CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 10-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2007 |
10-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9092 |
0.9062 |
-0.0030 |
-0.3% |
0.9113 |
| High |
0.9093 |
0.9078 |
-0.0015 |
-0.2% |
0.9235 |
| Low |
0.9039 |
0.9037 |
-0.0002 |
0.0% |
0.9039 |
| Close |
0.9053 |
0.9055 |
0.0002 |
0.0% |
0.9053 |
| Range |
0.0054 |
0.0041 |
-0.0013 |
-24.1% |
0.0196 |
| ATR |
0.0094 |
0.0090 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
8,326 |
12,285 |
3,959 |
47.5% |
21,509 |
|
| Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9180 |
0.9158 |
0.9078 |
|
| R3 |
0.9139 |
0.9117 |
0.9066 |
|
| R2 |
0.9098 |
0.9098 |
0.9063 |
|
| R1 |
0.9076 |
0.9076 |
0.9059 |
0.9067 |
| PP |
0.9057 |
0.9057 |
0.9057 |
0.9052 |
| S1 |
0.9035 |
0.9035 |
0.9051 |
0.9026 |
| S2 |
0.9016 |
0.9016 |
0.9047 |
|
| S3 |
0.8975 |
0.8994 |
0.9044 |
|
| S4 |
0.8934 |
0.8953 |
0.9032 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9697 |
0.9571 |
0.9161 |
|
| R3 |
0.9501 |
0.9375 |
0.9107 |
|
| R2 |
0.9305 |
0.9305 |
0.9089 |
|
| R1 |
0.9179 |
0.9179 |
0.9071 |
0.9144 |
| PP |
0.9109 |
0.9109 |
0.9109 |
0.9092 |
| S1 |
0.8983 |
0.8983 |
0.9035 |
0.8948 |
| S2 |
0.8913 |
0.8913 |
0.9017 |
|
| S3 |
0.8717 |
0.8787 |
0.8999 |
|
| S4 |
0.8521 |
0.8591 |
0.8945 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9235 |
0.9037 |
0.0198 |
2.2% |
0.0067 |
0.7% |
9% |
False |
True |
6,376 |
| 10 |
0.9431 |
0.9037 |
0.0394 |
4.4% |
0.0092 |
1.0% |
5% |
False |
True |
4,153 |
| 20 |
0.9444 |
0.9037 |
0.0407 |
4.5% |
0.0097 |
1.1% |
4% |
False |
True |
2,555 |
| 40 |
0.9444 |
0.8685 |
0.0759 |
8.4% |
0.0085 |
0.9% |
49% |
False |
False |
1,430 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
9.0% |
0.0073 |
0.8% |
52% |
False |
False |
1,108 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
9.0% |
0.0057 |
0.6% |
52% |
False |
False |
838 |
| 100 |
0.9444 |
0.8484 |
0.0960 |
10.6% |
0.0048 |
0.5% |
59% |
False |
False |
672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9252 |
|
2.618 |
0.9185 |
|
1.618 |
0.9144 |
|
1.000 |
0.9119 |
|
0.618 |
0.9103 |
|
HIGH |
0.9078 |
|
0.618 |
0.9062 |
|
0.500 |
0.9058 |
|
0.382 |
0.9053 |
|
LOW |
0.9037 |
|
0.618 |
0.9012 |
|
1.000 |
0.8996 |
|
1.618 |
0.8971 |
|
2.618 |
0.8930 |
|
4.250 |
0.8863 |
|
|
| Fisher Pivots for day following 10-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9058 |
0.9087 |
| PP |
0.9057 |
0.9076 |
| S1 |
0.9056 |
0.9066 |
|