CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 06-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2007 |
06-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9210 |
0.9117 |
-0.0093 |
-1.0% |
0.9350 |
| High |
0.9216 |
0.9137 |
-0.0079 |
-0.9% |
0.9444 |
| Low |
0.9116 |
0.9071 |
-0.0045 |
-0.5% |
0.9096 |
| Close |
0.9149 |
0.9076 |
-0.0073 |
-0.8% |
0.9106 |
| Range |
0.0100 |
0.0066 |
-0.0034 |
-34.0% |
0.0348 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
3,568 |
4,656 |
1,088 |
30.5% |
9,109 |
|
| Daily Pivots for day following 06-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9293 |
0.9250 |
0.9112 |
|
| R3 |
0.9227 |
0.9184 |
0.9094 |
|
| R2 |
0.9161 |
0.9161 |
0.9088 |
|
| R1 |
0.9118 |
0.9118 |
0.9082 |
0.9107 |
| PP |
0.9095 |
0.9095 |
0.9095 |
0.9089 |
| S1 |
0.9052 |
0.9052 |
0.9070 |
0.9041 |
| S2 |
0.9029 |
0.9029 |
0.9064 |
|
| S3 |
0.8963 |
0.8986 |
0.9058 |
|
| S4 |
0.8897 |
0.8920 |
0.9040 |
|
|
| 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 |
0.9235 |
0.9071 |
0.0164 |
1.8% |
0.0089 |
1.0% |
3% |
False |
True |
2,907 |
| 10 |
0.9444 |
0.9071 |
0.0373 |
4.1% |
0.0110 |
1.2% |
1% |
False |
True |
2,310 |
| 20 |
0.9444 |
0.8992 |
0.0452 |
5.0% |
0.0107 |
1.2% |
19% |
False |
False |
1,603 |
| 40 |
0.9444 |
0.8631 |
0.0813 |
9.0% |
0.0085 |
0.9% |
55% |
False |
False |
920 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
9.0% |
0.0072 |
0.8% |
55% |
False |
False |
765 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
9.0% |
0.0057 |
0.6% |
55% |
False |
False |
581 |
| 100 |
0.9444 |
0.8484 |
0.0960 |
10.6% |
0.0047 |
0.5% |
62% |
False |
False |
466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9418 |
|
2.618 |
0.9310 |
|
1.618 |
0.9244 |
|
1.000 |
0.9203 |
|
0.618 |
0.9178 |
|
HIGH |
0.9137 |
|
0.618 |
0.9112 |
|
0.500 |
0.9104 |
|
0.382 |
0.9096 |
|
LOW |
0.9071 |
|
0.618 |
0.9030 |
|
1.000 |
0.9005 |
|
1.618 |
0.8964 |
|
2.618 |
0.8898 |
|
4.250 |
0.8791 |
|
|
| Fisher Pivots for day following 06-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9104 |
0.9153 |
| PP |
0.9095 |
0.9127 |
| S1 |
0.9085 |
0.9102 |
|