CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 14-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2007 |
14-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9234 |
0.9136 |
-0.0098 |
-1.1% |
0.8846 |
| High |
0.9240 |
0.9140 |
-0.0100 |
-1.1% |
0.9170 |
| Low |
0.9140 |
0.9079 |
-0.0061 |
-0.7% |
0.8842 |
| Close |
0.9161 |
0.9084 |
-0.0077 |
-0.8% |
0.9142 |
| Range |
0.0100 |
0.0061 |
-0.0039 |
-39.0% |
0.0328 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
0.1% |
0.0000 |
| Volume |
576 |
356 |
-220 |
-38.2% |
3,389 |
|
| Daily Pivots for day following 14-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9284 |
0.9245 |
0.9118 |
|
| R3 |
0.9223 |
0.9184 |
0.9101 |
|
| R2 |
0.9162 |
0.9162 |
0.9095 |
|
| R1 |
0.9123 |
0.9123 |
0.9090 |
0.9112 |
| PP |
0.9101 |
0.9101 |
0.9101 |
0.9096 |
| S1 |
0.9062 |
0.9062 |
0.9078 |
0.9051 |
| S2 |
0.9040 |
0.9040 |
0.9073 |
|
| S3 |
0.8979 |
0.9001 |
0.9067 |
|
| S4 |
0.8918 |
0.8940 |
0.9050 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0035 |
0.9917 |
0.9322 |
|
| R3 |
0.9707 |
0.9589 |
0.9232 |
|
| R2 |
0.9379 |
0.9379 |
0.9202 |
|
| R1 |
0.9261 |
0.9261 |
0.9172 |
0.9320 |
| PP |
0.9051 |
0.9051 |
0.9051 |
0.9081 |
| S1 |
0.8933 |
0.8933 |
0.9112 |
0.8992 |
| S2 |
0.8723 |
0.8723 |
0.9082 |
|
| S3 |
0.8395 |
0.8605 |
0.9052 |
|
| S4 |
0.8067 |
0.8277 |
0.8962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9283 |
0.8953 |
0.0330 |
3.6% |
0.0109 |
1.2% |
40% |
False |
False |
590 |
| 10 |
0.9283 |
0.8768 |
0.0515 |
5.7% |
0.0096 |
1.1% |
61% |
False |
False |
556 |
| 20 |
0.9283 |
0.8724 |
0.0559 |
6.2% |
0.0077 |
0.8% |
64% |
False |
False |
341 |
| 40 |
0.9283 |
0.8631 |
0.0652 |
7.2% |
0.0062 |
0.7% |
69% |
False |
False |
408 |
| 60 |
0.9283 |
0.8631 |
0.0652 |
7.2% |
0.0047 |
0.5% |
69% |
False |
False |
280 |
| 80 |
0.9283 |
0.8580 |
0.0703 |
7.7% |
0.0038 |
0.4% |
72% |
False |
False |
213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9399 |
|
2.618 |
0.9300 |
|
1.618 |
0.9239 |
|
1.000 |
0.9201 |
|
0.618 |
0.9178 |
|
HIGH |
0.9140 |
|
0.618 |
0.9117 |
|
0.500 |
0.9110 |
|
0.382 |
0.9102 |
|
LOW |
0.9079 |
|
0.618 |
0.9041 |
|
1.000 |
0.9018 |
|
1.618 |
0.8980 |
|
2.618 |
0.8919 |
|
4.250 |
0.8820 |
|
|
| Fisher Pivots for day following 14-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9110 |
0.9181 |
| PP |
0.9101 |
0.9149 |
| S1 |
0.9093 |
0.9116 |
|