CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 26-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2007 |
26-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9327 |
0.9350 |
0.0023 |
0.2% |
0.9149 |
| High |
0.9419 |
0.9444 |
0.0025 |
0.3% |
0.9419 |
| Low |
0.9279 |
0.9310 |
0.0031 |
0.3% |
0.9132 |
| Close |
0.9355 |
0.9389 |
0.0034 |
0.4% |
0.9355 |
| Range |
0.0140 |
0.0134 |
-0.0006 |
-4.3% |
0.0287 |
| ATR |
0.0090 |
0.0093 |
0.0003 |
3.5% |
0.0000 |
| Volume |
817 |
1,370 |
553 |
67.7% |
4,803 |
|
| Daily Pivots for day following 26-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9783 |
0.9720 |
0.9463 |
|
| R3 |
0.9649 |
0.9586 |
0.9426 |
|
| R2 |
0.9515 |
0.9515 |
0.9414 |
|
| R1 |
0.9452 |
0.9452 |
0.9401 |
0.9484 |
| PP |
0.9381 |
0.9381 |
0.9381 |
0.9397 |
| S1 |
0.9318 |
0.9318 |
0.9377 |
0.9350 |
| S2 |
0.9247 |
0.9247 |
0.9364 |
|
| S3 |
0.9113 |
0.9184 |
0.9352 |
|
| S4 |
0.8979 |
0.9050 |
0.9315 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0163 |
1.0046 |
0.9513 |
|
| R3 |
0.9876 |
0.9759 |
0.9434 |
|
| R2 |
0.9589 |
0.9589 |
0.9408 |
|
| R1 |
0.9472 |
0.9472 |
0.9381 |
0.9531 |
| PP |
0.9302 |
0.9302 |
0.9302 |
0.9331 |
| S1 |
0.9185 |
0.9185 |
0.9329 |
0.9244 |
| S2 |
0.9015 |
0.9015 |
0.9302 |
|
| S3 |
0.8728 |
0.8898 |
0.9276 |
|
| S4 |
0.8441 |
0.8611 |
0.9197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9444 |
0.9167 |
0.0277 |
3.0% |
0.0106 |
1.1% |
80% |
True |
False |
842 |
| 10 |
0.9444 |
0.9079 |
0.0365 |
3.9% |
0.0101 |
1.1% |
85% |
True |
False |
957 |
| 20 |
0.9444 |
0.8768 |
0.0676 |
7.2% |
0.0096 |
1.0% |
92% |
True |
False |
723 |
| 40 |
0.9444 |
0.8631 |
0.0813 |
8.7% |
0.0072 |
0.8% |
93% |
True |
False |
417 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
8.7% |
0.0059 |
0.6% |
93% |
True |
False |
418 |
| 80 |
0.9444 |
0.8580 |
0.0864 |
9.2% |
0.0049 |
0.5% |
94% |
True |
False |
320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0014 |
|
2.618 |
0.9795 |
|
1.618 |
0.9661 |
|
1.000 |
0.9578 |
|
0.618 |
0.9527 |
|
HIGH |
0.9444 |
|
0.618 |
0.9393 |
|
0.500 |
0.9377 |
|
0.382 |
0.9361 |
|
LOW |
0.9310 |
|
0.618 |
0.9227 |
|
1.000 |
0.9176 |
|
1.618 |
0.9093 |
|
2.618 |
0.8959 |
|
4.250 |
0.8741 |
|
|
| Fisher Pivots for day following 26-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9385 |
0.9380 |
| PP |
0.9381 |
0.9371 |
| S1 |
0.9377 |
0.9362 |
|