CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 15-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2008 |
15-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9253 |
0.9290 |
0.0037 |
0.4% |
0.9291 |
| High |
0.9367 |
0.9435 |
0.0068 |
0.7% |
0.9293 |
| Low |
0.9231 |
0.9282 |
0.0051 |
0.6% |
0.9139 |
| Close |
0.9288 |
0.9394 |
0.0106 |
1.1% |
0.9237 |
| Range |
0.0136 |
0.0153 |
0.0017 |
12.5% |
0.0154 |
| ATR |
0.0103 |
0.0107 |
0.0004 |
3.4% |
0.0000 |
| Volume |
0 |
147,855 |
147,855 |
|
644,542 |
|
| Daily Pivots for day following 15-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9829 |
0.9765 |
0.9478 |
|
| R3 |
0.9676 |
0.9612 |
0.9436 |
|
| R2 |
0.9523 |
0.9523 |
0.9422 |
|
| R1 |
0.9459 |
0.9459 |
0.9408 |
0.9491 |
| PP |
0.9370 |
0.9370 |
0.9370 |
0.9387 |
| S1 |
0.9306 |
0.9306 |
0.9380 |
0.9338 |
| S2 |
0.9217 |
0.9217 |
0.9366 |
|
| S3 |
0.9064 |
0.9153 |
0.9352 |
|
| S4 |
0.8911 |
0.9000 |
0.9310 |
|
|
| 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 |
0.9435 |
0.9139 |
0.0296 |
3.2% |
0.0115 |
1.2% |
86% |
True |
False |
108,643 |
| 10 |
0.9435 |
0.9022 |
0.0413 |
4.4% |
0.0126 |
1.3% |
90% |
True |
False |
113,218 |
| 20 |
0.9435 |
0.8792 |
0.0643 |
6.8% |
0.0100 |
1.1% |
94% |
True |
False |
87,164 |
| 40 |
0.9444 |
0.8792 |
0.0652 |
6.9% |
0.0101 |
1.1% |
92% |
False |
False |
51,852 |
| 60 |
0.9444 |
0.8768 |
0.0676 |
7.2% |
0.0094 |
1.0% |
93% |
False |
False |
34,721 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
8.7% |
0.0082 |
0.9% |
94% |
False |
False |
26,155 |
| 100 |
0.9444 |
0.8631 |
0.0813 |
8.7% |
0.0069 |
0.7% |
94% |
False |
False |
20,931 |
| 120 |
0.9444 |
0.8580 |
0.0864 |
9.2% |
0.0061 |
0.6% |
94% |
False |
False |
17,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0085 |
|
2.618 |
0.9836 |
|
1.618 |
0.9683 |
|
1.000 |
0.9588 |
|
0.618 |
0.9530 |
|
HIGH |
0.9435 |
|
0.618 |
0.9377 |
|
0.500 |
0.9359 |
|
0.382 |
0.9340 |
|
LOW |
0.9282 |
|
0.618 |
0.9187 |
|
1.000 |
0.9129 |
|
1.618 |
0.9034 |
|
2.618 |
0.8881 |
|
4.250 |
0.8632 |
|
|
| Fisher Pivots for day following 15-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9382 |
0.9363 |
| PP |
0.9370 |
0.9333 |
| S1 |
0.9359 |
0.9302 |
|