CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 25-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2008 |
25-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9410 |
0.9367 |
-0.0043 |
-0.5% |
0.9406 |
| High |
0.9472 |
0.9404 |
-0.0068 |
-0.7% |
0.9565 |
| Low |
0.9363 |
0.9302 |
-0.0061 |
-0.7% |
0.9302 |
| Close |
0.9398 |
0.9380 |
-0.0018 |
-0.2% |
0.9380 |
| Range |
0.0109 |
0.0102 |
-0.0007 |
-6.4% |
0.0263 |
| ATR |
0.0122 |
0.0120 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
200,362 |
143,668 |
-56,694 |
-28.3% |
606,576 |
|
| Daily Pivots for day following 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9668 |
0.9626 |
0.9436 |
|
| R3 |
0.9566 |
0.9524 |
0.9408 |
|
| R2 |
0.9464 |
0.9464 |
0.9399 |
|
| R1 |
0.9422 |
0.9422 |
0.9389 |
0.9443 |
| PP |
0.9362 |
0.9362 |
0.9362 |
0.9373 |
| S1 |
0.9320 |
0.9320 |
0.9371 |
0.9341 |
| S2 |
0.9260 |
0.9260 |
0.9361 |
|
| S3 |
0.9158 |
0.9218 |
0.9352 |
|
| S4 |
0.9056 |
0.9116 |
0.9324 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0205 |
1.0055 |
0.9525 |
|
| R3 |
0.9942 |
0.9792 |
0.9452 |
|
| R2 |
0.9679 |
0.9679 |
0.9428 |
|
| R1 |
0.9529 |
0.9529 |
0.9404 |
0.9473 |
| PP |
0.9416 |
0.9416 |
0.9416 |
0.9387 |
| S1 |
0.9266 |
0.9266 |
0.9356 |
0.9210 |
| S2 |
0.9153 |
0.9153 |
0.9332 |
|
| S3 |
0.8890 |
0.9003 |
0.9308 |
|
| S4 |
0.8627 |
0.8740 |
0.9235 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9565 |
0.9302 |
0.0263 |
2.8% |
0.0134 |
1.4% |
30% |
False |
True |
156,856 |
| 10 |
0.9565 |
0.9169 |
0.0396 |
4.2% |
0.0135 |
1.4% |
53% |
False |
False |
143,865 |
| 20 |
0.9565 |
0.8792 |
0.0773 |
8.2% |
0.0128 |
1.4% |
76% |
False |
False |
123,972 |
| 40 |
0.9565 |
0.8792 |
0.0773 |
8.2% |
0.0106 |
1.1% |
76% |
False |
False |
80,667 |
| 60 |
0.9565 |
0.8768 |
0.0797 |
8.5% |
0.0104 |
1.1% |
77% |
False |
False |
54,033 |
| 80 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0090 |
1.0% |
80% |
False |
False |
40,552 |
| 100 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0079 |
0.8% |
80% |
False |
False |
32,526 |
| 120 |
0.9565 |
0.8580 |
0.0985 |
10.5% |
0.0069 |
0.7% |
81% |
False |
False |
27,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9838 |
|
2.618 |
0.9671 |
|
1.618 |
0.9569 |
|
1.000 |
0.9506 |
|
0.618 |
0.9467 |
|
HIGH |
0.9404 |
|
0.618 |
0.9365 |
|
0.500 |
0.9353 |
|
0.382 |
0.9341 |
|
LOW |
0.9302 |
|
0.618 |
0.9239 |
|
1.000 |
0.9200 |
|
1.618 |
0.9137 |
|
2.618 |
0.9035 |
|
4.250 |
0.8869 |
|
|
| Fisher Pivots for day following 25-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9371 |
0.9434 |
| PP |
0.9362 |
0.9416 |
| S1 |
0.9353 |
0.9398 |
|