CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 30-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2008 |
30-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9374 |
0.9374 |
0.0000 |
0.0% |
0.9406 |
| High |
0.9432 |
0.9447 |
0.0015 |
0.2% |
0.9565 |
| Low |
0.9355 |
0.9335 |
-0.0020 |
-0.2% |
0.9302 |
| Close |
0.9380 |
0.9382 |
0.0002 |
0.0% |
0.9380 |
| Range |
0.0077 |
0.0112 |
0.0035 |
45.5% |
0.0263 |
| ATR |
0.0115 |
0.0115 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
97,846 |
81,741 |
-16,105 |
-16.5% |
606,576 |
|
| Daily Pivots for day following 30-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9724 |
0.9665 |
0.9444 |
|
| R3 |
0.9612 |
0.9553 |
0.9413 |
|
| R2 |
0.9500 |
0.9500 |
0.9403 |
|
| R1 |
0.9441 |
0.9441 |
0.9392 |
0.9471 |
| PP |
0.9388 |
0.9388 |
0.9388 |
0.9403 |
| S1 |
0.9329 |
0.9329 |
0.9372 |
0.9359 |
| S2 |
0.9276 |
0.9276 |
0.9361 |
|
| S3 |
0.9164 |
0.9217 |
0.9351 |
|
| S4 |
0.9052 |
0.9105 |
0.9320 |
|
|
| 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 |
0.9472 |
0.9302 |
0.0170 |
1.8% |
0.0098 |
1.0% |
47% |
False |
False |
132,321 |
| 10 |
0.9565 |
0.9302 |
0.0263 |
2.8% |
0.0125 |
1.3% |
30% |
False |
False |
147,723 |
| 20 |
0.9565 |
0.9022 |
0.0543 |
5.8% |
0.0125 |
1.3% |
66% |
False |
False |
130,470 |
| 40 |
0.9565 |
0.8792 |
0.0773 |
8.2% |
0.0104 |
1.1% |
76% |
False |
False |
88,435 |
| 60 |
0.9565 |
0.8792 |
0.0773 |
8.2% |
0.0105 |
1.1% |
76% |
False |
False |
59,316 |
| 80 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0092 |
1.0% |
80% |
False |
False |
44,518 |
| 100 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0082 |
0.9% |
80% |
False |
False |
35,701 |
| 120 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0071 |
0.8% |
80% |
False |
False |
29,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9923 |
|
2.618 |
0.9740 |
|
1.618 |
0.9628 |
|
1.000 |
0.9559 |
|
0.618 |
0.9516 |
|
HIGH |
0.9447 |
|
0.618 |
0.9404 |
|
0.500 |
0.9391 |
|
0.382 |
0.9378 |
|
LOW |
0.9335 |
|
0.618 |
0.9266 |
|
1.000 |
0.9223 |
|
1.618 |
0.9154 |
|
2.618 |
0.9042 |
|
4.250 |
0.8859 |
|
|
| Fisher Pivots for day following 30-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9391 |
0.9402 |
| PP |
0.9388 |
0.9395 |
| S1 |
0.9385 |
0.9389 |
|