CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 07-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2007 |
07-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9117 |
0.9092 |
-0.0025 |
-0.3% |
0.9113 |
| High |
0.9137 |
0.9093 |
-0.0044 |
-0.5% |
0.9235 |
| Low |
0.9071 |
0.9039 |
-0.0032 |
-0.4% |
0.9039 |
| Close |
0.9076 |
0.9053 |
-0.0023 |
-0.3% |
0.9053 |
| Range |
0.0066 |
0.0054 |
-0.0012 |
-18.2% |
0.0196 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
4,656 |
8,326 |
3,670 |
78.8% |
21,509 |
|
| Daily Pivots for day following 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9224 |
0.9192 |
0.9083 |
|
| R3 |
0.9170 |
0.9138 |
0.9068 |
|
| R2 |
0.9116 |
0.9116 |
0.9063 |
|
| R1 |
0.9084 |
0.9084 |
0.9058 |
0.9073 |
| PP |
0.9062 |
0.9062 |
0.9062 |
0.9056 |
| S1 |
0.9030 |
0.9030 |
0.9048 |
0.9019 |
| S2 |
0.9008 |
0.9008 |
0.9043 |
|
| S3 |
0.8954 |
0.8976 |
0.9038 |
|
| S4 |
0.8900 |
0.8922 |
0.9023 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9697 |
0.9571 |
0.9161 |
|
| R3 |
0.9501 |
0.9375 |
0.9107 |
|
| R2 |
0.9305 |
0.9305 |
0.9089 |
|
| R1 |
0.9179 |
0.9179 |
0.9071 |
0.9144 |
| PP |
0.9109 |
0.9109 |
0.9109 |
0.9092 |
| S1 |
0.8983 |
0.8983 |
0.9035 |
0.8948 |
| S2 |
0.8913 |
0.8913 |
0.9017 |
|
| S3 |
0.8717 |
0.8787 |
0.8999 |
|
| S4 |
0.8521 |
0.8591 |
0.8945 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9235 |
0.9039 |
0.0196 |
2.2% |
0.0075 |
0.8% |
7% |
False |
True |
4,301 |
| 10 |
0.9444 |
0.9039 |
0.0405 |
4.5% |
0.0102 |
1.1% |
3% |
False |
True |
3,061 |
| 20 |
0.9444 |
0.9039 |
0.0405 |
4.5% |
0.0101 |
1.1% |
3% |
False |
True |
1,983 |
| 40 |
0.9444 |
0.8631 |
0.0813 |
9.0% |
0.0085 |
0.9% |
52% |
False |
False |
1,125 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
9.0% |
0.0073 |
0.8% |
52% |
False |
False |
904 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
9.0% |
0.0057 |
0.6% |
52% |
False |
False |
684 |
| 100 |
0.9444 |
0.8484 |
0.0960 |
10.6% |
0.0048 |
0.5% |
59% |
False |
False |
550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9323 |
|
2.618 |
0.9234 |
|
1.618 |
0.9180 |
|
1.000 |
0.9147 |
|
0.618 |
0.9126 |
|
HIGH |
0.9093 |
|
0.618 |
0.9072 |
|
0.500 |
0.9066 |
|
0.382 |
0.9060 |
|
LOW |
0.9039 |
|
0.618 |
0.9006 |
|
1.000 |
0.8985 |
|
1.618 |
0.8952 |
|
2.618 |
0.8898 |
|
4.250 |
0.8810 |
|
|
| Fisher Pivots for day following 07-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9066 |
0.9128 |
| PP |
0.9062 |
0.9103 |
| S1 |
0.9057 |
0.9078 |
|