CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 18-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2007 |
18-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8918 |
0.8949 |
0.0031 |
0.3% |
0.9062 |
| High |
0.8957 |
0.8963 |
0.0006 |
0.1% |
0.9150 |
| Low |
0.8900 |
0.8900 |
0.0000 |
0.0% |
0.8892 |
| Close |
0.8943 |
0.8917 |
-0.0026 |
-0.3% |
0.8911 |
| Range |
0.0057 |
0.0063 |
0.0006 |
10.5% |
0.0258 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
66,050 |
70,055 |
4,005 |
6.1% |
295,388 |
|
| Daily Pivots for day following 18-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9116 |
0.9079 |
0.8952 |
|
| R3 |
0.9053 |
0.9016 |
0.8934 |
|
| R2 |
0.8990 |
0.8990 |
0.8929 |
|
| R1 |
0.8953 |
0.8953 |
0.8923 |
0.8940 |
| PP |
0.8927 |
0.8927 |
0.8927 |
0.8920 |
| S1 |
0.8890 |
0.8890 |
0.8911 |
0.8877 |
| S2 |
0.8864 |
0.8864 |
0.8905 |
|
| S3 |
0.8801 |
0.8827 |
0.8900 |
|
| S4 |
0.8738 |
0.8764 |
0.8882 |
|
|
| 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 |
0.9135 |
0.8892 |
0.0243 |
2.7% |
0.0094 |
1.1% |
10% |
False |
False |
78,710 |
| 10 |
0.9216 |
0.8892 |
0.0324 |
3.6% |
0.0087 |
1.0% |
8% |
False |
False |
44,804 |
| 20 |
0.9444 |
0.8892 |
0.0552 |
6.2% |
0.0099 |
1.1% |
5% |
False |
False |
23,229 |
| 40 |
0.9444 |
0.8768 |
0.0676 |
7.6% |
0.0091 |
1.0% |
22% |
False |
False |
11,894 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
9.1% |
0.0077 |
0.9% |
35% |
False |
False |
8,087 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
9.1% |
0.0063 |
0.7% |
35% |
False |
False |
6,074 |
| 100 |
0.9444 |
0.8580 |
0.0864 |
9.7% |
0.0054 |
0.6% |
39% |
False |
False |
4,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9231 |
|
2.618 |
0.9128 |
|
1.618 |
0.9065 |
|
1.000 |
0.9026 |
|
0.618 |
0.9002 |
|
HIGH |
0.8963 |
|
0.618 |
0.8939 |
|
0.500 |
0.8932 |
|
0.382 |
0.8924 |
|
LOW |
0.8900 |
|
0.618 |
0.8861 |
|
1.000 |
0.8837 |
|
1.618 |
0.8798 |
|
2.618 |
0.8735 |
|
4.250 |
0.8632 |
|
|
| Fisher Pivots for day following 18-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8932 |
0.8947 |
| PP |
0.8927 |
0.8937 |
| S1 |
0.8922 |
0.8927 |
|