CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 19-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2007 |
19-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8949 |
0.8910 |
-0.0039 |
-0.4% |
0.9062 |
| High |
0.8963 |
0.8960 |
-0.0003 |
0.0% |
0.9150 |
| Low |
0.8900 |
0.8898 |
-0.0002 |
0.0% |
0.8892 |
| Close |
0.8917 |
0.8909 |
-0.0008 |
-0.1% |
0.8911 |
| Range |
0.0063 |
0.0062 |
-0.0001 |
-1.6% |
0.0258 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
70,055 |
77,535 |
7,480 |
10.7% |
295,388 |
|
| Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9108 |
0.9071 |
0.8943 |
|
| R3 |
0.9046 |
0.9009 |
0.8926 |
|
| R2 |
0.8984 |
0.8984 |
0.8920 |
|
| R1 |
0.8947 |
0.8947 |
0.8915 |
0.8935 |
| PP |
0.8922 |
0.8922 |
0.8922 |
0.8916 |
| S1 |
0.8885 |
0.8885 |
0.8903 |
0.8873 |
| S2 |
0.8860 |
0.8860 |
0.8898 |
|
| S3 |
0.8798 |
0.8823 |
0.8892 |
|
| S4 |
0.8736 |
0.8761 |
0.8875 |
|
|
| 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 |
0.9067 |
0.8892 |
0.0175 |
2.0% |
0.0075 |
0.8% |
10% |
False |
False |
79,796 |
| 10 |
0.9150 |
0.8892 |
0.0258 |
2.9% |
0.0083 |
0.9% |
7% |
False |
False |
52,201 |
| 20 |
0.9444 |
0.8892 |
0.0552 |
6.2% |
0.0096 |
1.1% |
3% |
False |
False |
27,064 |
| 40 |
0.9444 |
0.8768 |
0.0676 |
7.6% |
0.0090 |
1.0% |
21% |
False |
False |
13,831 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
9.1% |
0.0077 |
0.9% |
34% |
False |
False |
9,376 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
9.1% |
0.0064 |
0.7% |
34% |
False |
False |
7,043 |
| 100 |
0.9444 |
0.8580 |
0.0864 |
9.7% |
0.0055 |
0.6% |
38% |
False |
False |
5,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9224 |
|
2.618 |
0.9122 |
|
1.618 |
0.9060 |
|
1.000 |
0.9022 |
|
0.618 |
0.8998 |
|
HIGH |
0.8960 |
|
0.618 |
0.8936 |
|
0.500 |
0.8929 |
|
0.382 |
0.8922 |
|
LOW |
0.8898 |
|
0.618 |
0.8860 |
|
1.000 |
0.8836 |
|
1.618 |
0.8798 |
|
2.618 |
0.8736 |
|
4.250 |
0.8635 |
|
|
| Fisher Pivots for day following 19-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8929 |
0.8931 |
| PP |
0.8922 |
0.8923 |
| S1 |
0.8916 |
0.8916 |
|