CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 29-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2008 |
29-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9405 |
0.9374 |
-0.0031 |
-0.3% |
0.9406 |
| High |
0.9468 |
0.9432 |
-0.0036 |
-0.4% |
0.9565 |
| Low |
0.9376 |
0.9355 |
-0.0021 |
-0.2% |
0.9302 |
| Close |
0.9397 |
0.9380 |
-0.0017 |
-0.2% |
0.9380 |
| Range |
0.0092 |
0.0077 |
-0.0015 |
-16.3% |
0.0263 |
| ATR |
0.0118 |
0.0115 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
137,991 |
97,846 |
-40,145 |
-29.1% |
606,576 |
|
| Daily Pivots for day following 29-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9620 |
0.9577 |
0.9422 |
|
| R3 |
0.9543 |
0.9500 |
0.9401 |
|
| R2 |
0.9466 |
0.9466 |
0.9394 |
|
| R1 |
0.9423 |
0.9423 |
0.9387 |
0.9445 |
| PP |
0.9389 |
0.9389 |
0.9389 |
0.9400 |
| S1 |
0.9346 |
0.9346 |
0.9373 |
0.9368 |
| S2 |
0.9312 |
0.9312 |
0.9366 |
|
| S3 |
0.9235 |
0.9269 |
0.9359 |
|
| S4 |
0.9158 |
0.9192 |
0.9338 |
|
|
| 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% |
0.0119 |
1.3% |
30% |
False |
False |
168,482 |
| 10 |
0.9565 |
0.9282 |
0.0283 |
3.0% |
0.0129 |
1.4% |
35% |
False |
False |
154,334 |
| 20 |
0.9565 |
0.8945 |
0.0620 |
6.6% |
0.0125 |
1.3% |
70% |
False |
False |
128,346 |
| 40 |
0.9565 |
0.8792 |
0.0773 |
8.2% |
0.0104 |
1.1% |
76% |
False |
False |
86,425 |
| 60 |
0.9565 |
0.8792 |
0.0773 |
8.2% |
0.0104 |
1.1% |
76% |
False |
False |
57,957 |
| 80 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0091 |
1.0% |
80% |
False |
False |
43,497 |
| 100 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0081 |
0.9% |
80% |
False |
False |
34,885 |
| 120 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0070 |
0.7% |
80% |
False |
False |
29,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9759 |
|
2.618 |
0.9634 |
|
1.618 |
0.9557 |
|
1.000 |
0.9509 |
|
0.618 |
0.9480 |
|
HIGH |
0.9432 |
|
0.618 |
0.9403 |
|
0.500 |
0.9394 |
|
0.382 |
0.9384 |
|
LOW |
0.9355 |
|
0.618 |
0.9307 |
|
1.000 |
0.9278 |
|
1.618 |
0.9230 |
|
2.618 |
0.9153 |
|
4.250 |
0.9028 |
|
|
| Fisher Pivots for day following 29-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9394 |
0.9385 |
| PP |
0.9389 |
0.9383 |
| S1 |
0.9385 |
0.9382 |
|