CME Japanese Yen Future December 2007
| Trading Metrics calculated at close of trading on 14-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2007 |
14-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8913 |
0.8906 |
-0.0007 |
-0.1% |
0.8970 |
| High |
0.8978 |
0.8909 |
-0.0069 |
-0.8% |
0.9057 |
| Low |
0.8894 |
0.8805 |
-0.0089 |
-1.0% |
0.8805 |
| Close |
0.8915 |
0.8819 |
-0.0096 |
-1.1% |
0.8819 |
| Range |
0.0084 |
0.0104 |
0.0020 |
23.8% |
0.0252 |
| ATR |
0.0104 |
0.0105 |
0.0000 |
0.4% |
0.0000 |
| Volume |
38,109 |
13,903 |
-24,206 |
-63.5% |
273,307 |
|
| Daily Pivots for day following 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9156 |
0.9092 |
0.8876 |
|
| R3 |
0.9052 |
0.8988 |
0.8848 |
|
| R2 |
0.8948 |
0.8948 |
0.8838 |
|
| R1 |
0.8884 |
0.8884 |
0.8829 |
0.8864 |
| PP |
0.8844 |
0.8844 |
0.8844 |
0.8835 |
| S1 |
0.8780 |
0.8780 |
0.8809 |
0.8760 |
| S2 |
0.8740 |
0.8740 |
0.8800 |
|
| S3 |
0.8636 |
0.8676 |
0.8790 |
|
| S4 |
0.8532 |
0.8572 |
0.8762 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9650 |
0.9486 |
0.8958 |
|
| R3 |
0.9398 |
0.9234 |
0.8888 |
|
| R2 |
0.9146 |
0.9146 |
0.8865 |
|
| R1 |
0.8982 |
0.8982 |
0.8842 |
0.8938 |
| PP |
0.8894 |
0.8894 |
0.8894 |
0.8872 |
| S1 |
0.8730 |
0.8730 |
0.8796 |
0.8686 |
| S2 |
0.8642 |
0.8642 |
0.8773 |
|
| S3 |
0.8390 |
0.8478 |
0.8750 |
|
| S4 |
0.8138 |
0.8226 |
0.8680 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9057 |
0.8805 |
0.0252 |
2.9% |
0.0102 |
1.2% |
6% |
False |
True |
54,661 |
| 10 |
0.9142 |
0.8805 |
0.0337 |
3.8% |
0.0090 |
1.0% |
4% |
False |
True |
71,680 |
| 20 |
0.9350 |
0.8805 |
0.0545 |
6.2% |
0.0110 |
1.2% |
3% |
False |
True |
99,667 |
| 40 |
0.9350 |
0.8669 |
0.0681 |
7.7% |
0.0104 |
1.2% |
22% |
False |
False |
113,279 |
| 60 |
0.9350 |
0.8529 |
0.0821 |
9.3% |
0.0093 |
1.1% |
35% |
False |
False |
107,317 |
| 80 |
0.9350 |
0.8529 |
0.0821 |
9.3% |
0.0093 |
1.1% |
35% |
False |
False |
92,802 |
| 100 |
0.9350 |
0.8485 |
0.0865 |
9.8% |
0.0095 |
1.1% |
39% |
False |
False |
74,382 |
| 120 |
0.9350 |
0.8252 |
0.1098 |
12.5% |
0.0088 |
1.0% |
52% |
False |
False |
61,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9351 |
|
2.618 |
0.9181 |
|
1.618 |
0.9077 |
|
1.000 |
0.9013 |
|
0.618 |
0.8973 |
|
HIGH |
0.8909 |
|
0.618 |
0.8869 |
|
0.500 |
0.8857 |
|
0.382 |
0.8845 |
|
LOW |
0.8805 |
|
0.618 |
0.8741 |
|
1.000 |
0.8701 |
|
1.618 |
0.8637 |
|
2.618 |
0.8533 |
|
4.250 |
0.8363 |
|
|
| Fisher Pivots for day following 14-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8857 |
0.8923 |
| PP |
0.8844 |
0.8888 |
| S1 |
0.8832 |
0.8854 |
|