CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 28-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2007 |
28-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9430 |
0.9326 |
-0.0104 |
-1.1% |
0.9149 |
| High |
0.9431 |
0.9340 |
-0.0091 |
-1.0% |
0.9419 |
| Low |
0.9283 |
0.9171 |
-0.0112 |
-1.2% |
0.9132 |
| Close |
0.9327 |
0.9209 |
-0.0118 |
-1.3% |
0.9355 |
| Range |
0.0148 |
0.0169 |
0.0021 |
14.2% |
0.0287 |
| ATR |
0.0097 |
0.0102 |
0.0005 |
5.3% |
0.0000 |
| Volume |
902 |
1,756 |
854 |
94.7% |
4,803 |
|
| Daily Pivots for day following 28-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9747 |
0.9647 |
0.9302 |
|
| R3 |
0.9578 |
0.9478 |
0.9255 |
|
| R2 |
0.9409 |
0.9409 |
0.9240 |
|
| R1 |
0.9309 |
0.9309 |
0.9224 |
0.9275 |
| PP |
0.9240 |
0.9240 |
0.9240 |
0.9223 |
| S1 |
0.9140 |
0.9140 |
0.9194 |
0.9106 |
| S2 |
0.9071 |
0.9071 |
0.9178 |
|
| S3 |
0.8902 |
0.8971 |
0.9163 |
|
| S4 |
0.8733 |
0.8802 |
0.9116 |
|
|
| 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 |
0.9171 |
0.0273 |
3.0% |
0.0129 |
1.4% |
14% |
False |
True |
1,134 |
| 10 |
0.9444 |
0.9089 |
0.0355 |
3.9% |
0.0117 |
1.3% |
34% |
False |
False |
1,130 |
| 20 |
0.9444 |
0.8768 |
0.0676 |
7.3% |
0.0107 |
1.2% |
65% |
False |
False |
843 |
| 40 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0078 |
0.8% |
71% |
False |
False |
479 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0064 |
0.7% |
71% |
False |
False |
462 |
| 80 |
0.9444 |
0.8610 |
0.0834 |
9.1% |
0.0053 |
0.6% |
72% |
False |
False |
353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0058 |
|
2.618 |
0.9782 |
|
1.618 |
0.9613 |
|
1.000 |
0.9509 |
|
0.618 |
0.9444 |
|
HIGH |
0.9340 |
|
0.618 |
0.9275 |
|
0.500 |
0.9256 |
|
0.382 |
0.9236 |
|
LOW |
0.9171 |
|
0.618 |
0.9067 |
|
1.000 |
0.9002 |
|
1.618 |
0.8898 |
|
2.618 |
0.8729 |
|
4.250 |
0.8453 |
|
|
| Fisher Pivots for day following 28-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9256 |
0.9308 |
| PP |
0.9240 |
0.9275 |
| S1 |
0.9225 |
0.9242 |
|