CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 23-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2007 |
23-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9327 |
0.9327 |
0.0000 |
0.0% |
0.9149 |
| High |
0.9335 |
0.9419 |
0.0084 |
0.9% |
0.9419 |
| Low |
0.9279 |
0.9279 |
0.0000 |
0.0% |
0.9132 |
| Close |
0.9335 |
0.9355 |
0.0020 |
0.2% |
0.9355 |
| Range |
0.0056 |
0.0140 |
0.0084 |
150.0% |
0.0287 |
| ATR |
0.0086 |
0.0090 |
0.0004 |
4.5% |
0.0000 |
| Volume |
828 |
817 |
-11 |
-1.3% |
4,803 |
|
| Daily Pivots for day following 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9771 |
0.9703 |
0.9432 |
|
| R3 |
0.9631 |
0.9563 |
0.9394 |
|
| R2 |
0.9491 |
0.9491 |
0.9381 |
|
| R1 |
0.9423 |
0.9423 |
0.9368 |
0.9457 |
| PP |
0.9351 |
0.9351 |
0.9351 |
0.9368 |
| S1 |
0.9283 |
0.9283 |
0.9342 |
0.9317 |
| S2 |
0.9211 |
0.9211 |
0.9329 |
|
| S3 |
0.9071 |
0.9143 |
0.9317 |
|
| S4 |
0.8931 |
0.9003 |
0.9278 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0163 |
1.0046 |
0.9513 |
|
| R3 |
0.9876 |
0.9759 |
0.9434 |
|
| R2 |
0.9589 |
0.9589 |
0.9408 |
|
| R1 |
0.9472 |
0.9472 |
0.9381 |
0.9531 |
| PP |
0.9302 |
0.9302 |
0.9302 |
0.9331 |
| S1 |
0.9185 |
0.9185 |
0.9329 |
0.9244 |
| S2 |
0.9015 |
0.9015 |
0.9302 |
|
| S3 |
0.8728 |
0.8898 |
0.9276 |
|
| S4 |
0.8441 |
0.8611 |
0.9197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9419 |
0.9132 |
0.0287 |
3.1% |
0.0100 |
1.1% |
78% |
True |
False |
960 |
| 10 |
0.9419 |
0.9079 |
0.0340 |
3.6% |
0.0101 |
1.1% |
81% |
True |
False |
905 |
| 20 |
0.9419 |
0.8768 |
0.0651 |
7.0% |
0.0090 |
1.0% |
90% |
True |
False |
661 |
| 40 |
0.9419 |
0.8631 |
0.0788 |
8.4% |
0.0070 |
0.8% |
92% |
True |
False |
383 |
| 60 |
0.9419 |
0.8631 |
0.0788 |
8.4% |
0.0057 |
0.6% |
92% |
True |
False |
396 |
| 80 |
0.9419 |
0.8580 |
0.0839 |
9.0% |
0.0047 |
0.5% |
92% |
True |
False |
303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0014 |
|
2.618 |
0.9786 |
|
1.618 |
0.9646 |
|
1.000 |
0.9559 |
|
0.618 |
0.9506 |
|
HIGH |
0.9419 |
|
0.618 |
0.9366 |
|
0.500 |
0.9349 |
|
0.382 |
0.9332 |
|
LOW |
0.9279 |
|
0.618 |
0.9192 |
|
1.000 |
0.9139 |
|
1.618 |
0.9052 |
|
2.618 |
0.8912 |
|
4.250 |
0.8684 |
|
|
| Fisher Pivots for day following 23-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9353 |
0.9343 |
| PP |
0.9351 |
0.9330 |
| S1 |
0.9349 |
0.9318 |
|