CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 16-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2008 |
16-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9290 |
0.9406 |
0.0116 |
1.2% |
0.9291 |
| High |
0.9435 |
0.9493 |
0.0058 |
0.6% |
0.9293 |
| Low |
0.9282 |
0.9314 |
0.0032 |
0.3% |
0.9139 |
| Close |
0.9394 |
0.9342 |
-0.0052 |
-0.6% |
0.9237 |
| Range |
0.0153 |
0.0179 |
0.0026 |
17.0% |
0.0154 |
| ATR |
0.0107 |
0.0112 |
0.0005 |
4.8% |
0.0000 |
| Volume |
147,855 |
187,688 |
39,833 |
26.9% |
644,542 |
|
| Daily Pivots for day following 16-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9920 |
0.9810 |
0.9440 |
|
| R3 |
0.9741 |
0.9631 |
0.9391 |
|
| R2 |
0.9562 |
0.9562 |
0.9375 |
|
| R1 |
0.9452 |
0.9452 |
0.9358 |
0.9418 |
| PP |
0.9383 |
0.9383 |
0.9383 |
0.9366 |
| S1 |
0.9273 |
0.9273 |
0.9326 |
0.9239 |
| S2 |
0.9204 |
0.9204 |
0.9309 |
|
| S3 |
0.9025 |
0.9094 |
0.9293 |
|
| S4 |
0.8846 |
0.8915 |
0.9244 |
|
|
| 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 |
0.9493 |
0.9139 |
0.0354 |
3.8% |
0.0129 |
1.4% |
57% |
True |
False |
121,717 |
| 10 |
0.9493 |
0.9139 |
0.0354 |
3.8% |
0.0123 |
1.3% |
57% |
True |
False |
121,249 |
| 20 |
0.9493 |
0.8792 |
0.0701 |
7.5% |
0.0106 |
1.1% |
78% |
True |
False |
93,246 |
| 40 |
0.9493 |
0.8792 |
0.0701 |
7.5% |
0.0103 |
1.1% |
78% |
True |
False |
56,495 |
| 60 |
0.9493 |
0.8768 |
0.0725 |
7.8% |
0.0095 |
1.0% |
79% |
True |
False |
37,847 |
| 80 |
0.9493 |
0.8631 |
0.0862 |
9.2% |
0.0084 |
0.9% |
82% |
True |
False |
28,501 |
| 100 |
0.9493 |
0.8631 |
0.0862 |
9.2% |
0.0071 |
0.8% |
82% |
True |
False |
22,808 |
| 120 |
0.9493 |
0.8580 |
0.0913 |
9.8% |
0.0062 |
0.7% |
83% |
True |
False |
19,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0254 |
|
2.618 |
0.9962 |
|
1.618 |
0.9783 |
|
1.000 |
0.9672 |
|
0.618 |
0.9604 |
|
HIGH |
0.9493 |
|
0.618 |
0.9425 |
|
0.500 |
0.9404 |
|
0.382 |
0.9382 |
|
LOW |
0.9314 |
|
0.618 |
0.9203 |
|
1.000 |
0.9135 |
|
1.618 |
0.9024 |
|
2.618 |
0.8845 |
|
4.250 |
0.8553 |
|
|
| Fisher Pivots for day following 16-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9404 |
0.9362 |
| PP |
0.9383 |
0.9355 |
| S1 |
0.9363 |
0.9349 |
|