CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 12-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2007 |
12-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.9041 |
0.9130 |
0.0089 |
1.0% |
0.9113 |
| High |
0.9150 |
0.9135 |
-0.0015 |
-0.2% |
0.9235 |
| Low |
0.9013 |
0.8980 |
-0.0033 |
-0.4% |
0.9039 |
| Close |
0.9120 |
0.9008 |
-0.0112 |
-1.2% |
0.9053 |
| Range |
0.0137 |
0.0155 |
0.0018 |
13.1% |
0.0196 |
| ATR |
0.0093 |
0.0098 |
0.0004 |
4.7% |
0.0000 |
| Volume |
25,657 |
72,103 |
46,446 |
181.0% |
21,509 |
|
| Daily Pivots for day following 12-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9506 |
0.9412 |
0.9093 |
|
| R3 |
0.9351 |
0.9257 |
0.9051 |
|
| R2 |
0.9196 |
0.9196 |
0.9036 |
|
| R1 |
0.9102 |
0.9102 |
0.9022 |
0.9072 |
| PP |
0.9041 |
0.9041 |
0.9041 |
0.9026 |
| S1 |
0.8947 |
0.8947 |
0.8994 |
0.8917 |
| S2 |
0.8886 |
0.8886 |
0.8980 |
|
| S3 |
0.8731 |
0.8792 |
0.8965 |
|
| S4 |
0.8576 |
0.8637 |
0.8923 |
|
|
| 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 |
0.9150 |
0.8980 |
0.0170 |
1.9% |
0.0091 |
1.0% |
16% |
False |
True |
24,605 |
| 10 |
0.9245 |
0.8980 |
0.0265 |
2.9% |
0.0090 |
1.0% |
11% |
False |
True |
13,663 |
| 20 |
0.9444 |
0.8980 |
0.0464 |
5.2% |
0.0103 |
1.1% |
6% |
False |
True |
7,396 |
| 40 |
0.9444 |
0.8724 |
0.0720 |
8.0% |
0.0090 |
1.0% |
39% |
False |
False |
3,869 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
9.0% |
0.0076 |
0.8% |
46% |
False |
False |
2,737 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
9.0% |
0.0061 |
0.7% |
46% |
False |
False |
2,059 |
| 100 |
0.9444 |
0.8580 |
0.0864 |
9.6% |
0.0051 |
0.6% |
50% |
False |
False |
1,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9794 |
|
2.618 |
0.9541 |
|
1.618 |
0.9386 |
|
1.000 |
0.9290 |
|
0.618 |
0.9231 |
|
HIGH |
0.9135 |
|
0.618 |
0.9076 |
|
0.500 |
0.9058 |
|
0.382 |
0.9039 |
|
LOW |
0.8980 |
|
0.618 |
0.8884 |
|
1.000 |
0.8825 |
|
1.618 |
0.8729 |
|
2.618 |
0.8574 |
|
4.250 |
0.8321 |
|
|
| Fisher Pivots for day following 12-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.9058 |
0.9065 |
| PP |
0.9041 |
0.9046 |
| S1 |
0.9025 |
0.9027 |
|