CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 13-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2007 |
13-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9130 |
0.9005 |
-0.0125 |
-1.4% |
0.9113 |
| High |
0.9135 |
0.9067 |
-0.0068 |
-0.7% |
0.9235 |
| Low |
0.8980 |
0.8983 |
0.0003 |
0.0% |
0.9039 |
| Close |
0.9008 |
0.9006 |
-0.0002 |
0.0% |
0.9053 |
| Range |
0.0155 |
0.0084 |
-0.0071 |
-45.8% |
0.0196 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
72,103 |
105,918 |
33,815 |
46.9% |
21,509 |
|
| Daily Pivots for day following 13-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9271 |
0.9222 |
0.9052 |
|
| R3 |
0.9187 |
0.9138 |
0.9029 |
|
| R2 |
0.9103 |
0.9103 |
0.9021 |
|
| R1 |
0.9054 |
0.9054 |
0.9014 |
0.9079 |
| PP |
0.9019 |
0.9019 |
0.9019 |
0.9031 |
| S1 |
0.8970 |
0.8970 |
0.8998 |
0.8995 |
| S2 |
0.8935 |
0.8935 |
0.8991 |
|
| S3 |
0.8851 |
0.8886 |
0.8983 |
|
| S4 |
0.8767 |
0.8802 |
0.8960 |
|
|
| 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 |
0.9150 |
0.8980 |
0.0170 |
1.9% |
0.0094 |
1.0% |
15% |
False |
False |
44,857 |
| 10 |
0.9235 |
0.8980 |
0.0255 |
2.8% |
0.0092 |
1.0% |
10% |
False |
False |
23,882 |
| 20 |
0.9444 |
0.8980 |
0.0464 |
5.2% |
0.0102 |
1.1% |
6% |
False |
False |
12,648 |
| 40 |
0.9444 |
0.8768 |
0.0676 |
7.5% |
0.0090 |
1.0% |
35% |
False |
False |
6,515 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
9.0% |
0.0075 |
0.8% |
46% |
False |
False |
4,502 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
9.0% |
0.0060 |
0.7% |
46% |
False |
False |
3,383 |
| 100 |
0.9444 |
0.8580 |
0.0864 |
9.6% |
0.0052 |
0.6% |
49% |
False |
False |
2,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9424 |
|
2.618 |
0.9287 |
|
1.618 |
0.9203 |
|
1.000 |
0.9151 |
|
0.618 |
0.9119 |
|
HIGH |
0.9067 |
|
0.618 |
0.9035 |
|
0.500 |
0.9025 |
|
0.382 |
0.9015 |
|
LOW |
0.8983 |
|
0.618 |
0.8931 |
|
1.000 |
0.8899 |
|
1.618 |
0.8847 |
|
2.618 |
0.8763 |
|
4.250 |
0.8626 |
|
|
| Fisher Pivots for day following 13-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9025 |
0.9065 |
| PP |
0.9019 |
0.9045 |
| S1 |
0.9012 |
0.9026 |
|