CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 06-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2008 |
06-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9401 |
0.9390 |
-0.0011 |
-0.1% |
0.9405 |
| High |
0.9405 |
0.9446 |
0.0041 |
0.4% |
0.9490 |
| Low |
0.9308 |
0.9389 |
0.0081 |
0.9% |
0.9335 |
| Close |
0.9379 |
0.9409 |
0.0030 |
0.3% |
0.9422 |
| Range |
0.0097 |
0.0057 |
-0.0040 |
-41.2% |
0.0155 |
| ATR |
0.0108 |
0.0105 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
68,089 |
152,027 |
83,938 |
123.3% |
605,136 |
|
| Daily Pivots for day following 06-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9586 |
0.9554 |
0.9440 |
|
| R3 |
0.9529 |
0.9497 |
0.9425 |
|
| R2 |
0.9472 |
0.9472 |
0.9419 |
|
| R1 |
0.9440 |
0.9440 |
0.9414 |
0.9456 |
| PP |
0.9415 |
0.9415 |
0.9415 |
0.9423 |
| S1 |
0.9383 |
0.9383 |
0.9404 |
0.9399 |
| S2 |
0.9358 |
0.9358 |
0.9399 |
|
| S3 |
0.9301 |
0.9326 |
0.9393 |
|
| S4 |
0.9244 |
0.9269 |
0.9378 |
|
|
| 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% |
0.0081 |
0.9% |
55% |
False |
False |
130,430 |
| 10 |
0.9490 |
0.9302 |
0.0188 |
2.0% |
0.0090 |
1.0% |
57% |
False |
False |
131,376 |
| 20 |
0.9565 |
0.9139 |
0.0426 |
4.5% |
0.0111 |
1.2% |
63% |
False |
False |
133,630 |
| 40 |
0.9565 |
0.8792 |
0.0773 |
8.2% |
0.0104 |
1.1% |
80% |
False |
False |
104,201 |
| 60 |
0.9565 |
0.8792 |
0.0773 |
8.2% |
0.0103 |
1.1% |
80% |
False |
False |
70,128 |
| 80 |
0.9565 |
0.8631 |
0.0934 |
9.9% |
0.0095 |
1.0% |
83% |
False |
False |
52,663 |
| 100 |
0.9565 |
0.8631 |
0.0934 |
9.9% |
0.0085 |
0.9% |
83% |
False |
False |
42,223 |
| 120 |
0.9565 |
0.8631 |
0.0934 |
9.9% |
0.0073 |
0.8% |
83% |
False |
False |
35,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9688 |
|
2.618 |
0.9595 |
|
1.618 |
0.9538 |
|
1.000 |
0.9503 |
|
0.618 |
0.9481 |
|
HIGH |
0.9446 |
|
0.618 |
0.9424 |
|
0.500 |
0.9418 |
|
0.382 |
0.9411 |
|
LOW |
0.9389 |
|
0.618 |
0.9354 |
|
1.000 |
0.9332 |
|
1.618 |
0.9297 |
|
2.618 |
0.9240 |
|
4.250 |
0.9147 |
|
|
| Fisher Pivots for day following 06-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9418 |
0.9398 |
| PP |
0.9415 |
0.9388 |
| S1 |
0.9412 |
0.9377 |
|