CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 17-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2007 |
17-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8580 |
0.8620 |
0.0040 |
0.5% |
0.8664 |
| High |
0.8655 |
0.8670 |
0.0015 |
0.2% |
0.8667 |
| Low |
0.8576 |
0.8593 |
0.0017 |
0.2% |
0.8529 |
| Close |
0.8632 |
0.8642 |
0.0010 |
0.1% |
0.8569 |
| Range |
0.0079 |
0.0077 |
-0.0002 |
-2.5% |
0.0138 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.1% |
0.0000 |
| Volume |
126,528 |
138,300 |
11,772 |
9.3% |
312,234 |
|
| Daily Pivots for day following 17-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8866 |
0.8831 |
0.8684 |
|
| R3 |
0.8789 |
0.8754 |
0.8663 |
|
| R2 |
0.8712 |
0.8712 |
0.8656 |
|
| R1 |
0.8677 |
0.8677 |
0.8649 |
0.8695 |
| PP |
0.8635 |
0.8635 |
0.8635 |
0.8644 |
| S1 |
0.8600 |
0.8600 |
0.8635 |
0.8618 |
| S2 |
0.8558 |
0.8558 |
0.8628 |
|
| S3 |
0.8481 |
0.8523 |
0.8621 |
|
| S4 |
0.8404 |
0.8446 |
0.8600 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9002 |
0.8924 |
0.8645 |
|
| R3 |
0.8864 |
0.8786 |
0.8607 |
|
| R2 |
0.8726 |
0.8726 |
0.8594 |
|
| R1 |
0.8648 |
0.8648 |
0.8582 |
0.8618 |
| PP |
0.8588 |
0.8588 |
0.8588 |
0.8574 |
| S1 |
0.8510 |
0.8510 |
0.8556 |
0.8480 |
| S2 |
0.8450 |
0.8450 |
0.8544 |
|
| S3 |
0.8312 |
0.8372 |
0.8531 |
|
| S4 |
0.8174 |
0.8234 |
0.8493 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8670 |
0.8529 |
0.0141 |
1.6% |
0.0070 |
0.8% |
80% |
True |
False |
110,440 |
| 10 |
0.8675 |
0.8529 |
0.0146 |
1.7% |
0.0062 |
0.7% |
77% |
False |
False |
85,547 |
| 20 |
0.8862 |
0.8529 |
0.0333 |
3.9% |
0.0075 |
0.9% |
34% |
False |
False |
96,068 |
| 40 |
0.8996 |
0.8529 |
0.0467 |
5.4% |
0.0083 |
1.0% |
24% |
False |
False |
69,128 |
| 60 |
0.9089 |
0.8433 |
0.0656 |
7.6% |
0.0091 |
1.0% |
32% |
False |
False |
46,286 |
| 80 |
0.9089 |
0.8252 |
0.0837 |
9.7% |
0.0079 |
0.9% |
47% |
False |
False |
34,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8997 |
|
2.618 |
0.8872 |
|
1.618 |
0.8795 |
|
1.000 |
0.8747 |
|
0.618 |
0.8718 |
|
HIGH |
0.8670 |
|
0.618 |
0.8641 |
|
0.500 |
0.8632 |
|
0.382 |
0.8622 |
|
LOW |
0.8593 |
|
0.618 |
0.8545 |
|
1.000 |
0.8516 |
|
1.618 |
0.8468 |
|
2.618 |
0.8391 |
|
4.250 |
0.8266 |
|
|
| Fisher Pivots for day following 17-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8639 |
0.8630 |
| PP |
0.8635 |
0.8618 |
| S1 |
0.8632 |
0.8606 |
|