CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 30-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2007 |
30-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9205 |
0.9214 |
0.0009 |
0.1% |
0.9350 |
| High |
0.9245 |
0.9222 |
-0.0023 |
-0.2% |
0.9444 |
| Low |
0.9180 |
0.9096 |
-0.0084 |
-0.9% |
0.9096 |
| Close |
0.9218 |
0.9106 |
-0.0112 |
-1.2% |
0.9106 |
| Range |
0.0065 |
0.0126 |
0.0061 |
93.8% |
0.0348 |
| ATR |
0.0100 |
0.0101 |
0.0002 |
1.9% |
0.0000 |
| Volume |
3,729 |
1,352 |
-2,377 |
-63.7% |
9,109 |
|
| Daily Pivots for day following 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9519 |
0.9439 |
0.9175 |
|
| R3 |
0.9393 |
0.9313 |
0.9141 |
|
| R2 |
0.9267 |
0.9267 |
0.9129 |
|
| R1 |
0.9187 |
0.9187 |
0.9118 |
0.9164 |
| PP |
0.9141 |
0.9141 |
0.9141 |
0.9130 |
| S1 |
0.9061 |
0.9061 |
0.9094 |
0.9038 |
| S2 |
0.9015 |
0.9015 |
0.9083 |
|
| S3 |
0.8889 |
0.8935 |
0.9071 |
|
| S4 |
0.8763 |
0.8809 |
0.9037 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0259 |
1.0031 |
0.9297 |
|
| R3 |
0.9911 |
0.9683 |
0.9202 |
|
| R2 |
0.9563 |
0.9563 |
0.9170 |
|
| R1 |
0.9335 |
0.9335 |
0.9138 |
0.9275 |
| PP |
0.9215 |
0.9215 |
0.9215 |
0.9186 |
| S1 |
0.8987 |
0.8987 |
0.9074 |
0.8927 |
| S2 |
0.8867 |
0.8867 |
0.9042 |
|
| S3 |
0.8519 |
0.8639 |
0.9010 |
|
| S4 |
0.8171 |
0.8291 |
0.8915 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9444 |
0.9096 |
0.0348 |
3.8% |
0.0128 |
1.4% |
3% |
False |
True |
1,821 |
| 10 |
0.9444 |
0.9096 |
0.0348 |
3.8% |
0.0114 |
1.3% |
3% |
False |
True |
1,391 |
| 20 |
0.9444 |
0.8842 |
0.0602 |
6.6% |
0.0107 |
1.2% |
44% |
False |
False |
1,077 |
| 40 |
0.9444 |
0.8631 |
0.0813 |
8.9% |
0.0080 |
0.9% |
58% |
False |
False |
602 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
8.9% |
0.0067 |
0.7% |
58% |
False |
False |
545 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
8.9% |
0.0055 |
0.6% |
58% |
False |
False |
416 |
| 100 |
0.9444 |
0.8417 |
0.1027 |
11.3% |
0.0044 |
0.5% |
67% |
False |
False |
335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9758 |
|
2.618 |
0.9552 |
|
1.618 |
0.9426 |
|
1.000 |
0.9348 |
|
0.618 |
0.9300 |
|
HIGH |
0.9222 |
|
0.618 |
0.9174 |
|
0.500 |
0.9159 |
|
0.382 |
0.9144 |
|
LOW |
0.9096 |
|
0.618 |
0.9018 |
|
1.000 |
0.8970 |
|
1.618 |
0.8892 |
|
2.618 |
0.8766 |
|
4.250 |
0.8561 |
|
|
| Fisher Pivots for day following 30-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9159 |
0.9218 |
| PP |
0.9141 |
0.9181 |
| S1 |
0.9124 |
0.9143 |
|