CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 12-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2008 |
12-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9343 |
0.9376 |
0.0033 |
0.4% |
0.9417 |
| High |
0.9427 |
0.9388 |
-0.0039 |
-0.4% |
0.9467 |
| Low |
0.9310 |
0.9320 |
0.0010 |
0.1% |
0.9296 |
| Close |
0.9373 |
0.9338 |
-0.0035 |
-0.4% |
0.9336 |
| Range |
0.0117 |
0.0068 |
-0.0049 |
-41.9% |
0.0171 |
| ATR |
0.0107 |
0.0104 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
89,145 |
106,130 |
16,985 |
19.1% |
650,213 |
|
| Daily Pivots for day following 12-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9553 |
0.9513 |
0.9375 |
|
| R3 |
0.9485 |
0.9445 |
0.9357 |
|
| R2 |
0.9417 |
0.9417 |
0.9350 |
|
| R1 |
0.9377 |
0.9377 |
0.9344 |
0.9363 |
| PP |
0.9349 |
0.9349 |
0.9349 |
0.9342 |
| S1 |
0.9309 |
0.9309 |
0.9332 |
0.9295 |
| S2 |
0.9281 |
0.9281 |
0.9326 |
|
| S3 |
0.9213 |
0.9241 |
0.9319 |
|
| S4 |
0.9145 |
0.9173 |
0.9301 |
|
|
| 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% |
0.0093 |
1.0% |
25% |
False |
False |
126,584 |
| 10 |
0.9490 |
0.9296 |
0.0194 |
2.1% |
0.0093 |
1.0% |
22% |
False |
False |
121,478 |
| 20 |
0.9565 |
0.9282 |
0.0283 |
3.0% |
0.0111 |
1.2% |
20% |
False |
False |
137,906 |
| 40 |
0.9565 |
0.8792 |
0.0773 |
8.3% |
0.0104 |
1.1% |
71% |
False |
False |
110,824 |
| 60 |
0.9565 |
0.8792 |
0.0773 |
8.3% |
0.0104 |
1.1% |
71% |
False |
False |
78,099 |
| 80 |
0.9565 |
0.8768 |
0.0797 |
8.5% |
0.0097 |
1.0% |
72% |
False |
False |
58,669 |
| 100 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0086 |
0.9% |
76% |
False |
False |
47,031 |
| 120 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0075 |
0.8% |
76% |
False |
False |
39,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9677 |
|
2.618 |
0.9566 |
|
1.618 |
0.9498 |
|
1.000 |
0.9456 |
|
0.618 |
0.9430 |
|
HIGH |
0.9388 |
|
0.618 |
0.9362 |
|
0.500 |
0.9354 |
|
0.382 |
0.9346 |
|
LOW |
0.9320 |
|
0.618 |
0.9278 |
|
1.000 |
0.9252 |
|
1.618 |
0.9210 |
|
2.618 |
0.9142 |
|
4.250 |
0.9031 |
|
|
| Fisher Pivots for day following 12-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9354 |
0.9366 |
| PP |
0.9349 |
0.9356 |
| S1 |
0.9343 |
0.9347 |
|