CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 28-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2008 |
28-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9367 |
0.9405 |
0.0038 |
0.4% |
0.9406 |
| High |
0.9404 |
0.9468 |
0.0064 |
0.7% |
0.9565 |
| Low |
0.9302 |
0.9376 |
0.0074 |
0.8% |
0.9302 |
| Close |
0.9380 |
0.9397 |
0.0017 |
0.2% |
0.9380 |
| Range |
0.0102 |
0.0092 |
-0.0010 |
-9.8% |
0.0263 |
| ATR |
0.0120 |
0.0118 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
143,668 |
137,991 |
-5,677 |
-4.0% |
606,576 |
|
| Daily Pivots for day following 28-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9690 |
0.9635 |
0.9448 |
|
| R3 |
0.9598 |
0.9543 |
0.9422 |
|
| R2 |
0.9506 |
0.9506 |
0.9414 |
|
| R1 |
0.9451 |
0.9451 |
0.9405 |
0.9433 |
| PP |
0.9414 |
0.9414 |
0.9414 |
0.9404 |
| S1 |
0.9359 |
0.9359 |
0.9389 |
0.9341 |
| S2 |
0.9322 |
0.9322 |
0.9380 |
|
| S3 |
0.9230 |
0.9267 |
0.9372 |
|
| S4 |
0.9138 |
0.9175 |
0.9346 |
|
|
| 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% |
0.0131 |
1.4% |
36% |
False |
False |
148,913 |
| 10 |
0.9565 |
0.9231 |
0.0334 |
3.6% |
0.0135 |
1.4% |
50% |
False |
False |
144,550 |
| 20 |
0.9565 |
0.8839 |
0.0726 |
7.7% |
0.0128 |
1.4% |
77% |
False |
False |
127,459 |
| 40 |
0.9565 |
0.8792 |
0.0773 |
8.2% |
0.0104 |
1.1% |
78% |
False |
False |
84,072 |
| 60 |
0.9565 |
0.8768 |
0.0797 |
8.5% |
0.0105 |
1.1% |
79% |
False |
False |
56,329 |
| 80 |
0.9565 |
0.8631 |
0.0934 |
9.9% |
0.0091 |
1.0% |
82% |
False |
False |
42,276 |
| 100 |
0.9565 |
0.8631 |
0.0934 |
9.9% |
0.0080 |
0.9% |
82% |
False |
False |
33,906 |
| 120 |
0.9565 |
0.8610 |
0.0955 |
10.2% |
0.0070 |
0.7% |
82% |
False |
False |
28,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9859 |
|
2.618 |
0.9709 |
|
1.618 |
0.9617 |
|
1.000 |
0.9560 |
|
0.618 |
0.9525 |
|
HIGH |
0.9468 |
|
0.618 |
0.9433 |
|
0.500 |
0.9422 |
|
0.382 |
0.9411 |
|
LOW |
0.9376 |
|
0.618 |
0.9319 |
|
1.000 |
0.9284 |
|
1.618 |
0.9227 |
|
2.618 |
0.9135 |
|
4.250 |
0.8985 |
|
|
| Fisher Pivots for day following 28-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9422 |
0.9394 |
| PP |
0.9414 |
0.9390 |
| S1 |
0.9405 |
0.9387 |
|