CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 03-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2008 |
03-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9030 |
0.9184 |
0.0154 |
1.7% |
0.8849 |
| High |
0.9227 |
0.9308 |
0.0081 |
0.9% |
0.8981 |
| Low |
0.9022 |
0.9175 |
0.0153 |
1.7% |
0.8792 |
| Close |
0.9207 |
0.9215 |
0.0008 |
0.1% |
0.8936 |
| Range |
0.0205 |
0.0133 |
-0.0072 |
-35.1% |
0.0189 |
| ATR |
0.0097 |
0.0100 |
0.0003 |
2.6% |
0.0000 |
| Volume |
107,375 |
96,790 |
-10,585 |
-9.9% |
189,134 |
|
| Daily Pivots for day following 03-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9632 |
0.9556 |
0.9288 |
|
| R3 |
0.9499 |
0.9423 |
0.9252 |
|
| R2 |
0.9366 |
0.9366 |
0.9239 |
|
| R1 |
0.9290 |
0.9290 |
0.9227 |
0.9328 |
| PP |
0.9233 |
0.9233 |
0.9233 |
0.9252 |
| S1 |
0.9157 |
0.9157 |
0.9203 |
0.9195 |
| S2 |
0.9100 |
0.9100 |
0.9191 |
|
| S3 |
0.8967 |
0.9024 |
0.9178 |
|
| S4 |
0.8834 |
0.8891 |
0.9142 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9470 |
0.9392 |
0.9040 |
|
| R3 |
0.9281 |
0.9203 |
0.8988 |
|
| R2 |
0.9092 |
0.9092 |
0.8971 |
|
| R1 |
0.9014 |
0.9014 |
0.8953 |
0.9053 |
| PP |
0.8903 |
0.8903 |
0.8903 |
0.8923 |
| S1 |
0.8825 |
0.8825 |
0.8919 |
0.8864 |
| S2 |
0.8714 |
0.8714 |
0.8901 |
|
| S3 |
0.8525 |
0.8636 |
0.8884 |
|
| S4 |
0.8336 |
0.8447 |
0.8832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9308 |
0.8792 |
0.0516 |
5.6% |
0.0134 |
1.4% |
82% |
True |
False |
78,354 |
| 10 |
0.9308 |
0.8792 |
0.0516 |
5.6% |
0.0095 |
1.0% |
82% |
True |
False |
67,916 |
| 20 |
0.9308 |
0.8792 |
0.0516 |
5.6% |
0.0091 |
1.0% |
82% |
True |
False |
56,360 |
| 40 |
0.9444 |
0.8792 |
0.0652 |
7.1% |
0.0101 |
1.1% |
65% |
False |
False |
28,790 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0085 |
0.9% |
72% |
False |
False |
19,266 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0075 |
0.8% |
72% |
False |
False |
14,561 |
| 100 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0064 |
0.7% |
72% |
False |
False |
11,655 |
| 120 |
0.9444 |
0.8435 |
0.1009 |
10.9% |
0.0053 |
0.6% |
77% |
False |
False |
9,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9873 |
|
2.618 |
0.9656 |
|
1.618 |
0.9523 |
|
1.000 |
0.9441 |
|
0.618 |
0.9390 |
|
HIGH |
0.9308 |
|
0.618 |
0.9257 |
|
0.500 |
0.9242 |
|
0.382 |
0.9226 |
|
LOW |
0.9175 |
|
0.618 |
0.9093 |
|
1.000 |
0.9042 |
|
1.618 |
0.8960 |
|
2.618 |
0.8827 |
|
4.250 |
0.8610 |
|
|
| Fisher Pivots for day following 03-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9242 |
0.9186 |
| PP |
0.9233 |
0.9156 |
| S1 |
0.9224 |
0.9127 |
|