CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 11-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2008 |
11-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9334 |
0.9343 |
0.0009 |
0.1% |
0.9417 |
| High |
0.9355 |
0.9427 |
0.0072 |
0.8% |
0.9467 |
| Low |
0.9304 |
0.9310 |
0.0006 |
0.1% |
0.9296 |
| Close |
0.9336 |
0.9373 |
0.0037 |
0.4% |
0.9336 |
| Range |
0.0051 |
0.0117 |
0.0066 |
129.4% |
0.0171 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
0.8% |
0.0000 |
| Volume |
181,989 |
89,145 |
-92,844 |
-51.0% |
650,213 |
|
| Daily Pivots for day following 11-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9721 |
0.9664 |
0.9437 |
|
| R3 |
0.9604 |
0.9547 |
0.9405 |
|
| R2 |
0.9487 |
0.9487 |
0.9394 |
|
| R1 |
0.9430 |
0.9430 |
0.9384 |
0.9459 |
| PP |
0.9370 |
0.9370 |
0.9370 |
0.9384 |
| S1 |
0.9313 |
0.9313 |
0.9362 |
0.9342 |
| S2 |
0.9253 |
0.9253 |
0.9352 |
|
| S3 |
0.9136 |
0.9196 |
0.9341 |
|
| S4 |
0.9019 |
0.9079 |
0.9309 |
|
|
| 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% |
0.0099 |
1.1% |
45% |
False |
False |
118,976 |
| 10 |
0.9490 |
0.9296 |
0.0194 |
2.1% |
0.0093 |
1.0% |
40% |
False |
False |
120,650 |
| 20 |
0.9565 |
0.9231 |
0.0334 |
3.6% |
0.0114 |
1.2% |
43% |
False |
False |
132,600 |
| 40 |
0.9565 |
0.8792 |
0.0773 |
8.2% |
0.0105 |
1.1% |
75% |
False |
False |
110,819 |
| 60 |
0.9565 |
0.8792 |
0.0773 |
8.2% |
0.0104 |
1.1% |
75% |
False |
False |
76,345 |
| 80 |
0.9565 |
0.8724 |
0.0841 |
9.0% |
0.0097 |
1.0% |
77% |
False |
False |
57,344 |
| 100 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0087 |
0.9% |
79% |
False |
False |
45,970 |
| 120 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0075 |
0.8% |
79% |
False |
False |
38,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9924 |
|
2.618 |
0.9733 |
|
1.618 |
0.9616 |
|
1.000 |
0.9544 |
|
0.618 |
0.9499 |
|
HIGH |
0.9427 |
|
0.618 |
0.9382 |
|
0.500 |
0.9369 |
|
0.382 |
0.9355 |
|
LOW |
0.9310 |
|
0.618 |
0.9238 |
|
1.000 |
0.9193 |
|
1.618 |
0.9121 |
|
2.618 |
0.9004 |
|
4.250 |
0.8813 |
|
|
| Fisher Pivots for day following 11-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9372 |
0.9382 |
| PP |
0.9370 |
0.9379 |
| S1 |
0.9369 |
0.9376 |
|