CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 24-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2008 |
24-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9414 |
0.9410 |
-0.0004 |
0.0% |
0.9253 |
| High |
0.9565 |
0.9472 |
-0.0093 |
-1.0% |
0.9493 |
| Low |
0.9349 |
0.9363 |
0.0014 |
0.1% |
0.9231 |
| Close |
0.9493 |
0.9398 |
-0.0095 |
-1.0% |
0.9394 |
| Range |
0.0216 |
0.0109 |
-0.0107 |
-49.5% |
0.0262 |
| ATR |
0.0121 |
0.0122 |
0.0001 |
0.5% |
0.0000 |
| Volume |
262,546 |
200,362 |
-62,184 |
-23.7% |
700,935 |
|
| Daily Pivots for day following 24-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9738 |
0.9677 |
0.9458 |
|
| R3 |
0.9629 |
0.9568 |
0.9428 |
|
| R2 |
0.9520 |
0.9520 |
0.9418 |
|
| R1 |
0.9459 |
0.9459 |
0.9408 |
0.9435 |
| PP |
0.9411 |
0.9411 |
0.9411 |
0.9399 |
| S1 |
0.9350 |
0.9350 |
0.9388 |
0.9326 |
| S2 |
0.9302 |
0.9302 |
0.9378 |
|
| S3 |
0.9193 |
0.9241 |
0.9368 |
|
| S4 |
0.9084 |
0.9132 |
0.9338 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0159 |
1.0038 |
0.9538 |
|
| R3 |
0.9897 |
0.9776 |
0.9466 |
|
| R2 |
0.9635 |
0.9635 |
0.9442 |
|
| R1 |
0.9514 |
0.9514 |
0.9418 |
0.9575 |
| PP |
0.9373 |
0.9373 |
0.9373 |
0.9403 |
| S1 |
0.9252 |
0.9252 |
0.9370 |
0.9313 |
| S2 |
0.9111 |
0.9111 |
0.9346 |
|
| S3 |
0.8849 |
0.8990 |
0.9322 |
|
| S4 |
0.8587 |
0.8728 |
0.9250 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9565 |
0.9318 |
0.0247 |
2.6% |
0.0137 |
1.5% |
32% |
False |
False |
165,660 |
| 10 |
0.9565 |
0.9139 |
0.0426 |
4.5% |
0.0133 |
1.4% |
61% |
False |
False |
143,688 |
| 20 |
0.9565 |
0.8792 |
0.0773 |
8.2% |
0.0124 |
1.3% |
78% |
False |
False |
118,133 |
| 40 |
0.9565 |
0.8792 |
0.0773 |
8.2% |
0.0107 |
1.1% |
78% |
False |
False |
77,097 |
| 60 |
0.9565 |
0.8768 |
0.0797 |
8.5% |
0.0103 |
1.1% |
79% |
False |
False |
51,639 |
| 80 |
0.9565 |
0.8631 |
0.0934 |
9.9% |
0.0089 |
0.9% |
82% |
False |
False |
38,757 |
| 100 |
0.9565 |
0.8631 |
0.0934 |
9.9% |
0.0078 |
0.8% |
82% |
False |
False |
31,090 |
| 120 |
0.9565 |
0.8580 |
0.0985 |
10.5% |
0.0068 |
0.7% |
83% |
False |
False |
25,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9935 |
|
2.618 |
0.9757 |
|
1.618 |
0.9648 |
|
1.000 |
0.9581 |
|
0.618 |
0.9539 |
|
HIGH |
0.9472 |
|
0.618 |
0.9430 |
|
0.500 |
0.9418 |
|
0.382 |
0.9405 |
|
LOW |
0.9363 |
|
0.618 |
0.9296 |
|
1.000 |
0.9254 |
|
1.618 |
0.9187 |
|
2.618 |
0.9078 |
|
4.250 |
0.8900 |
|
|
| Fisher Pivots for day following 24-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9418 |
0.9457 |
| PP |
0.9411 |
0.9437 |
| S1 |
0.9405 |
0.9418 |
|