CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 08-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2008 |
08-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9418 |
0.9334 |
-0.0084 |
-0.9% |
0.9417 |
| High |
0.9467 |
0.9355 |
-0.0112 |
-1.2% |
0.9467 |
| Low |
0.9296 |
0.9304 |
0.0008 |
0.1% |
0.9296 |
| Close |
0.9331 |
0.9336 |
0.0005 |
0.1% |
0.9336 |
| Range |
0.0171 |
0.0051 |
-0.0120 |
-70.2% |
0.0171 |
| ATR |
0.0110 |
0.0106 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
103,630 |
181,989 |
78,359 |
75.6% |
650,213 |
|
| Daily Pivots for day following 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9485 |
0.9461 |
0.9364 |
|
| R3 |
0.9434 |
0.9410 |
0.9350 |
|
| R2 |
0.9383 |
0.9383 |
0.9345 |
|
| R1 |
0.9359 |
0.9359 |
0.9341 |
0.9371 |
| PP |
0.9332 |
0.9332 |
0.9332 |
0.9338 |
| S1 |
0.9308 |
0.9308 |
0.9331 |
0.9320 |
| S2 |
0.9281 |
0.9281 |
0.9327 |
|
| S3 |
0.9230 |
0.9257 |
0.9322 |
|
| S4 |
0.9179 |
0.9206 |
0.9308 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9879 |
0.9779 |
0.9430 |
|
| R3 |
0.9708 |
0.9608 |
0.9383 |
|
| R2 |
0.9537 |
0.9537 |
0.9367 |
|
| R1 |
0.9437 |
0.9437 |
0.9352 |
0.9402 |
| PP |
0.9366 |
0.9366 |
0.9366 |
0.9349 |
| S1 |
0.9266 |
0.9266 |
0.9320 |
0.9231 |
| S2 |
0.9195 |
0.9195 |
0.9305 |
|
| S3 |
0.9024 |
0.9095 |
0.9289 |
|
| S4 |
0.8853 |
0.8924 |
0.9242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9467 |
0.9296 |
0.0171 |
1.8% |
0.0086 |
0.9% |
23% |
False |
False |
130,042 |
| 10 |
0.9490 |
0.9296 |
0.0194 |
2.1% |
0.0091 |
1.0% |
21% |
False |
False |
125,534 |
| 20 |
0.9565 |
0.9169 |
0.0396 |
4.2% |
0.0113 |
1.2% |
42% |
False |
False |
134,700 |
| 40 |
0.9565 |
0.8792 |
0.0773 |
8.3% |
0.0105 |
1.1% |
70% |
False |
False |
110,393 |
| 60 |
0.9565 |
0.8792 |
0.0773 |
8.3% |
0.0103 |
1.1% |
70% |
False |
False |
74,865 |
| 80 |
0.9565 |
0.8685 |
0.0880 |
9.4% |
0.0097 |
1.0% |
74% |
False |
False |
56,232 |
| 100 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0086 |
0.9% |
75% |
False |
False |
45,079 |
| 120 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0074 |
0.8% |
75% |
False |
False |
37,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9572 |
|
2.618 |
0.9489 |
|
1.618 |
0.9438 |
|
1.000 |
0.9406 |
|
0.618 |
0.9387 |
|
HIGH |
0.9355 |
|
0.618 |
0.9336 |
|
0.500 |
0.9330 |
|
0.382 |
0.9323 |
|
LOW |
0.9304 |
|
0.618 |
0.9272 |
|
1.000 |
0.9253 |
|
1.618 |
0.9221 |
|
2.618 |
0.9170 |
|
4.250 |
0.9087 |
|
|
| Fisher Pivots for day following 08-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9334 |
0.9382 |
| PP |
0.9332 |
0.9366 |
| S1 |
0.9330 |
0.9351 |
|