CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 14-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2007 |
14-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9005 |
0.9001 |
-0.0004 |
0.0% |
0.9062 |
| High |
0.9067 |
0.9002 |
-0.0065 |
-0.7% |
0.9150 |
| Low |
0.8983 |
0.8892 |
-0.0091 |
-1.0% |
0.8892 |
| Close |
0.9006 |
0.8911 |
-0.0095 |
-1.1% |
0.8911 |
| Range |
0.0084 |
0.0110 |
0.0026 |
31.0% |
0.0258 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
1.3% |
0.0000 |
| Volume |
105,918 |
79,425 |
-26,493 |
-25.0% |
295,388 |
|
| Daily Pivots for day following 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9265 |
0.9198 |
0.8972 |
|
| R3 |
0.9155 |
0.9088 |
0.8941 |
|
| R2 |
0.9045 |
0.9045 |
0.8931 |
|
| R1 |
0.8978 |
0.8978 |
0.8921 |
0.8957 |
| PP |
0.8935 |
0.8935 |
0.8935 |
0.8924 |
| S1 |
0.8868 |
0.8868 |
0.8901 |
0.8847 |
| S2 |
0.8825 |
0.8825 |
0.8891 |
|
| S3 |
0.8715 |
0.8758 |
0.8881 |
|
| S4 |
0.8605 |
0.8648 |
0.8851 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9758 |
0.9593 |
0.9053 |
|
| R3 |
0.9500 |
0.9335 |
0.8982 |
|
| R2 |
0.9242 |
0.9242 |
0.8958 |
|
| R1 |
0.9077 |
0.9077 |
0.8935 |
0.9031 |
| PP |
0.8984 |
0.8984 |
0.8984 |
0.8961 |
| S1 |
0.8819 |
0.8819 |
0.8887 |
0.8773 |
| S2 |
0.8726 |
0.8726 |
0.8864 |
|
| S3 |
0.8468 |
0.8561 |
0.8840 |
|
| S4 |
0.8210 |
0.8303 |
0.8769 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9150 |
0.8892 |
0.0258 |
2.9% |
0.0105 |
1.2% |
7% |
False |
True |
59,077 |
| 10 |
0.9235 |
0.8892 |
0.0343 |
3.8% |
0.0090 |
1.0% |
6% |
False |
True |
31,689 |
| 20 |
0.9444 |
0.8892 |
0.0552 |
6.2% |
0.0102 |
1.1% |
3% |
False |
True |
16,540 |
| 40 |
0.9444 |
0.8768 |
0.0676 |
7.6% |
0.0091 |
1.0% |
21% |
False |
False |
8,499 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
9.1% |
0.0076 |
0.9% |
34% |
False |
False |
5,819 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
9.1% |
0.0062 |
0.7% |
34% |
False |
False |
4,372 |
| 100 |
0.9444 |
0.8580 |
0.0864 |
9.7% |
0.0053 |
0.6% |
38% |
False |
False |
3,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9470 |
|
2.618 |
0.9290 |
|
1.618 |
0.9180 |
|
1.000 |
0.9112 |
|
0.618 |
0.9070 |
|
HIGH |
0.9002 |
|
0.618 |
0.8960 |
|
0.500 |
0.8947 |
|
0.382 |
0.8934 |
|
LOW |
0.8892 |
|
0.618 |
0.8824 |
|
1.000 |
0.8782 |
|
1.618 |
0.8714 |
|
2.618 |
0.8604 |
|
4.250 |
0.8425 |
|
|
| Fisher Pivots for day following 14-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8947 |
0.9014 |
| PP |
0.8935 |
0.8979 |
| S1 |
0.8923 |
0.8945 |
|