CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 09-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2008 |
09-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9220 |
0.9242 |
0.0022 |
0.2% |
0.8965 |
| High |
0.9251 |
0.9251 |
0.0000 |
0.0% |
0.9340 |
| Low |
0.9168 |
0.9142 |
-0.0026 |
-0.3% |
0.8945 |
| Close |
0.9206 |
0.9195 |
-0.0011 |
-0.1% |
0.9287 |
| Range |
0.0083 |
0.0109 |
0.0026 |
31.3% |
0.0395 |
| ATR |
0.0102 |
0.0103 |
0.0000 |
0.5% |
0.0000 |
| Volume |
135,980 |
122,317 |
-13,663 |
-10.0% |
379,031 |
|
| Daily Pivots for day following 09-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9523 |
0.9468 |
0.9255 |
|
| R3 |
0.9414 |
0.9359 |
0.9225 |
|
| R2 |
0.9305 |
0.9305 |
0.9215 |
|
| R1 |
0.9250 |
0.9250 |
0.9205 |
0.9223 |
| PP |
0.9196 |
0.9196 |
0.9196 |
0.9183 |
| S1 |
0.9141 |
0.9141 |
0.9185 |
0.9114 |
| S2 |
0.9087 |
0.9087 |
0.9175 |
|
| S3 |
0.8978 |
0.9032 |
0.9165 |
|
| S4 |
0.8869 |
0.8923 |
0.9135 |
|
|
| 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 |
0.9142 |
0.0198 |
2.2% |
0.0117 |
1.3% |
27% |
False |
True |
120,781 |
| 10 |
0.9340 |
0.8792 |
0.0548 |
6.0% |
0.0115 |
1.3% |
74% |
False |
False |
92,578 |
| 20 |
0.9340 |
0.8792 |
0.0548 |
6.0% |
0.0101 |
1.1% |
74% |
False |
False |
80,274 |
| 40 |
0.9444 |
0.8792 |
0.0652 |
7.1% |
0.0099 |
1.1% |
62% |
False |
False |
41,415 |
| 60 |
0.9444 |
0.8685 |
0.0759 |
8.3% |
0.0090 |
1.0% |
67% |
False |
False |
27,711 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0080 |
0.9% |
69% |
False |
False |
20,900 |
| 100 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0066 |
0.7% |
69% |
False |
False |
16,725 |
| 120 |
0.9444 |
0.8484 |
0.0960 |
10.4% |
0.0057 |
0.6% |
74% |
False |
False |
13,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9714 |
|
2.618 |
0.9536 |
|
1.618 |
0.9427 |
|
1.000 |
0.9360 |
|
0.618 |
0.9318 |
|
HIGH |
0.9251 |
|
0.618 |
0.9209 |
|
0.500 |
0.9197 |
|
0.382 |
0.9184 |
|
LOW |
0.9142 |
|
0.618 |
0.9075 |
|
1.000 |
0.9033 |
|
1.618 |
0.8966 |
|
2.618 |
0.8857 |
|
4.250 |
0.8679 |
|
|
| Fisher Pivots for day following 09-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9197 |
0.9218 |
| PP |
0.9196 |
0.9210 |
| S1 |
0.9196 |
0.9203 |
|