CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 07-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2008 |
07-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9201 |
0.9291 |
0.0090 |
1.0% |
0.8965 |
| High |
0.9340 |
0.9293 |
-0.0047 |
-0.5% |
0.9340 |
| Low |
0.9192 |
0.9179 |
-0.0013 |
-0.1% |
0.8945 |
| Close |
0.9287 |
0.9238 |
-0.0049 |
-0.5% |
0.9287 |
| Range |
0.0148 |
0.0114 |
-0.0034 |
-23.0% |
0.0395 |
| ATR |
0.0103 |
0.0104 |
0.0001 |
0.8% |
0.0000 |
| Volume |
135,620 |
113,200 |
-22,420 |
-16.5% |
379,031 |
|
| Daily Pivots for day following 07-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9579 |
0.9522 |
0.9301 |
|
| R3 |
0.9465 |
0.9408 |
0.9269 |
|
| R2 |
0.9351 |
0.9351 |
0.9259 |
|
| R1 |
0.9294 |
0.9294 |
0.9248 |
0.9266 |
| PP |
0.9237 |
0.9237 |
0.9237 |
0.9222 |
| S1 |
0.9180 |
0.9180 |
0.9228 |
0.9152 |
| S2 |
0.9123 |
0.9123 |
0.9217 |
|
| S3 |
0.9009 |
0.9066 |
0.9207 |
|
| S4 |
0.8895 |
0.8952 |
0.9175 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0376 |
1.0226 |
0.9504 |
|
| R3 |
0.9981 |
0.9831 |
0.9396 |
|
| R2 |
0.9586 |
0.9586 |
0.9359 |
|
| R1 |
0.9436 |
0.9436 |
0.9323 |
0.9511 |
| PP |
0.9191 |
0.9191 |
0.9191 |
0.9228 |
| S1 |
0.9041 |
0.9041 |
0.9251 |
0.9116 |
| S2 |
0.8796 |
0.8796 |
0.9215 |
|
| S3 |
0.8401 |
0.8646 |
0.9178 |
|
| S4 |
0.8006 |
0.8251 |
0.9070 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9340 |
0.8945 |
0.0395 |
4.3% |
0.0141 |
1.5% |
74% |
False |
False |
98,446 |
| 10 |
0.9340 |
0.8792 |
0.0548 |
5.9% |
0.0111 |
1.2% |
81% |
False |
False |
77,429 |
| 20 |
0.9340 |
0.8792 |
0.0548 |
5.9% |
0.0096 |
1.0% |
81% |
False |
False |
68,390 |
| 40 |
0.9444 |
0.8792 |
0.0652 |
7.1% |
0.0102 |
1.1% |
68% |
False |
False |
34,996 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0088 |
1.0% |
75% |
False |
False |
23,410 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0078 |
0.8% |
75% |
False |
False |
17,671 |
| 100 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0065 |
0.7% |
75% |
False |
False |
14,143 |
| 120 |
0.9444 |
0.8484 |
0.0960 |
10.4% |
0.0055 |
0.6% |
79% |
False |
False |
11,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9778 |
|
2.618 |
0.9591 |
|
1.618 |
0.9477 |
|
1.000 |
0.9407 |
|
0.618 |
0.9363 |
|
HIGH |
0.9293 |
|
0.618 |
0.9249 |
|
0.500 |
0.9236 |
|
0.382 |
0.9223 |
|
LOW |
0.9179 |
|
0.618 |
0.9109 |
|
1.000 |
0.9065 |
|
1.618 |
0.8995 |
|
2.618 |
0.8881 |
|
4.250 |
0.8695 |
|
|
| Fisher Pivots for day following 07-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9237 |
0.9258 |
| PP |
0.9237 |
0.9251 |
| S1 |
0.9236 |
0.9245 |
|