CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 26-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2007 |
26-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8849 |
0.8834 |
-0.0015 |
-0.2% |
0.8918 |
| High |
0.8855 |
0.8853 |
-0.0002 |
0.0% |
0.8963 |
| Low |
0.8813 |
0.8823 |
0.0010 |
0.1% |
0.8830 |
| Close |
0.8818 |
0.8831 |
0.0013 |
0.1% |
0.8849 |
| Range |
0.0042 |
0.0030 |
-0.0012 |
-28.6% |
0.0133 |
| ATR |
0.0085 |
0.0082 |
-0.0004 |
-4.2% |
0.0000 |
| Volume |
13,878 |
26,893 |
13,015 |
93.8% |
382,728 |
|
| Daily Pivots for day following 26-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8926 |
0.8908 |
0.8848 |
|
| R3 |
0.8896 |
0.8878 |
0.8839 |
|
| R2 |
0.8866 |
0.8866 |
0.8837 |
|
| R1 |
0.8848 |
0.8848 |
0.8834 |
0.8842 |
| PP |
0.8836 |
0.8836 |
0.8836 |
0.8833 |
| S1 |
0.8818 |
0.8818 |
0.8828 |
0.8812 |
| S2 |
0.8806 |
0.8806 |
0.8826 |
|
| S3 |
0.8776 |
0.8788 |
0.8823 |
|
| S4 |
0.8746 |
0.8758 |
0.8815 |
|
|
| 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 |
0.8960 |
0.8813 |
0.0147 |
1.7% |
0.0057 |
0.6% |
12% |
False |
False |
57,478 |
| 10 |
0.9135 |
0.8813 |
0.0322 |
3.6% |
0.0076 |
0.9% |
6% |
False |
False |
68,094 |
| 20 |
0.9340 |
0.8813 |
0.0527 |
6.0% |
0.0083 |
0.9% |
3% |
False |
False |
37,361 |
| 40 |
0.9444 |
0.8768 |
0.0676 |
7.7% |
0.0092 |
1.0% |
9% |
False |
False |
19,063 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
9.2% |
0.0077 |
0.9% |
25% |
False |
False |
12,746 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
9.2% |
0.0067 |
0.8% |
25% |
False |
False |
9,665 |
| 100 |
0.9444 |
0.8580 |
0.0864 |
9.8% |
0.0057 |
0.6% |
29% |
False |
False |
7,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8981 |
|
2.618 |
0.8932 |
|
1.618 |
0.8902 |
|
1.000 |
0.8883 |
|
0.618 |
0.8872 |
|
HIGH |
0.8853 |
|
0.618 |
0.8842 |
|
0.500 |
0.8838 |
|
0.382 |
0.8834 |
|
LOW |
0.8823 |
|
0.618 |
0.8804 |
|
1.000 |
0.8793 |
|
1.618 |
0.8774 |
|
2.618 |
0.8744 |
|
4.250 |
0.8696 |
|
|
| Fisher Pivots for day following 26-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8838 |
0.8874 |
| PP |
0.8836 |
0.8860 |
| S1 |
0.8833 |
0.8845 |
|