CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 27-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2007 |
27-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9350 |
0.9430 |
0.0080 |
0.9% |
0.9149 |
| High |
0.9444 |
0.9431 |
-0.0013 |
-0.1% |
0.9419 |
| Low |
0.9310 |
0.9283 |
-0.0027 |
-0.3% |
0.9132 |
| Close |
0.9389 |
0.9327 |
-0.0062 |
-0.7% |
0.9355 |
| Range |
0.0134 |
0.0148 |
0.0014 |
10.4% |
0.0287 |
| ATR |
0.0093 |
0.0097 |
0.0004 |
4.2% |
0.0000 |
| Volume |
1,370 |
902 |
-468 |
-34.2% |
4,803 |
|
| Daily Pivots for day following 27-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9791 |
0.9707 |
0.9408 |
|
| R3 |
0.9643 |
0.9559 |
0.9368 |
|
| R2 |
0.9495 |
0.9495 |
0.9354 |
|
| R1 |
0.9411 |
0.9411 |
0.9341 |
0.9379 |
| PP |
0.9347 |
0.9347 |
0.9347 |
0.9331 |
| S1 |
0.9263 |
0.9263 |
0.9313 |
0.9231 |
| S2 |
0.9199 |
0.9199 |
0.9300 |
|
| S3 |
0.9051 |
0.9115 |
0.9286 |
|
| S4 |
0.8903 |
0.8967 |
0.9246 |
|
|
| 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 |
0.9217 |
0.0227 |
2.4% |
0.0122 |
1.3% |
48% |
False |
False |
949 |
| 10 |
0.9444 |
0.9079 |
0.0365 |
3.9% |
0.0106 |
1.1% |
68% |
False |
False |
990 |
| 20 |
0.9444 |
0.8768 |
0.0676 |
7.2% |
0.0101 |
1.1% |
83% |
False |
False |
765 |
| 40 |
0.9444 |
0.8631 |
0.0813 |
8.7% |
0.0074 |
0.8% |
86% |
False |
False |
438 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
8.7% |
0.0061 |
0.7% |
86% |
False |
False |
433 |
| 80 |
0.9444 |
0.8580 |
0.0864 |
9.3% |
0.0050 |
0.5% |
86% |
False |
False |
331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0060 |
|
2.618 |
0.9818 |
|
1.618 |
0.9670 |
|
1.000 |
0.9579 |
|
0.618 |
0.9522 |
|
HIGH |
0.9431 |
|
0.618 |
0.9374 |
|
0.500 |
0.9357 |
|
0.382 |
0.9340 |
|
LOW |
0.9283 |
|
0.618 |
0.9192 |
|
1.000 |
0.9135 |
|
1.618 |
0.9044 |
|
2.618 |
0.8896 |
|
4.250 |
0.8654 |
|
|
| Fisher Pivots for day following 27-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9357 |
0.9362 |
| PP |
0.9347 |
0.9350 |
| S1 |
0.9337 |
0.9339 |
|