9204 |
0.9242 |
0.9320 |
|
| S4 |
0.9148 |
0.9186 |
0.9304 |
|
|
| 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 |
0.9106 |
0.0241 |
2.6% |
0.0095 |
1.0% |
95% |
False |
False |
1,113 |
| 10 |
0.9347 |
0.8992 |
0.0355 |
3.8% |
0.0105 |
1.1% |
97% |
False |
False |
896 |
| 20 |
0.9347 |
0.8768 |
0.0579 |
6.2% |
0.0085 |
0.9% |
98% |
False |
False |
632 |
| 40 |
0.9347 |
0.8631 |
0.0716 |
7.7% |
0.0068 |
0.7% |
98% |
False |
False |
363 |
| 60 |
0.9347 |
0.8631 |
0.0716 |
7.7% |
0.0054 |
0.6% |
98% |
False |
False |
383 |
| 80 |
0.9347 |
0.8580 |
0.0767 |
8.2% |
0.0045 |
0.5% |
98% |
False |
False |
293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9573 |
|
2.618 |
0.9482 |
|
1.618 |
0.9426 |
|
1.000 |
0.9391 |
|
0.618 |
0.9370 |
|
HIGH |
0.9335 |
|
0.618 |
0.9314 |
|
0.500 |
0.9307 |
|
0.382 |
0.9300 |
|
LOW |
0.9279 |
|
0.618 |
0.9244 |
|
1.000 |
0.9223 |
|
1.618 |
0.9188 |
|
2.618 |
0.9132 |
|
4.250 |
0.9041 |
|
|
| Fisher Pivots for day following 22-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9326 |
0.9309 |
| PP |
0.9316 |
0.9283 |
| S1 |
0.9307 |
0.9257 |
|