CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 04-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2008 |
04-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9424 |
0.9417 |
-0.0007 |
-0.1% |
0.9405 |
| High |
0.9485 |
0.9418 |
-0.0067 |
-0.7% |
0.9490 |
| Low |
0.9390 |
0.9366 |
-0.0024 |
-0.3% |
0.9335 |
| Close |
0.9422 |
0.9398 |
-0.0024 |
-0.3% |
0.9422 |
| Range |
0.0095 |
0.0052 |
-0.0043 |
-45.3% |
0.0155 |
| ATR |
0.0113 |
0.0109 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
177,974 |
144,478 |
-33,496 |
-18.8% |
605,136 |
|
| Daily Pivots for day following 04-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9550 |
0.9526 |
0.9427 |
|
| R3 |
0.9498 |
0.9474 |
0.9412 |
|
| R2 |
0.9446 |
0.9446 |
0.9408 |
|
| R1 |
0.9422 |
0.9422 |
0.9403 |
0.9408 |
| PP |
0.9394 |
0.9394 |
0.9394 |
0.9387 |
| S1 |
0.9370 |
0.9370 |
0.9393 |
0.9356 |
| S2 |
0.9342 |
0.9342 |
0.9388 |
|
| S3 |
0.9290 |
0.9318 |
0.9384 |
|
| S4 |
0.9238 |
0.9266 |
0.9369 |
|
|
| 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% |
0.0088 |
0.9% |
41% |
False |
False |
122,324 |
| 10 |
0.9565 |
0.9302 |
0.0263 |
2.8% |
0.0109 |
1.2% |
37% |
False |
False |
135,619 |
| 20 |
0.9565 |
0.9139 |
0.0426 |
4.5% |
0.0114 |
1.2% |
61% |
False |
False |
135,083 |
| 40 |
0.9565 |
0.8792 |
0.0773 |
8.2% |
0.0104 |
1.1% |
78% |
False |
False |
99,023 |
| 60 |
0.9565 |
0.8792 |
0.0773 |
8.2% |
0.0105 |
1.1% |
78% |
False |
False |
66,479 |
| 80 |
0.9565 |
0.8631 |
0.0934 |
9.9% |
0.0094 |
1.0% |
82% |
False |
False |
49,915 |
| 100 |
0.9565 |
0.8631 |
0.0934 |
9.9% |
0.0084 |
0.9% |
82% |
False |
False |
40,022 |
| 120 |
0.9565 |
0.8631 |
0.0934 |
9.9% |
0.0073 |
0.8% |
82% |
False |
False |
33,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9639 |
|
2.618 |
0.9554 |
|
1.618 |
0.9502 |
|
1.000 |
0.9470 |
|
0.618 |
0.9450 |
|
HIGH |
0.9418 |
|
0.618 |
0.9398 |
|
0.500 |
0.9392 |
|
0.382 |
0.9386 |
|
LOW |
0.9366 |
|
0.618 |
0.9334 |
|
1.000 |
0.9314 |
|
1.618 |
0.9282 |
|
2.618 |
0.9230 |
|
4.250 |
0.9145 |
|
|
| Fisher Pivots for day following 04-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9396 |
0.9428 |
| PP |
0.9394 |
0.9418 |
| S1 |
0.9392 |
0.9408 |
|