CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 29-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2007 |
29-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9326 |
0.9205 |
-0.0121 |
-1.3% |
0.9149 |
| High |
0.9340 |
0.9245 |
-0.0095 |
-1.0% |
0.9419 |
| Low |
0.9171 |
0.9180 |
0.0009 |
0.1% |
0.9132 |
| Close |
0.9209 |
0.9218 |
0.0009 |
0.1% |
0.9355 |
| Range |
0.0169 |
0.0065 |
-0.0104 |
-61.5% |
0.0287 |
| ATR |
0.0102 |
0.0100 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
1,756 |
3,729 |
1,973 |
112.4% |
4,803 |
|
| Daily Pivots for day following 29-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9409 |
0.9379 |
0.9254 |
|
| R3 |
0.9344 |
0.9314 |
0.9236 |
|
| R2 |
0.9279 |
0.9279 |
0.9230 |
|
| R1 |
0.9249 |
0.9249 |
0.9224 |
0.9264 |
| PP |
0.9214 |
0.9214 |
0.9214 |
0.9222 |
| S1 |
0.9184 |
0.9184 |
0.9212 |
0.9199 |
| S2 |
0.9149 |
0.9149 |
0.9206 |
|
| S3 |
0.9084 |
0.9119 |
0.9200 |
|
| S4 |
0.9019 |
0.9054 |
0.9182 |
|
|
| 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 |
0.9444 |
0.9171 |
0.0273 |
3.0% |
0.0131 |
1.4% |
17% |
False |
False |
1,714 |
| 10 |
0.9444 |
0.9106 |
0.0338 |
3.7% |
0.0113 |
1.2% |
33% |
False |
False |
1,413 |
| 20 |
0.9444 |
0.8800 |
0.0644 |
7.0% |
0.0105 |
1.1% |
65% |
False |
False |
1,019 |
| 40 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0078 |
0.9% |
72% |
False |
False |
569 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0065 |
0.7% |
72% |
False |
False |
524 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0053 |
0.6% |
72% |
False |
False |
400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9521 |
|
2.618 |
0.9415 |
|
1.618 |
0.9350 |
|
1.000 |
0.9310 |
|
0.618 |
0.9285 |
|
HIGH |
0.9245 |
|
0.618 |
0.9220 |
|
0.500 |
0.9213 |
|
0.382 |
0.9205 |
|
LOW |
0.9180 |
|
0.618 |
0.9140 |
|
1.000 |
0.9115 |
|
1.618 |
0.9075 |
|
2.618 |
0.9010 |
|
4.250 |
0.8904 |
|
|
| Fisher Pivots for day following 29-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9216 |
0.9301 |
| PP |
0.9214 |
0.9273 |
| S1 |
0.9213 |
0.9246 |
|