CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 04-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2007 |
04-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9113 |
0.9161 |
0.0048 |
0.5% |
0.9350 |
| High |
0.9188 |
0.9235 |
0.0047 |
0.5% |
0.9444 |
| Low |
0.9110 |
0.9160 |
0.0050 |
0.5% |
0.9096 |
| Close |
0.9160 |
0.9205 |
0.0045 |
0.5% |
0.9106 |
| Range |
0.0078 |
0.0075 |
-0.0003 |
-3.8% |
0.0348 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
1,912 |
3,047 |
1,135 |
59.4% |
9,109 |
|
| Daily Pivots for day following 04-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9425 |
0.9390 |
0.9246 |
|
| R3 |
0.9350 |
0.9315 |
0.9226 |
|
| R2 |
0.9275 |
0.9275 |
0.9219 |
|
| R1 |
0.9240 |
0.9240 |
0.9212 |
0.9258 |
| PP |
0.9200 |
0.9200 |
0.9200 |
0.9209 |
| S1 |
0.9165 |
0.9165 |
0.9198 |
0.9183 |
| S2 |
0.9125 |
0.9125 |
0.9191 |
|
| S3 |
0.9050 |
0.9090 |
0.9184 |
|
| S4 |
0.8975 |
0.9015 |
0.9164 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0259 |
1.0031 |
0.9297 |
|
| R3 |
0.9911 |
0.9683 |
0.9202 |
|
| R2 |
0.9563 |
0.9563 |
0.9170 |
|
| R1 |
0.9335 |
0.9335 |
0.9138 |
0.9275 |
| PP |
0.9215 |
0.9215 |
0.9215 |
0.9186 |
| S1 |
0.8987 |
0.8987 |
0.9074 |
0.8927 |
| S2 |
0.8867 |
0.8867 |
0.9042 |
|
| S3 |
0.8519 |
0.8639 |
0.9010 |
|
| S4 |
0.8171 |
0.8291 |
0.8915 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9340 |
0.9096 |
0.0244 |
2.7% |
0.0103 |
1.1% |
45% |
False |
False |
2,359 |
| 10 |
0.9444 |
0.9096 |
0.0348 |
3.8% |
0.0112 |
1.2% |
31% |
False |
False |
1,654 |
| 20 |
0.9444 |
0.8845 |
0.0599 |
6.5% |
0.0111 |
1.2% |
60% |
False |
False |
1,221 |
| 40 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0083 |
0.9% |
71% |
False |
False |
719 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0069 |
0.8% |
71% |
False |
False |
628 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0057 |
0.6% |
71% |
False |
False |
478 |
| 100 |
0.9444 |
0.8435 |
0.1009 |
11.0% |
0.0046 |
0.5% |
76% |
False |
False |
384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9554 |
|
2.618 |
0.9431 |
|
1.618 |
0.9356 |
|
1.000 |
0.9310 |
|
0.618 |
0.9281 |
|
HIGH |
0.9235 |
|
0.618 |
0.9206 |
|
0.500 |
0.9198 |
|
0.382 |
0.9189 |
|
LOW |
0.9160 |
|
0.618 |
0.9114 |
|
1.000 |
0.9085 |
|
1.618 |
0.9039 |
|
2.618 |
0.8964 |
|
4.250 |
0.8841 |
|
|
| Fisher Pivots for day following 04-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9203 |
0.9192 |
| PP |
0.9200 |
0.9179 |
| S1 |
0.9198 |
0.9166 |
|