CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 27-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2007 |
27-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
0.8834 |
0.8827 |
-0.0007 |
-0.1% |
0.8918 |
| High |
0.8853 |
0.8877 |
0.0024 |
0.3% |
0.8963 |
| Low |
0.8823 |
0.8792 |
-0.0031 |
-0.4% |
0.8830 |
| Close |
0.8831 |
0.8866 |
0.0035 |
0.4% |
0.8849 |
| Range |
0.0030 |
0.0085 |
0.0055 |
183.3% |
0.0133 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
0.3% |
0.0000 |
| Volume |
26,893 |
68,257 |
41,364 |
153.8% |
382,728 |
|
| Daily Pivots for day following 27-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9100 |
0.9068 |
0.8913 |
|
| R3 |
0.9015 |
0.8983 |
0.8889 |
|
| R2 |
0.8930 |
0.8930 |
0.8882 |
|
| R1 |
0.8898 |
0.8898 |
0.8874 |
0.8914 |
| PP |
0.8845 |
0.8845 |
0.8845 |
0.8853 |
| S1 |
0.8813 |
0.8813 |
0.8858 |
0.8829 |
| S2 |
0.8760 |
0.8760 |
0.8850 |
|
| S3 |
0.8675 |
0.8728 |
0.8843 |
|
| S4 |
0.8590 |
0.8643 |
0.8819 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9280 |
0.9197 |
0.8922 |
|
| R3 |
0.9147 |
0.9064 |
0.8886 |
|
| R2 |
0.9014 |
0.9014 |
0.8873 |
|
| R1 |
0.8931 |
0.8931 |
0.8861 |
0.8906 |
| PP |
0.8881 |
0.8881 |
0.8881 |
0.8868 |
| S1 |
0.8798 |
0.8798 |
0.8837 |
0.8773 |
| S2 |
0.8748 |
0.8748 |
0.8825 |
|
| S3 |
0.8615 |
0.8665 |
0.8812 |
|
| S4 |
0.8482 |
0.8532 |
0.8776 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8948 |
0.8792 |
0.0156 |
1.8% |
0.0062 |
0.7% |
47% |
False |
True |
55,623 |
| 10 |
0.9067 |
0.8792 |
0.0275 |
3.1% |
0.0069 |
0.8% |
27% |
False |
True |
67,709 |
| 20 |
0.9245 |
0.8792 |
0.0453 |
5.1% |
0.0079 |
0.9% |
16% |
False |
True |
40,686 |
| 40 |
0.9444 |
0.8768 |
0.0676 |
7.6% |
0.0093 |
1.0% |
14% |
False |
False |
20,765 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
9.2% |
0.0078 |
0.9% |
29% |
False |
False |
13,882 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
9.2% |
0.0068 |
0.8% |
29% |
False |
False |
10,518 |
| 100 |
0.9444 |
0.8610 |
0.0834 |
9.4% |
0.0058 |
0.7% |
31% |
False |
False |
8,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9238 |
|
2.618 |
0.9100 |
|
1.618 |
0.9015 |
|
1.000 |
0.8962 |
|
0.618 |
0.8930 |
|
HIGH |
0.8877 |
|
0.618 |
0.8845 |
|
0.500 |
0.8835 |
|
0.382 |
0.8824 |
|
LOW |
0.8792 |
|
0.618 |
0.8739 |
|
1.000 |
0.8707 |
|
1.618 |
0.8654 |
|
2.618 |
0.8569 |
|
4.250 |
0.8431 |
|
|
| Fisher Pivots for day following 27-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
0.8856 |
0.8856 |
| PP |
0.8845 |
0.8845 |
| S1 |
0.8835 |
0.8835 |
|