CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 28-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2007 |
28-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9325 |
0.9204 |
-0.0121 |
-1.3% |
0.9050 |
| High |
0.9343 |
0.9257 |
-0.0086 |
-0.9% |
0.9322 |
| Low |
0.9183 |
0.9073 |
-0.0110 |
-1.2% |
0.9032 |
| Close |
0.9232 |
0.9114 |
-0.0118 |
-1.3% |
0.9261 |
| Range |
0.0160 |
0.0184 |
0.0024 |
15.0% |
0.0290 |
| ATR |
0.0114 |
0.0119 |
0.0005 |
4.4% |
0.0000 |
| Volume |
158,974 |
165,970 |
6,996 |
4.4% |
458,317 |
|
| Daily Pivots for day following 28-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9700 |
0.9591 |
0.9215 |
|
| R3 |
0.9516 |
0.9407 |
0.9165 |
|
| R2 |
0.9332 |
0.9332 |
0.9148 |
|
| R1 |
0.9223 |
0.9223 |
0.9131 |
0.9186 |
| PP |
0.9148 |
0.9148 |
0.9148 |
0.9129 |
| S1 |
0.9039 |
0.9039 |
0.9097 |
0.9002 |
| S2 |
0.8964 |
0.8964 |
0.9080 |
|
| S3 |
0.8780 |
0.8855 |
0.9063 |
|
| S4 |
0.8596 |
0.8671 |
0.9013 |
|
|
| 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 |
0.9073 |
0.0277 |
3.0% |
0.0153 |
1.7% |
15% |
False |
True |
129,612 |
| 10 |
0.9350 |
0.8975 |
0.0375 |
4.1% |
0.0130 |
1.4% |
37% |
False |
False |
131,675 |
| 20 |
0.9350 |
0.8669 |
0.0681 |
7.5% |
0.0123 |
1.3% |
65% |
False |
False |
135,122 |
| 40 |
0.9350 |
0.8529 |
0.0821 |
9.0% |
0.0097 |
1.1% |
71% |
False |
False |
116,675 |
| 60 |
0.9350 |
0.8529 |
0.0821 |
9.0% |
0.0095 |
1.0% |
71% |
False |
False |
107,322 |
| 80 |
0.9350 |
0.8485 |
0.0865 |
9.5% |
0.0098 |
1.1% |
73% |
False |
False |
80,796 |
| 100 |
0.9350 |
0.8322 |
0.1028 |
11.3% |
0.0091 |
1.0% |
77% |
False |
False |
64,669 |
| 120 |
0.9350 |
0.8235 |
0.1115 |
12.2% |
0.0081 |
0.9% |
79% |
False |
False |
53,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0039 |
|
2.618 |
0.9739 |
|
1.618 |
0.9555 |
|
1.000 |
0.9441 |
|
0.618 |
0.9371 |
|
HIGH |
0.9257 |
|
0.618 |
0.9187 |
|
0.500 |
0.9165 |
|
0.382 |
0.9143 |
|
LOW |
0.9073 |
|
0.618 |
0.8959 |
|
1.000 |
0.8889 |
|
1.618 |
0.8775 |
|
2.618 |
0.8591 |
|
4.250 |
0.8291 |
|
|
| Fisher Pivots for day following 28-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9165 |
0.9212 |
| PP |
0.9148 |
0.9179 |
| S1 |
0.9131 |
0.9147 |
|