CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 22-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2007 |
22-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8848 |
0.8944 |
0.0096 |
1.1% |
0.8650 |
| High |
0.8875 |
0.8968 |
0.0093 |
1.0% |
0.8875 |
| Low |
0.8803 |
0.8869 |
0.0066 |
0.7% |
0.8631 |
| Close |
0.8854 |
0.8902 |
0.0048 |
0.5% |
0.8854 |
| Range |
0.0072 |
0.0099 |
0.0027 |
37.5% |
0.0244 |
| ATR |
0.0056 |
0.0060 |
0.0004 |
7.4% |
0.0000 |
| Volume |
48 |
98 |
50 |
104.2% |
443 |
|
| Daily Pivots for day following 22-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9210 |
0.9155 |
0.8956 |
|
| R3 |
0.9111 |
0.9056 |
0.8929 |
|
| R2 |
0.9012 |
0.9012 |
0.8920 |
|
| R1 |
0.8957 |
0.8957 |
0.8911 |
0.8935 |
| PP |
0.8913 |
0.8913 |
0.8913 |
0.8902 |
| S1 |
0.8858 |
0.8858 |
0.8893 |
0.8836 |
| S2 |
0.8814 |
0.8814 |
0.8884 |
|
| S3 |
0.8715 |
0.8759 |
0.8875 |
|
| S4 |
0.8616 |
0.8660 |
0.8848 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9519 |
0.9430 |
0.8988 |
|
| R3 |
0.9275 |
0.9186 |
0.8921 |
|
| R2 |
0.9031 |
0.9031 |
0.8899 |
|
| R1 |
0.8942 |
0.8942 |
0.8876 |
0.8987 |
| PP |
0.8787 |
0.8787 |
0.8787 |
0.8809 |
| S1 |
0.8698 |
0.8698 |
0.8832 |
0.8743 |
| S2 |
0.8543 |
0.8543 |
0.8809 |
|
| S3 |
0.8299 |
0.8454 |
0.8787 |
|
| S4 |
0.8055 |
0.8210 |
0.8720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8968 |
0.8685 |
0.0283 |
3.2% |
0.0070 |
0.8% |
77% |
True |
False |
87 |
| 10 |
0.8968 |
0.8631 |
0.0337 |
3.8% |
0.0054 |
0.6% |
80% |
True |
False |
87 |
| 20 |
0.8968 |
0.8631 |
0.0337 |
3.8% |
0.0049 |
0.6% |
80% |
True |
False |
464 |
| 40 |
0.9060 |
0.8631 |
0.0429 |
4.8% |
0.0035 |
0.4% |
63% |
False |
False |
248 |
| 60 |
0.9098 |
0.8580 |
0.0518 |
5.8% |
0.0029 |
0.3% |
62% |
False |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9389 |
|
2.618 |
0.9227 |
|
1.618 |
0.9128 |
|
1.000 |
0.9067 |
|
0.618 |
0.9029 |
|
HIGH |
0.8968 |
|
0.618 |
0.8930 |
|
0.500 |
0.8919 |
|
0.382 |
0.8907 |
|
LOW |
0.8869 |
|
0.618 |
0.8808 |
|
1.000 |
0.8770 |
|
1.618 |
0.8709 |
|
2.618 |
0.8610 |
|
4.250 |
0.8448 |
|
|
| Fisher Pivots for day following 22-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8919 |
0.8883 |
| PP |
0.8913 |
0.8865 |
| S1 |
0.8908 |
0.8846 |
|