CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 11-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2008 |
11-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9152 |
0.9195 |
0.0043 |
0.5% |
0.9291 |
| High |
0.9223 |
0.9262 |
0.0039 |
0.4% |
0.9293 |
| Low |
0.9139 |
0.9169 |
0.0030 |
0.3% |
0.9139 |
| Close |
0.9185 |
0.9237 |
0.0052 |
0.6% |
0.9237 |
| Range |
0.0084 |
0.0093 |
0.0009 |
10.7% |
0.0154 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
141,897 |
131,148 |
-10,749 |
-7.6% |
644,542 |
|
| Daily Pivots for day following 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9502 |
0.9462 |
0.9288 |
|
| R3 |
0.9409 |
0.9369 |
0.9263 |
|
| R2 |
0.9316 |
0.9316 |
0.9254 |
|
| R1 |
0.9276 |
0.9276 |
0.9246 |
0.9296 |
| PP |
0.9223 |
0.9223 |
0.9223 |
0.9233 |
| S1 |
0.9183 |
0.9183 |
0.9228 |
0.9203 |
| S2 |
0.9130 |
0.9130 |
0.9220 |
|
| S3 |
0.9037 |
0.9090 |
0.9211 |
|
| S4 |
0.8944 |
0.8997 |
0.9186 |
|
|
| Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9685 |
0.9615 |
0.9322 |
|
| R3 |
0.9531 |
0.9461 |
0.9279 |
|
| R2 |
0.9377 |
0.9377 |
0.9265 |
|
| R1 |
0.9307 |
0.9307 |
0.9251 |
0.9265 |
| PP |
0.9223 |
0.9223 |
0.9223 |
0.9202 |
| S1 |
0.9153 |
0.9153 |
0.9223 |
0.9111 |
| S2 |
0.9069 |
0.9069 |
0.9209 |
|
| S3 |
0.8915 |
0.8999 |
0.9195 |
|
| S4 |
0.8761 |
0.8845 |
0.9152 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9293 |
0.9139 |
0.0154 |
1.7% |
0.0097 |
1.0% |
64% |
False |
False |
128,908 |
| 10 |
0.9340 |
0.8839 |
0.0501 |
5.4% |
0.0121 |
1.3% |
79% |
False |
False |
110,367 |
| 20 |
0.9340 |
0.8792 |
0.0548 |
5.9% |
0.0095 |
1.0% |
81% |
False |
False |
89,038 |
| 40 |
0.9444 |
0.8792 |
0.0652 |
7.1% |
0.0099 |
1.1% |
68% |
False |
False |
48,217 |
| 60 |
0.9444 |
0.8724 |
0.0720 |
7.8% |
0.0092 |
1.0% |
71% |
False |
False |
32,259 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0080 |
0.9% |
75% |
False |
False |
24,312 |
| 100 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0068 |
0.7% |
75% |
False |
False |
19,455 |
| 120 |
0.9444 |
0.8580 |
0.0864 |
9.4% |
0.0058 |
0.6% |
76% |
False |
False |
16,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9657 |
|
2.618 |
0.9505 |
|
1.618 |
0.9412 |
|
1.000 |
0.9355 |
|
0.618 |
0.9319 |
|
HIGH |
0.9262 |
|
0.618 |
0.9226 |
|
0.500 |
0.9216 |
|
0.382 |
0.9205 |
|
LOW |
0.9169 |
|
0.618 |
0.9112 |
|
1.000 |
0.9076 |
|
1.618 |
0.9019 |
|
2.618 |
0.8926 |
|
4.250 |
0.8774 |
|
|
| Fisher Pivots for day following 11-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9230 |
0.9225 |
| PP |
0.9223 |
0.9213 |
| S1 |
0.9216 |
0.9201 |
|