CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 10-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2008 |
10-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9242 |
0.9152 |
-0.0090 |
-1.0% |
0.8965 |
| High |
0.9251 |
0.9223 |
-0.0028 |
-0.3% |
0.9340 |
| Low |
0.9142 |
0.9139 |
-0.0003 |
0.0% |
0.8945 |
| Close |
0.9195 |
0.9185 |
-0.0010 |
-0.1% |
0.9287 |
| Range |
0.0109 |
0.0084 |
-0.0025 |
-22.9% |
0.0395 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
122,317 |
141,897 |
19,580 |
16.0% |
379,031 |
|
| Daily Pivots for day following 10-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9434 |
0.9394 |
0.9231 |
|
| R3 |
0.9350 |
0.9310 |
0.9208 |
|
| R2 |
0.9266 |
0.9266 |
0.9200 |
|
| R1 |
0.9226 |
0.9226 |
0.9193 |
0.9246 |
| PP |
0.9182 |
0.9182 |
0.9182 |
0.9193 |
| S1 |
0.9142 |
0.9142 |
0.9177 |
0.9162 |
| S2 |
0.9098 |
0.9098 |
0.9170 |
|
| S3 |
0.9014 |
0.9058 |
0.9162 |
|
| S4 |
0.8930 |
0.8974 |
0.9139 |
|
|
| 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 |
0.9139 |
0.0201 |
2.2% |
0.0108 |
1.2% |
23% |
False |
True |
129,802 |
| 10 |
0.9340 |
0.8792 |
0.0548 |
6.0% |
0.0121 |
1.3% |
72% |
False |
False |
104,078 |
| 20 |
0.9340 |
0.8792 |
0.0548 |
6.0% |
0.0098 |
1.1% |
72% |
False |
False |
86,086 |
| 40 |
0.9444 |
0.8792 |
0.0652 |
7.1% |
0.0098 |
1.1% |
60% |
False |
False |
44,948 |
| 60 |
0.9444 |
0.8685 |
0.0759 |
8.3% |
0.0091 |
1.0% |
66% |
False |
False |
30,076 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
8.9% |
0.0080 |
0.9% |
68% |
False |
False |
22,674 |
| 100 |
0.9444 |
0.8631 |
0.0813 |
8.9% |
0.0067 |
0.7% |
68% |
False |
False |
18,144 |
| 120 |
0.9444 |
0.8539 |
0.0905 |
9.9% |
0.0058 |
0.6% |
71% |
False |
False |
15,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9580 |
|
2.618 |
0.9443 |
|
1.618 |
0.9359 |
|
1.000 |
0.9307 |
|
0.618 |
0.9275 |
|
HIGH |
0.9223 |
|
0.618 |
0.9191 |
|
0.500 |
0.9181 |
|
0.382 |
0.9171 |
|
LOW |
0.9139 |
|
0.618 |
0.9087 |
|
1.000 |
0.9055 |
|
1.618 |
0.9003 |
|
2.618 |
0.8919 |
|
4.250 |
0.8782 |
|
|
| Fisher Pivots for day following 10-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9184 |
0.9195 |
| PP |
0.9182 |
0.9192 |
| S1 |
0.9181 |
0.9188 |
|