CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 31-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2007 |
31-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8854 |
0.8965 |
0.0111 |
1.3% |
0.8849 |
| High |
0.8981 |
0.9048 |
0.0067 |
0.7% |
0.8981 |
| Low |
0.8839 |
0.8945 |
0.0106 |
1.2% |
0.8792 |
| Close |
0.8936 |
0.9013 |
0.0077 |
0.9% |
0.8936 |
| Range |
0.0142 |
0.0103 |
-0.0039 |
-27.5% |
0.0189 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
2.1% |
0.0000 |
| Volume |
80,106 |
39,246 |
-40,860 |
-51.0% |
189,134 |
|
| Daily Pivots for day following 31-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9311 |
0.9265 |
0.9070 |
|
| R3 |
0.9208 |
0.9162 |
0.9041 |
|
| R2 |
0.9105 |
0.9105 |
0.9032 |
|
| R1 |
0.9059 |
0.9059 |
0.9022 |
0.9082 |
| PP |
0.9002 |
0.9002 |
0.9002 |
0.9014 |
| S1 |
0.8956 |
0.8956 |
0.9004 |
0.8979 |
| S2 |
0.8899 |
0.8899 |
0.8994 |
|
| S3 |
0.8796 |
0.8853 |
0.8985 |
|
| S4 |
0.8693 |
0.8750 |
0.8956 |
|
|
| 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 |
0.9048 |
0.8792 |
0.0256 |
2.8% |
0.0080 |
0.9% |
86% |
True |
False |
45,676 |
| 10 |
0.9048 |
0.8792 |
0.0256 |
2.8% |
0.0074 |
0.8% |
86% |
True |
False |
61,110 |
| 20 |
0.9235 |
0.8792 |
0.0443 |
4.9% |
0.0082 |
0.9% |
50% |
False |
False |
46,400 |
| 40 |
0.9444 |
0.8792 |
0.0652 |
7.2% |
0.0095 |
1.0% |
34% |
False |
False |
23,738 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
9.0% |
0.0081 |
0.9% |
47% |
False |
False |
15,868 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
9.0% |
0.0071 |
0.8% |
47% |
False |
False |
12,009 |
| 100 |
0.9444 |
0.8631 |
0.0813 |
9.0% |
0.0060 |
0.7% |
47% |
False |
False |
9,613 |
| 120 |
0.9444 |
0.8417 |
0.1027 |
11.4% |
0.0050 |
0.6% |
58% |
False |
False |
8,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9486 |
|
2.618 |
0.9318 |
|
1.618 |
0.9215 |
|
1.000 |
0.9151 |
|
0.618 |
0.9112 |
|
HIGH |
0.9048 |
|
0.618 |
0.9009 |
|
0.500 |
0.8997 |
|
0.382 |
0.8984 |
|
LOW |
0.8945 |
|
0.618 |
0.8881 |
|
1.000 |
0.8842 |
|
1.618 |
0.8778 |
|
2.618 |
0.8675 |
|
4.250 |
0.8507 |
|
|
| Fisher Pivots for day following 31-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9008 |
0.8982 |
| PP |
0.9002 |
0.8951 |
| S1 |
0.8997 |
0.8920 |
|