CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 16-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2007 |
16-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9117 |
0.9196 |
0.0079 |
0.9% |
0.9181 |
| High |
0.9193 |
0.9219 |
0.0026 |
0.3% |
0.9283 |
| Low |
0.9089 |
0.9106 |
0.0017 |
0.2% |
0.9079 |
| Close |
0.9176 |
0.9148 |
-0.0028 |
-0.3% |
0.9148 |
| Range |
0.0104 |
0.0113 |
0.0009 |
8.7% |
0.0204 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
2.6% |
0.0000 |
| Volume |
892 |
1,579 |
687 |
77.0% |
4,253 |
|
| Daily Pivots for day following 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9497 |
0.9435 |
0.9210 |
|
| R3 |
0.9384 |
0.9322 |
0.9179 |
|
| R2 |
0.9271 |
0.9271 |
0.9169 |
|
| R1 |
0.9209 |
0.9209 |
0.9158 |
0.9184 |
| PP |
0.9158 |
0.9158 |
0.9158 |
0.9145 |
| S1 |
0.9096 |
0.9096 |
0.9138 |
0.9071 |
| S2 |
0.9045 |
0.9045 |
0.9127 |
|
| S3 |
0.8932 |
0.8983 |
0.9117 |
|
| S4 |
0.8819 |
0.8870 |
0.9086 |
|
|
| Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9782 |
0.9669 |
0.9260 |
|
| R3 |
0.9578 |
0.9465 |
0.9204 |
|
| R2 |
0.9374 |
0.9374 |
0.9185 |
|
| R1 |
0.9261 |
0.9261 |
0.9167 |
0.9216 |
| PP |
0.9170 |
0.9170 |
0.9170 |
0.9147 |
| S1 |
0.9057 |
0.9057 |
0.9129 |
0.9012 |
| S2 |
0.8966 |
0.8966 |
0.9111 |
|
| S3 |
0.8762 |
0.8853 |
0.9092 |
|
| S4 |
0.8558 |
0.8649 |
0.9036 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9283 |
0.9079 |
0.0204 |
2.2% |
0.0101 |
1.1% |
34% |
False |
False |
850 |
| 10 |
0.9283 |
0.8842 |
0.0441 |
4.8% |
0.0100 |
1.1% |
69% |
False |
False |
764 |
| 20 |
0.9283 |
0.8768 |
0.0515 |
5.6% |
0.0080 |
0.9% |
74% |
False |
False |
458 |
| 40 |
0.9283 |
0.8631 |
0.0652 |
7.1% |
0.0063 |
0.7% |
79% |
False |
False |
458 |
| 60 |
0.9283 |
0.8631 |
0.0652 |
7.1% |
0.0048 |
0.5% |
79% |
False |
False |
317 |
| 80 |
0.9283 |
0.8580 |
0.0703 |
7.7% |
0.0041 |
0.4% |
81% |
False |
False |
244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9699 |
|
2.618 |
0.9515 |
|
1.618 |
0.9402 |
|
1.000 |
0.9332 |
|
0.618 |
0.9289 |
|
HIGH |
0.9219 |
|
0.618 |
0.9176 |
|
0.500 |
0.9163 |
|
0.382 |
0.9149 |
|
LOW |
0.9106 |
|
0.618 |
0.9036 |
|
1.000 |
0.8993 |
|
1.618 |
0.8923 |
|
2.618 |
0.8810 |
|
4.250 |
0.8626 |
|
|
| Fisher Pivots for day following 16-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9163 |
0.9149 |
| PP |
0.9158 |
0.9149 |
| S1 |
0.9153 |
0.9148 |
|