CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 27-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2007 |
27-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9265 |
0.9325 |
0.0060 |
0.6% |
0.9050 |
| High |
0.9350 |
0.9343 |
-0.0007 |
-0.1% |
0.9322 |
| Low |
0.9214 |
0.9183 |
-0.0031 |
-0.3% |
0.9032 |
| Close |
0.9294 |
0.9232 |
-0.0062 |
-0.7% |
0.9261 |
| Range |
0.0136 |
0.0160 |
0.0024 |
17.6% |
0.0290 |
| ATR |
0.0110 |
0.0114 |
0.0004 |
3.2% |
0.0000 |
| Volume |
104,172 |
158,974 |
54,802 |
52.6% |
458,317 |
|
| Daily Pivots for day following 27-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9733 |
0.9642 |
0.9320 |
|
| R3 |
0.9573 |
0.9482 |
0.9276 |
|
| R2 |
0.9413 |
0.9413 |
0.9261 |
|
| R1 |
0.9322 |
0.9322 |
0.9247 |
0.9288 |
| PP |
0.9253 |
0.9253 |
0.9253 |
0.9235 |
| S1 |
0.9162 |
0.9162 |
0.9217 |
0.9128 |
| S2 |
0.9093 |
0.9093 |
0.9203 |
|
| S3 |
0.8933 |
0.9002 |
0.9188 |
|
| S4 |
0.8773 |
0.8842 |
0.9144 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0075 |
0.9958 |
0.9421 |
|
| R3 |
0.9785 |
0.9668 |
0.9341 |
|
| R2 |
0.9495 |
0.9495 |
0.9314 |
|
| R1 |
0.9378 |
0.9378 |
0.9288 |
0.9437 |
| PP |
0.9205 |
0.9205 |
0.9205 |
0.9234 |
| S1 |
0.9088 |
0.9088 |
0.9234 |
0.9147 |
| S2 |
0.8915 |
0.8915 |
0.9208 |
|
| S3 |
0.8625 |
0.8798 |
0.9181 |
|
| S4 |
0.8335 |
0.8508 |
0.9102 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9350 |
0.9067 |
0.0283 |
3.1% |
0.0134 |
1.5% |
58% |
False |
False |
122,777 |
| 10 |
0.9350 |
0.8975 |
0.0375 |
4.1% |
0.0125 |
1.3% |
69% |
False |
False |
128,497 |
| 20 |
0.9350 |
0.8669 |
0.0681 |
7.4% |
0.0116 |
1.3% |
83% |
False |
False |
129,971 |
| 40 |
0.9350 |
0.8529 |
0.0821 |
8.9% |
0.0093 |
1.0% |
86% |
False |
False |
114,297 |
| 60 |
0.9350 |
0.8529 |
0.0821 |
8.9% |
0.0093 |
1.0% |
86% |
False |
False |
104,598 |
| 80 |
0.9350 |
0.8485 |
0.0865 |
9.4% |
0.0097 |
1.0% |
86% |
False |
False |
78,725 |
| 100 |
0.9350 |
0.8275 |
0.1075 |
11.6% |
0.0090 |
1.0% |
89% |
False |
False |
63,009 |
| 120 |
0.9350 |
0.8235 |
0.1115 |
12.1% |
0.0080 |
0.9% |
89% |
False |
False |
52,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0023 |
|
2.618 |
0.9762 |
|
1.618 |
0.9602 |
|
1.000 |
0.9503 |
|
0.618 |
0.9442 |
|
HIGH |
0.9343 |
|
0.618 |
0.9282 |
|
0.500 |
0.9263 |
|
0.382 |
0.9244 |
|
LOW |
0.9183 |
|
0.618 |
0.9084 |
|
1.000 |
0.9023 |
|
1.618 |
0.8924 |
|
2.618 |
0.8764 |
|
4.250 |
0.8503 |
|
|
| Fisher Pivots for day following 27-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9263 |
0.9267 |
| PP |
0.9253 |
0.9255 |
| S1 |
0.9242 |
0.9244 |
|