CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 08-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2007 |
08-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8845 |
0.8982 |
0.0137 |
1.5% |
0.8848 |
| High |
0.9000 |
0.9032 |
0.0032 |
0.4% |
0.8888 |
| Low |
0.8845 |
0.8953 |
0.0108 |
1.2% |
0.8768 |
| Close |
0.8986 |
0.9023 |
0.0037 |
0.4% |
0.8849 |
| Range |
0.0155 |
0.0079 |
-0.0076 |
-49.0% |
0.0120 |
| ATR |
0.0066 |
0.0066 |
0.0001 |
1.5% |
0.0000 |
| Volume |
128 |
448 |
320 |
250.0% |
791 |
|
| Daily Pivots for day following 08-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9240 |
0.9210 |
0.9066 |
|
| R3 |
0.9161 |
0.9131 |
0.9045 |
|
| R2 |
0.9082 |
0.9082 |
0.9037 |
|
| R1 |
0.9052 |
0.9052 |
0.9030 |
0.9067 |
| PP |
0.9003 |
0.9003 |
0.9003 |
0.9010 |
| S1 |
0.8973 |
0.8973 |
0.9016 |
0.8988 |
| S2 |
0.8924 |
0.8924 |
0.9009 |
|
| S3 |
0.8845 |
0.8894 |
0.9001 |
|
| S4 |
0.8766 |
0.8815 |
0.8980 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9195 |
0.9142 |
0.8915 |
|
| R3 |
0.9075 |
0.9022 |
0.8882 |
|
| R2 |
0.8955 |
0.8955 |
0.8871 |
|
| R1 |
0.8902 |
0.8902 |
0.8860 |
0.8929 |
| PP |
0.8835 |
0.8835 |
0.8835 |
0.8848 |
| S1 |
0.8782 |
0.8782 |
0.8838 |
0.8809 |
| S2 |
0.8715 |
0.8715 |
0.8827 |
|
| S3 |
0.8595 |
0.8662 |
0.8816 |
|
| S4 |
0.8475 |
0.8542 |
0.8783 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9032 |
0.8800 |
0.0232 |
2.6% |
0.0081 |
0.9% |
96% |
True |
False |
570 |
| 10 |
0.9032 |
0.8768 |
0.0264 |
2.9% |
0.0065 |
0.7% |
97% |
True |
False |
367 |
| 20 |
0.9032 |
0.8631 |
0.0401 |
4.4% |
0.0062 |
0.7% |
98% |
True |
False |
237 |
| 40 |
0.9032 |
0.8631 |
0.0401 |
4.4% |
0.0054 |
0.6% |
98% |
True |
False |
346 |
| 60 |
0.9060 |
0.8631 |
0.0429 |
4.8% |
0.0040 |
0.4% |
91% |
False |
False |
241 |
| 80 |
0.9098 |
0.8484 |
0.0614 |
6.8% |
0.0032 |
0.4% |
88% |
False |
False |
182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9368 |
|
2.618 |
0.9239 |
|
1.618 |
0.9160 |
|
1.000 |
0.9111 |
|
0.618 |
0.9081 |
|
HIGH |
0.9032 |
|
0.618 |
0.9002 |
|
0.500 |
0.8993 |
|
0.382 |
0.8983 |
|
LOW |
0.8953 |
|
0.618 |
0.8904 |
|
1.000 |
0.8874 |
|
1.618 |
0.8825 |
|
2.618 |
0.8746 |
|
4.250 |
0.8617 |
|
|
| Fisher Pivots for day following 08-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9013 |
0.8994 |
| PP |
0.9003 |
0.8966 |
| S1 |
0.8993 |
0.8937 |
|