CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 17-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2007 |
17-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9001 |
0.8918 |
-0.0083 |
-0.9% |
0.9062 |
| High |
0.9002 |
0.8957 |
-0.0045 |
-0.5% |
0.9150 |
| Low |
0.8892 |
0.8900 |
0.0008 |
0.1% |
0.8892 |
| Close |
0.8911 |
0.8943 |
0.0032 |
0.4% |
0.8911 |
| Range |
0.0110 |
0.0057 |
-0.0053 |
-48.2% |
0.0258 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
79,425 |
66,050 |
-13,375 |
-16.8% |
295,388 |
|
| Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9104 |
0.9081 |
0.8974 |
|
| R3 |
0.9047 |
0.9024 |
0.8959 |
|
| R2 |
0.8990 |
0.8990 |
0.8953 |
|
| R1 |
0.8967 |
0.8967 |
0.8948 |
0.8979 |
| PP |
0.8933 |
0.8933 |
0.8933 |
0.8939 |
| S1 |
0.8910 |
0.8910 |
0.8938 |
0.8922 |
| S2 |
0.8876 |
0.8876 |
0.8933 |
|
| S3 |
0.8819 |
0.8853 |
0.8927 |
|
| S4 |
0.8762 |
0.8796 |
0.8912 |
|
|
| 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% |
0.0109 |
1.2% |
20% |
False |
False |
69,830 |
| 10 |
0.9235 |
0.8892 |
0.0343 |
3.8% |
0.0088 |
1.0% |
15% |
False |
False |
38,103 |
| 20 |
0.9444 |
0.8892 |
0.0552 |
6.2% |
0.0100 |
1.1% |
9% |
False |
False |
19,744 |
| 40 |
0.9444 |
0.8768 |
0.0676 |
7.6% |
0.0090 |
1.0% |
26% |
False |
False |
10,148 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
9.1% |
0.0076 |
0.9% |
38% |
False |
False |
6,920 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
9.1% |
0.0062 |
0.7% |
38% |
False |
False |
5,198 |
| 100 |
0.9444 |
0.8580 |
0.0864 |
9.7% |
0.0054 |
0.6% |
42% |
False |
False |
4,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9199 |
|
2.618 |
0.9106 |
|
1.618 |
0.9049 |
|
1.000 |
0.9014 |
|
0.618 |
0.8992 |
|
HIGH |
0.8957 |
|
0.618 |
0.8935 |
|
0.500 |
0.8929 |
|
0.382 |
0.8922 |
|
LOW |
0.8900 |
|
0.618 |
0.8865 |
|
1.000 |
0.8843 |
|
1.618 |
0.8808 |
|
2.618 |
0.8751 |
|
4.250 |
0.8658 |
|
|
| Fisher Pivots for day following 17-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8938 |
0.8980 |
| PP |
0.8933 |
0.8967 |
| S1 |
0.8929 |
0.8955 |
|