CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 21-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2007 |
21-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8906 |
0.8917 |
0.0011 |
0.1% |
0.8918 |
| High |
0.8948 |
0.8935 |
-0.0013 |
-0.1% |
0.8963 |
| Low |
0.8901 |
0.8830 |
-0.0071 |
-0.8% |
0.8830 |
| Close |
0.8927 |
0.8849 |
-0.0078 |
-0.9% |
0.8849 |
| Range |
0.0047 |
0.0105 |
0.0058 |
123.4% |
0.0133 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
1.4% |
0.0000 |
| Volume |
76,157 |
92,931 |
16,774 |
22.0% |
382,728 |
|
| Daily Pivots for day following 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9186 |
0.9123 |
0.8907 |
|
| R3 |
0.9081 |
0.9018 |
0.8878 |
|
| R2 |
0.8976 |
0.8976 |
0.8868 |
|
| R1 |
0.8913 |
0.8913 |
0.8859 |
0.8892 |
| PP |
0.8871 |
0.8871 |
0.8871 |
0.8861 |
| S1 |
0.8808 |
0.8808 |
0.8839 |
0.8787 |
| S2 |
0.8766 |
0.8766 |
0.8830 |
|
| S3 |
0.8661 |
0.8703 |
0.8820 |
|
| S4 |
0.8556 |
0.8598 |
0.8791 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9280 |
0.9197 |
0.8922 |
|
| R3 |
0.9147 |
0.9064 |
0.8886 |
|
| R2 |
0.9014 |
0.9014 |
0.8873 |
|
| R1 |
0.8931 |
0.8931 |
0.8861 |
0.8906 |
| PP |
0.8881 |
0.8881 |
0.8881 |
0.8868 |
| S1 |
0.8798 |
0.8798 |
0.8837 |
0.8773 |
| S2 |
0.8748 |
0.8748 |
0.8825 |
|
| S3 |
0.8615 |
0.8665 |
0.8812 |
|
| S4 |
0.8482 |
0.8532 |
0.8776 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8963 |
0.8830 |
0.0133 |
1.5% |
0.0067 |
0.8% |
14% |
False |
True |
76,545 |
| 10 |
0.9150 |
0.8830 |
0.0320 |
3.6% |
0.0086 |
1.0% |
6% |
False |
True |
67,811 |
| 20 |
0.9444 |
0.8830 |
0.0614 |
6.9% |
0.0094 |
1.1% |
3% |
False |
True |
35,436 |
| 40 |
0.9444 |
0.8768 |
0.0676 |
7.6% |
0.0092 |
1.0% |
12% |
False |
False |
18,049 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
9.2% |
0.0078 |
0.9% |
27% |
False |
False |
12,067 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
9.2% |
0.0066 |
0.7% |
27% |
False |
False |
9,156 |
| 100 |
0.9444 |
0.8580 |
0.0864 |
9.8% |
0.0056 |
0.6% |
31% |
False |
False |
7,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9381 |
|
2.618 |
0.9210 |
|
1.618 |
0.9105 |
|
1.000 |
0.9040 |
|
0.618 |
0.9000 |
|
HIGH |
0.8935 |
|
0.618 |
0.8895 |
|
0.500 |
0.8883 |
|
0.382 |
0.8870 |
|
LOW |
0.8830 |
|
0.618 |
0.8765 |
|
1.000 |
0.8725 |
|
1.618 |
0.8660 |
|
2.618 |
0.8555 |
|
4.250 |
0.8384 |
|
|
| Fisher Pivots for day following 21-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8883 |
0.8895 |
| PP |
0.8871 |
0.8880 |
| S1 |
0.8860 |
0.8864 |
|