CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 14-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2008 |
14-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9195 |
0.9253 |
0.0058 |
0.6% |
0.9291 |
| High |
0.9262 |
0.9367 |
0.0105 |
1.1% |
0.9293 |
| Low |
0.9169 |
0.9231 |
0.0062 |
0.7% |
0.9139 |
| Close |
0.9237 |
0.9288 |
0.0051 |
0.6% |
0.9237 |
| Range |
0.0093 |
0.0136 |
0.0043 |
46.2% |
0.0154 |
| ATR |
0.0101 |
0.0103 |
0.0003 |
2.5% |
0.0000 |
| Volume |
131,148 |
0 |
-131,148 |
-100.0% |
644,542 |
|
| Daily Pivots for day following 14-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9703 |
0.9632 |
0.9363 |
|
| R3 |
0.9567 |
0.9496 |
0.9325 |
|
| R2 |
0.9431 |
0.9431 |
0.9313 |
|
| R1 |
0.9360 |
0.9360 |
0.9300 |
0.9396 |
| PP |
0.9295 |
0.9295 |
0.9295 |
0.9313 |
| S1 |
0.9224 |
0.9224 |
0.9276 |
0.9260 |
| S2 |
0.9159 |
0.9159 |
0.9263 |
|
| S3 |
0.9023 |
0.9088 |
0.9251 |
|
| S4 |
0.8887 |
0.8952 |
0.9213 |
|
|
| 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 |
0.9367 |
0.9139 |
0.0228 |
2.5% |
0.0101 |
1.1% |
65% |
True |
False |
106,268 |
| 10 |
0.9367 |
0.8945 |
0.0422 |
4.5% |
0.0121 |
1.3% |
81% |
True |
False |
102,357 |
| 20 |
0.9367 |
0.8792 |
0.0575 |
6.2% |
0.0098 |
1.1% |
86% |
True |
False |
83,743 |
| 40 |
0.9444 |
0.8792 |
0.0652 |
7.0% |
0.0100 |
1.1% |
76% |
False |
False |
48,195 |
| 60 |
0.9444 |
0.8768 |
0.0676 |
7.3% |
0.0093 |
1.0% |
77% |
False |
False |
32,257 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0080 |
0.9% |
81% |
False |
False |
24,312 |
| 100 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0068 |
0.7% |
81% |
False |
False |
19,455 |
| 120 |
0.9444 |
0.8580 |
0.0864 |
9.3% |
0.0059 |
0.6% |
82% |
False |
False |
16,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9945 |
|
2.618 |
0.9723 |
|
1.618 |
0.9587 |
|
1.000 |
0.9503 |
|
0.618 |
0.9451 |
|
HIGH |
0.9367 |
|
0.618 |
0.9315 |
|
0.500 |
0.9299 |
|
0.382 |
0.9283 |
|
LOW |
0.9231 |
|
0.618 |
0.9147 |
|
1.000 |
0.9095 |
|
1.618 |
0.9011 |
|
2.618 |
0.8875 |
|
4.250 |
0.8653 |
|
|
| Fisher Pivots for day following 14-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9299 |
0.9276 |
| PP |
0.9295 |
0.9265 |
| S1 |
0.9292 |
0.9253 |
|