CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 28-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2007 |
28-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8827 |
0.8854 |
0.0027 |
0.3% |
0.8849 |
| High |
0.8877 |
0.8981 |
0.0104 |
1.2% |
0.8981 |
| Low |
0.8792 |
0.8839 |
0.0047 |
0.5% |
0.8792 |
| Close |
0.8866 |
0.8936 |
0.0070 |
0.8% |
0.8936 |
| Range |
0.0085 |
0.0142 |
0.0057 |
67.1% |
0.0189 |
| ATR |
0.0082 |
0.0086 |
0.0004 |
5.2% |
0.0000 |
| Volume |
68,257 |
80,106 |
11,849 |
17.4% |
189,134 |
|
| Daily Pivots for day following 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9345 |
0.9282 |
0.9014 |
|
| R3 |
0.9203 |
0.9140 |
0.8975 |
|
| R2 |
0.9061 |
0.9061 |
0.8962 |
|
| R1 |
0.8998 |
0.8998 |
0.8949 |
0.9030 |
| PP |
0.8919 |
0.8919 |
0.8919 |
0.8934 |
| S1 |
0.8856 |
0.8856 |
0.8923 |
0.8888 |
| S2 |
0.8777 |
0.8777 |
0.8910 |
|
| S3 |
0.8635 |
0.8714 |
0.8897 |
|
| S4 |
0.8493 |
0.8572 |
0.8858 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9470 |
0.9392 |
0.9040 |
|
| R3 |
0.9281 |
0.9203 |
0.8988 |
|
| R2 |
0.9092 |
0.9092 |
0.8971 |
|
| R1 |
0.9014 |
0.9014 |
0.8953 |
0.9053 |
| PP |
0.8903 |
0.8903 |
0.8903 |
0.8923 |
| S1 |
0.8825 |
0.8825 |
0.8919 |
0.8864 |
| S2 |
0.8714 |
0.8714 |
0.8901 |
|
| S3 |
0.8525 |
0.8636 |
0.8884 |
|
| S4 |
0.8336 |
0.8447 |
0.8832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8981 |
0.8792 |
0.0189 |
2.1% |
0.0081 |
0.9% |
76% |
True |
False |
56,413 |
| 10 |
0.9002 |
0.8792 |
0.0210 |
2.4% |
0.0074 |
0.8% |
69% |
False |
False |
65,128 |
| 20 |
0.9235 |
0.8792 |
0.0443 |
5.0% |
0.0083 |
0.9% |
33% |
False |
False |
44,505 |
| 40 |
0.9444 |
0.8792 |
0.0652 |
7.3% |
0.0094 |
1.1% |
22% |
False |
False |
22,762 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
9.1% |
0.0080 |
0.9% |
38% |
False |
False |
15,214 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
9.1% |
0.0070 |
0.8% |
38% |
False |
False |
11,520 |
| 100 |
0.9444 |
0.8631 |
0.0813 |
9.1% |
0.0059 |
0.7% |
38% |
False |
False |
9,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9585 |
|
2.618 |
0.9353 |
|
1.618 |
0.9211 |
|
1.000 |
0.9123 |
|
0.618 |
0.9069 |
|
HIGH |
0.8981 |
|
0.618 |
0.8927 |
|
0.500 |
0.8910 |
|
0.382 |
0.8893 |
|
LOW |
0.8839 |
|
0.618 |
0.8751 |
|
1.000 |
0.8697 |
|
1.618 |
0.8609 |
|
2.618 |
0.8467 |
|
4.250 |
0.8236 |
|
|
| Fisher Pivots for day following 28-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8927 |
0.8920 |
| PP |
0.8919 |
0.8903 |
| S1 |
0.8910 |
0.8887 |
|