CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 13-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2008 |
13-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9376 |
0.9344 |
-0.0032 |
-0.3% |
0.9417 |
| High |
0.9388 |
0.9369 |
-0.0019 |
-0.2% |
0.9467 |
| Low |
0.9320 |
0.9247 |
-0.0073 |
-0.8% |
0.9296 |
| Close |
0.9338 |
0.9264 |
-0.0074 |
-0.8% |
0.9336 |
| Range |
0.0068 |
0.0122 |
0.0054 |
79.4% |
0.0171 |
| ATR |
0.0104 |
0.0105 |
0.0001 |
1.2% |
0.0000 |
| Volume |
106,130 |
100,742 |
-5,388 |
-5.1% |
650,213 |
|
| Daily Pivots for day following 13-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9659 |
0.9584 |
0.9331 |
|
| R3 |
0.9537 |
0.9462 |
0.9298 |
|
| R2 |
0.9415 |
0.9415 |
0.9286 |
|
| R1 |
0.9340 |
0.9340 |
0.9275 |
0.9317 |
| PP |
0.9293 |
0.9293 |
0.9293 |
0.9282 |
| S1 |
0.9218 |
0.9218 |
0.9253 |
0.9195 |
| S2 |
0.9171 |
0.9171 |
0.9242 |
|
| S3 |
0.9049 |
0.9096 |
0.9230 |
|
| S4 |
0.8927 |
0.8974 |
0.9197 |
|
|
| 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 |
0.9247 |
0.0220 |
2.4% |
0.0106 |
1.1% |
8% |
False |
True |
116,327 |
| 10 |
0.9490 |
0.9247 |
0.0243 |
2.6% |
0.0094 |
1.0% |
7% |
False |
True |
123,378 |
| 20 |
0.9565 |
0.9247 |
0.0318 |
3.4% |
0.0109 |
1.2% |
5% |
False |
True |
135,551 |
| 40 |
0.9565 |
0.8792 |
0.0773 |
8.3% |
0.0104 |
1.1% |
61% |
False |
False |
111,357 |
| 60 |
0.9565 |
0.8792 |
0.0773 |
8.3% |
0.0104 |
1.1% |
61% |
False |
False |
79,752 |
| 80 |
0.9565 |
0.8768 |
0.0797 |
8.6% |
0.0098 |
1.1% |
62% |
False |
False |
59,928 |
| 100 |
0.9565 |
0.8631 |
0.0934 |
10.1% |
0.0087 |
0.9% |
68% |
False |
False |
48,034 |
| 120 |
0.9565 |
0.8631 |
0.0934 |
10.1% |
0.0076 |
0.8% |
68% |
False |
False |
40,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9888 |
|
2.618 |
0.9688 |
|
1.618 |
0.9566 |
|
1.000 |
0.9491 |
|
0.618 |
0.9444 |
|
HIGH |
0.9369 |
|
0.618 |
0.9322 |
|
0.500 |
0.9308 |
|
0.382 |
0.9294 |
|
LOW |
0.9247 |
|
0.618 |
0.9172 |
|
1.000 |
0.9125 |
|
1.618 |
0.9050 |
|
2.618 |
0.8928 |
|
4.250 |
0.8729 |
|
|
| Fisher Pivots for day following 13-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9308 |
0.9337 |
| PP |
0.9293 |
0.9313 |
| S1 |
0.9279 |
0.9288 |
|