CME Japanese Yen Future March 2008
Trading Metrics calculated at close of trading on 05-Dec-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2007 |
05-Dec-2007 |
Change |
Change % |
Previous Week |
Open |
0.9161 |
0.9210 |
0.0049 |
0.5% |
0.9350 |
High |
0.9235 |
0.9216 |
-0.0019 |
-0.2% |
0.9444 |
Low |
0.9160 |
0.9116 |
-0.0044 |
-0.5% |
0.9096 |
Close |
0.9205 |
0.9149 |
-0.0056 |
-0.6% |
0.9106 |
Range |
0.0075 |
0.0100 |
0.0025 |
33.3% |
0.0348 |
ATR |
0.0098 |
0.0098 |
0.0000 |
0.1% |
0.0000 |
Volume |
3,047 |
3,568 |
521 |
17.1% |
9,109 |
|
Daily Pivots for day following 05-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9460 |
0.9405 |
0.9204 |
|
R3 |
0.9360 |
0.9305 |
0.9177 |
|
R2 |
0.9260 |
0.9260 |
0.9167 |
|
R1 |
0.9205 |
0.9205 |
0.9158 |
0.9183 |
PP |
0.9160 |
0.9160 |
0.9160 |
0.9149 |
S1 |
0.9105 |
0.9105 |
0.9140 |
0.9083 |
S2 |
0.9060 |
0.9060 |
0.9131 |
|
S3 |
0.8960 |
0.9005 |
0.9122 |
|
S4 |
0.8860 |
0.8905 |
0.9094 |
|
|
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 |
0.9245 |
0.9096 |
0.0149 |
1.6% |
0.0089 |
1.0% |
36% |
False |
False |
2,721 |
10 |
0.9444 |
0.9096 |
0.0348 |
3.8% |
0.0109 |
1.2% |
15% |
False |
False |
1,928 |
20 |
0.9444 |
0.8953 |
0.0491 |
5.4% |
0.0108 |
1.2% |
40% |
False |
False |
1,393 |
40 |
0.9444 |
0.8631 |
0.0813 |
8.9% |
0.0084 |
0.9% |
64% |
False |
False |
808 |
60 |
0.9444 |
0.8631 |
0.0813 |
8.9% |
0.0071 |
0.8% |
64% |
False |
False |
687 |
80 |
0.9444 |
0.8631 |
0.0813 |
8.9% |
0.0058 |
0.6% |
64% |
False |
False |
523 |
100 |
0.9444 |
0.8435 |
0.1009 |
11.0% |
0.0047 |
0.5% |
71% |
False |
False |
420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9641 |
2.618 |
0.9478 |
1.618 |
0.9378 |
1.000 |
0.9316 |
0.618 |
0.9278 |
HIGH |
0.9216 |
0.618 |
0.9178 |
0.500 |
0.9166 |
0.382 |
0.9154 |
LOW |
0.9116 |
0.618 |
0.9054 |
1.000 |
0.9016 |
1.618 |
0.8954 |
2.618 |
0.8854 |
4.250 |
0.8691 |
|
|
Fisher Pivots for day following 05-Dec-2007 |
Pivot |
1 day |
3 day |
R1 |
0.9166 |
0.9173 |
PP |
0.9160 |
0.9165 |
S1 |
0.9155 |
0.9157 |
|