CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 01-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2008 |
01-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9445 |
0.9424 |
-0.0021 |
-0.2% |
0.9405 |
| High |
0.9490 |
0.9485 |
-0.0005 |
-0.1% |
0.9490 |
| Low |
0.9385 |
0.9390 |
0.0005 |
0.1% |
0.9335 |
| Close |
0.9425 |
0.9422 |
-0.0003 |
0.0% |
0.9422 |
| Range |
0.0105 |
0.0095 |
-0.0010 |
-9.5% |
0.0155 |
| ATR |
0.0115 |
0.0113 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
109,584 |
177,974 |
68,390 |
62.4% |
605,136 |
|
| Daily Pivots for day following 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9717 |
0.9665 |
0.9474 |
|
| R3 |
0.9622 |
0.9570 |
0.9448 |
|
| R2 |
0.9527 |
0.9527 |
0.9439 |
|
| R1 |
0.9475 |
0.9475 |
0.9431 |
0.9454 |
| PP |
0.9432 |
0.9432 |
0.9432 |
0.9422 |
| S1 |
0.9380 |
0.9380 |
0.9413 |
0.9359 |
| S2 |
0.9337 |
0.9337 |
0.9405 |
|
| S3 |
0.9242 |
0.9285 |
0.9396 |
|
| S4 |
0.9147 |
0.9190 |
0.9370 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9881 |
0.9806 |
0.9507 |
|
| R3 |
0.9726 |
0.9651 |
0.9465 |
|
| R2 |
0.9571 |
0.9571 |
0.9450 |
|
| R1 |
0.9496 |
0.9496 |
0.9436 |
0.9534 |
| PP |
0.9416 |
0.9416 |
0.9416 |
0.9434 |
| S1 |
0.9341 |
0.9341 |
0.9408 |
0.9379 |
| S2 |
0.9261 |
0.9261 |
0.9394 |
|
| S3 |
0.9106 |
0.9186 |
0.9379 |
|
| S4 |
0.8951 |
0.9031 |
0.9337 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9490 |
0.9335 |
0.0155 |
1.6% |
0.0096 |
1.0% |
56% |
False |
False |
121,027 |
| 10 |
0.9565 |
0.9302 |
0.0263 |
2.8% |
0.0115 |
1.2% |
46% |
False |
False |
138,941 |
| 20 |
0.9565 |
0.9139 |
0.0426 |
4.5% |
0.0118 |
1.3% |
66% |
False |
False |
134,640 |
| 40 |
0.9565 |
0.8792 |
0.0773 |
8.2% |
0.0105 |
1.1% |
82% |
False |
False |
95,500 |
| 60 |
0.9565 |
0.8792 |
0.0773 |
8.2% |
0.0107 |
1.1% |
82% |
False |
False |
64,074 |
| 80 |
0.9565 |
0.8631 |
0.0934 |
9.9% |
0.0094 |
1.0% |
85% |
False |
False |
48,110 |
| 100 |
0.9565 |
0.8631 |
0.0934 |
9.9% |
0.0083 |
0.9% |
85% |
False |
False |
38,577 |
| 120 |
0.9565 |
0.8631 |
0.0934 |
9.9% |
0.0073 |
0.8% |
85% |
False |
False |
32,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9889 |
|
2.618 |
0.9734 |
|
1.618 |
0.9639 |
|
1.000 |
0.9580 |
|
0.618 |
0.9544 |
|
HIGH |
0.9485 |
|
0.618 |
0.9449 |
|
0.500 |
0.9438 |
|
0.382 |
0.9426 |
|
LOW |
0.9390 |
|
0.618 |
0.9331 |
|
1.000 |
0.9295 |
|
1.618 |
0.9236 |
|
2.618 |
0.9141 |
|
4.250 |
0.8986 |
|
|
| Fisher Pivots for day following 01-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9438 |
0.9419 |
| PP |
0.9432 |
0.9416 |
| S1 |
0.9427 |
0.9413 |
|