CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 20-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2007 |
20-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8910 |
0.8906 |
-0.0004 |
0.0% |
0.9062 |
| High |
0.8960 |
0.8948 |
-0.0012 |
-0.1% |
0.9150 |
| Low |
0.8898 |
0.8901 |
0.0003 |
0.0% |
0.8892 |
| Close |
0.8909 |
0.8927 |
0.0018 |
0.2% |
0.8911 |
| Range |
0.0062 |
0.0047 |
-0.0015 |
-24.2% |
0.0258 |
| ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
77,535 |
76,157 |
-1,378 |
-1.8% |
295,388 |
|
| Daily Pivots for day following 20-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9066 |
0.9044 |
0.8953 |
|
| R3 |
0.9019 |
0.8997 |
0.8940 |
|
| R2 |
0.8972 |
0.8972 |
0.8936 |
|
| R1 |
0.8950 |
0.8950 |
0.8931 |
0.8961 |
| PP |
0.8925 |
0.8925 |
0.8925 |
0.8931 |
| S1 |
0.8903 |
0.8903 |
0.8923 |
0.8914 |
| S2 |
0.8878 |
0.8878 |
0.8918 |
|
| S3 |
0.8831 |
0.8856 |
0.8914 |
|
| S4 |
0.8784 |
0.8809 |
0.8901 |
|
|
| 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 |
0.9002 |
0.8892 |
0.0110 |
1.2% |
0.0068 |
0.8% |
32% |
False |
False |
73,844 |
| 10 |
0.9150 |
0.8892 |
0.0258 |
2.9% |
0.0081 |
0.9% |
14% |
False |
False |
59,351 |
| 20 |
0.9444 |
0.8892 |
0.0552 |
6.2% |
0.0096 |
1.1% |
6% |
False |
False |
30,831 |
| 40 |
0.9444 |
0.8768 |
0.0676 |
7.6% |
0.0090 |
1.0% |
24% |
False |
False |
15,731 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
9.1% |
0.0077 |
0.9% |
36% |
False |
False |
10,519 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
9.1% |
0.0065 |
0.7% |
36% |
False |
False |
7,995 |
| 100 |
0.9444 |
0.8580 |
0.0864 |
9.7% |
0.0055 |
0.6% |
40% |
False |
False |
6,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9148 |
|
2.618 |
0.9071 |
|
1.618 |
0.9024 |
|
1.000 |
0.8995 |
|
0.618 |
0.8977 |
|
HIGH |
0.8948 |
|
0.618 |
0.8930 |
|
0.500 |
0.8925 |
|
0.382 |
0.8919 |
|
LOW |
0.8901 |
|
0.618 |
0.8872 |
|
1.000 |
0.8854 |
|
1.618 |
0.8825 |
|
2.618 |
0.8778 |
|
4.250 |
0.8701 |
|
|
| Fisher Pivots for day following 20-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8926 |
0.8931 |
| PP |
0.8925 |
0.8929 |
| S1 |
0.8925 |
0.8928 |
|