CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 24-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2007 |
24-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8917 |
0.8849 |
-0.0068 |
-0.8% |
0.8918 |
| High |
0.8935 |
0.8855 |
-0.0080 |
-0.9% |
0.8963 |
| Low |
0.8830 |
0.8813 |
-0.0017 |
-0.2% |
0.8830 |
| Close |
0.8849 |
0.8818 |
-0.0031 |
-0.4% |
0.8849 |
| Range |
0.0105 |
0.0042 |
-0.0063 |
-60.0% |
0.0133 |
| ATR |
0.0089 |
0.0085 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
92,931 |
13,878 |
-79,053 |
-85.1% |
382,728 |
|
| Daily Pivots for day following 24-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8955 |
0.8928 |
0.8841 |
|
| R3 |
0.8913 |
0.8886 |
0.8830 |
|
| R2 |
0.8871 |
0.8871 |
0.8826 |
|
| R1 |
0.8844 |
0.8844 |
0.8822 |
0.8837 |
| PP |
0.8829 |
0.8829 |
0.8829 |
0.8825 |
| S1 |
0.8802 |
0.8802 |
0.8814 |
0.8795 |
| S2 |
0.8787 |
0.8787 |
0.8810 |
|
| S3 |
0.8745 |
0.8760 |
0.8806 |
|
| S4 |
0.8703 |
0.8718 |
0.8795 |
|
|
| 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 |
0.8813 |
0.0150 |
1.7% |
0.0064 |
0.7% |
3% |
False |
True |
66,111 |
| 10 |
0.9150 |
0.8813 |
0.0337 |
3.8% |
0.0086 |
1.0% |
1% |
False |
True |
67,970 |
| 20 |
0.9431 |
0.8813 |
0.0618 |
7.0% |
0.0089 |
1.0% |
1% |
False |
True |
36,062 |
| 40 |
0.9444 |
0.8768 |
0.0676 |
7.7% |
0.0092 |
1.0% |
7% |
False |
False |
18,392 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
9.2% |
0.0077 |
0.9% |
23% |
False |
False |
12,298 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
9.2% |
0.0066 |
0.8% |
23% |
False |
False |
9,329 |
| 100 |
0.9444 |
0.8580 |
0.0864 |
9.8% |
0.0057 |
0.6% |
28% |
False |
False |
7,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9034 |
|
2.618 |
0.8965 |
|
1.618 |
0.8923 |
|
1.000 |
0.8897 |
|
0.618 |
0.8881 |
|
HIGH |
0.8855 |
|
0.618 |
0.8839 |
|
0.500 |
0.8834 |
|
0.382 |
0.8829 |
|
LOW |
0.8813 |
|
0.618 |
0.8787 |
|
1.000 |
0.8771 |
|
1.618 |
0.8745 |
|
2.618 |
0.8703 |
|
4.250 |
0.8635 |
|
|
| Fisher Pivots for day following 24-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8834 |
0.8881 |
| PP |
0.8829 |
0.8860 |
| S1 |
0.8823 |
0.8839 |
|