CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 03-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2007 |
03-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9214 |
0.9113 |
-0.0101 |
-1.1% |
0.9350 |
| High |
0.9222 |
0.9188 |
-0.0034 |
-0.4% |
0.9444 |
| Low |
0.9096 |
0.9110 |
0.0014 |
0.2% |
0.9096 |
| Close |
0.9106 |
0.9160 |
0.0054 |
0.6% |
0.9106 |
| Range |
0.0126 |
0.0078 |
-0.0048 |
-38.1% |
0.0348 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
1,352 |
1,912 |
560 |
41.4% |
9,109 |
|
| Daily Pivots for day following 03-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9387 |
0.9351 |
0.9203 |
|
| R3 |
0.9309 |
0.9273 |
0.9181 |
|
| R2 |
0.9231 |
0.9231 |
0.9174 |
|
| R1 |
0.9195 |
0.9195 |
0.9167 |
0.9213 |
| PP |
0.9153 |
0.9153 |
0.9153 |
0.9162 |
| S1 |
0.9117 |
0.9117 |
0.9153 |
0.9135 |
| S2 |
0.9075 |
0.9075 |
0.9146 |
|
| S3 |
0.8997 |
0.9039 |
0.9139 |
|
| S4 |
0.8919 |
0.8961 |
0.9117 |
|
|
| 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 |
0.9431 |
0.9096 |
0.0335 |
3.7% |
0.0117 |
1.3% |
19% |
False |
False |
1,930 |
| 10 |
0.9444 |
0.9096 |
0.0348 |
3.8% |
0.0112 |
1.2% |
18% |
False |
False |
1,386 |
| 20 |
0.9444 |
0.8842 |
0.0602 |
6.6% |
0.0109 |
1.2% |
53% |
False |
False |
1,097 |
| 40 |
0.9444 |
0.8631 |
0.0813 |
8.9% |
0.0081 |
0.9% |
65% |
False |
False |
644 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
8.9% |
0.0068 |
0.7% |
65% |
False |
False |
577 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
8.9% |
0.0056 |
0.6% |
65% |
False |
False |
440 |
| 100 |
0.9444 |
0.8417 |
0.1027 |
11.2% |
0.0045 |
0.5% |
72% |
False |
False |
354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9520 |
|
2.618 |
0.9392 |
|
1.618 |
0.9314 |
|
1.000 |
0.9266 |
|
0.618 |
0.9236 |
|
HIGH |
0.9188 |
|
0.618 |
0.9158 |
|
0.500 |
0.9149 |
|
0.382 |
0.9140 |
|
LOW |
0.9110 |
|
0.618 |
0.9062 |
|
1.000 |
0.9032 |
|
1.618 |
0.8984 |
|
2.618 |
0.8906 |
|
4.250 |
0.8779 |
|
|
| Fisher Pivots for day following 03-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9156 |
0.9171 |
| PP |
0.9153 |
0.9167 |
| S1 |
0.9149 |
0.9164 |
|