CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 15-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2007 |
15-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9136 |
0.9117 |
-0.0019 |
-0.2% |
0.8846 |
| High |
0.9140 |
0.9193 |
0.0053 |
0.6% |
0.9170 |
| Low |
0.9079 |
0.9089 |
0.0010 |
0.1% |
0.8842 |
| Close |
0.9084 |
0.9176 |
0.0092 |
1.0% |
0.9142 |
| Range |
0.0061 |
0.0104 |
0.0043 |
70.5% |
0.0328 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.5% |
0.0000 |
| Volume |
356 |
892 |
536 |
150.6% |
3,389 |
|
| Daily Pivots for day following 15-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9465 |
0.9424 |
0.9233 |
|
| R3 |
0.9361 |
0.9320 |
0.9205 |
|
| R2 |
0.9257 |
0.9257 |
0.9195 |
|
| R1 |
0.9216 |
0.9216 |
0.9186 |
0.9237 |
| PP |
0.9153 |
0.9153 |
0.9153 |
0.9163 |
| S1 |
0.9112 |
0.9112 |
0.9166 |
0.9133 |
| S2 |
0.9049 |
0.9049 |
0.9157 |
|
| S3 |
0.8945 |
0.9008 |
0.9147 |
|
| S4 |
0.8841 |
0.8904 |
0.9119 |
|
|
| 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 |
0.8992 |
0.0291 |
3.2% |
0.0114 |
1.2% |
63% |
False |
False |
679 |
| 10 |
0.9283 |
0.8800 |
0.0483 |
5.3% |
0.0098 |
1.1% |
78% |
False |
False |
625 |
| 20 |
0.9283 |
0.8768 |
0.0515 |
5.6% |
0.0078 |
0.8% |
79% |
False |
False |
381 |
| 40 |
0.9283 |
0.8631 |
0.0652 |
7.1% |
0.0061 |
0.7% |
84% |
False |
False |
429 |
| 60 |
0.9283 |
0.8631 |
0.0652 |
7.1% |
0.0046 |
0.5% |
84% |
False |
False |
295 |
| 80 |
0.9283 |
0.8580 |
0.0703 |
7.7% |
0.0039 |
0.4% |
85% |
False |
False |
224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9635 |
|
2.618 |
0.9465 |
|
1.618 |
0.9361 |
|
1.000 |
0.9297 |
|
0.618 |
0.9257 |
|
HIGH |
0.9193 |
|
0.618 |
0.9153 |
|
0.500 |
0.9141 |
|
0.382 |
0.9129 |
|
LOW |
0.9089 |
|
0.618 |
0.9025 |
|
1.000 |
0.8985 |
|
1.618 |
0.8921 |
|
2.618 |
0.8817 |
|
4.250 |
0.8647 |
|
|
| Fisher Pivots for day following 15-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9164 |
0.9171 |
| PP |
0.9153 |
0.9165 |
| S1 |
0.9141 |
0.9160 |
|