CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 11-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2007 |
11-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9062 |
0.9041 |
-0.0021 |
-0.2% |
0.9113 |
| High |
0.9078 |
0.9150 |
0.0072 |
0.8% |
0.9235 |
| Low |
0.9037 |
0.9013 |
-0.0024 |
-0.3% |
0.9039 |
| Close |
0.9055 |
0.9120 |
0.0065 |
0.7% |
0.9053 |
| Range |
0.0041 |
0.0137 |
0.0096 |
234.1% |
0.0196 |
| ATR |
0.0090 |
0.0093 |
0.0003 |
3.7% |
0.0000 |
| Volume |
12,285 |
25,657 |
13,372 |
108.8% |
21,509 |
|
| Daily Pivots for day following 11-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9505 |
0.9450 |
0.9195 |
|
| R3 |
0.9368 |
0.9313 |
0.9158 |
|
| R2 |
0.9231 |
0.9231 |
0.9145 |
|
| R1 |
0.9176 |
0.9176 |
0.9133 |
0.9204 |
| PP |
0.9094 |
0.9094 |
0.9094 |
0.9108 |
| S1 |
0.9039 |
0.9039 |
0.9107 |
0.9067 |
| S2 |
0.8957 |
0.8957 |
0.9095 |
|
| S3 |
0.8820 |
0.8902 |
0.9082 |
|
| S4 |
0.8683 |
0.8765 |
0.9045 |
|
|
| 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 |
0.9216 |
0.9013 |
0.0203 |
2.2% |
0.0080 |
0.9% |
53% |
False |
True |
10,898 |
| 10 |
0.9340 |
0.9013 |
0.0327 |
3.6% |
0.0091 |
1.0% |
33% |
False |
True |
6,628 |
| 20 |
0.9444 |
0.9013 |
0.0431 |
4.7% |
0.0099 |
1.1% |
25% |
False |
True |
3,809 |
| 40 |
0.9444 |
0.8685 |
0.0759 |
8.3% |
0.0088 |
1.0% |
57% |
False |
False |
2,070 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
8.9% |
0.0074 |
0.8% |
60% |
False |
False |
1,536 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
8.9% |
0.0059 |
0.6% |
60% |
False |
False |
1,158 |
| 100 |
0.9444 |
0.8539 |
0.0905 |
9.9% |
0.0049 |
0.5% |
64% |
False |
False |
929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9732 |
|
2.618 |
0.9509 |
|
1.618 |
0.9372 |
|
1.000 |
0.9287 |
|
0.618 |
0.9235 |
|
HIGH |
0.9150 |
|
0.618 |
0.9098 |
|
0.500 |
0.9082 |
|
0.382 |
0.9065 |
|
LOW |
0.9013 |
|
0.618 |
0.8928 |
|
1.000 |
0.8876 |
|
1.618 |
0.8791 |
|
2.618 |
0.8654 |
|
4.250 |
0.8431 |
|
|
| Fisher Pivots for day following 11-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9107 |
0.9107 |
| PP |
0.9094 |
0.9094 |
| S1 |
0.9082 |
0.9082 |
|