CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 05-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2008 |
05-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9417 |
0.9401 |
-0.0016 |
-0.2% |
0.9405 |
| High |
0.9418 |
0.9405 |
-0.0013 |
-0.1% |
0.9490 |
| Low |
0.9366 |
0.9308 |
-0.0058 |
-0.6% |
0.9335 |
| Close |
0.9398 |
0.9379 |
-0.0019 |
-0.2% |
0.9422 |
| Range |
0.0052 |
0.0097 |
0.0045 |
86.5% |
0.0155 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
144,478 |
68,089 |
-76,389 |
-52.9% |
605,136 |
|
| Daily Pivots for day following 05-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9655 |
0.9614 |
0.9432 |
|
| R3 |
0.9558 |
0.9517 |
0.9406 |
|
| R2 |
0.9461 |
0.9461 |
0.9397 |
|
| R1 |
0.9420 |
0.9420 |
0.9388 |
0.9392 |
| PP |
0.9364 |
0.9364 |
0.9364 |
0.9350 |
| S1 |
0.9323 |
0.9323 |
0.9370 |
0.9295 |
| S2 |
0.9267 |
0.9267 |
0.9361 |
|
| S3 |
0.9170 |
0.9226 |
0.9352 |
|
| S4 |
0.9073 |
0.9129 |
0.9326 |
|
|
| 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 |
0.9308 |
0.0182 |
1.9% |
0.0092 |
1.0% |
39% |
False |
True |
116,373 |
| 10 |
0.9565 |
0.9302 |
0.0263 |
2.8% |
0.0106 |
1.1% |
29% |
False |
False |
142,427 |
| 20 |
0.9565 |
0.9139 |
0.0426 |
4.5% |
0.0113 |
1.2% |
56% |
False |
False |
132,827 |
| 40 |
0.9565 |
0.8792 |
0.0773 |
8.2% |
0.0104 |
1.1% |
76% |
False |
False |
100,609 |
| 60 |
0.9565 |
0.8792 |
0.0773 |
8.2% |
0.0105 |
1.1% |
76% |
False |
False |
67,607 |
| 80 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0095 |
1.0% |
80% |
False |
False |
50,764 |
| 100 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0085 |
0.9% |
80% |
False |
False |
40,702 |
| 120 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0073 |
0.8% |
80% |
False |
False |
33,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9817 |
|
2.618 |
0.9659 |
|
1.618 |
0.9562 |
|
1.000 |
0.9502 |
|
0.618 |
0.9465 |
|
HIGH |
0.9405 |
|
0.618 |
0.9368 |
|
0.500 |
0.9357 |
|
0.382 |
0.9345 |
|
LOW |
0.9308 |
|
0.618 |
0.9248 |
|
1.000 |
0.9211 |
|
1.618 |
0.9151 |
|
2.618 |
0.9054 |
|
4.250 |
0.8896 |
|
|
| Fisher Pivots for day following 05-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9372 |
0.9397 |
| PP |
0.9364 |
0.9391 |
| S1 |
0.9357 |
0.9385 |
|