CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 14-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2008 |
14-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9344 |
0.9264 |
-0.0080 |
-0.9% |
0.9417 |
| High |
0.9369 |
0.9300 |
-0.0069 |
-0.7% |
0.9467 |
| Low |
0.9247 |
0.9225 |
-0.0022 |
-0.2% |
0.9296 |
| Close |
0.9264 |
0.9285 |
0.0021 |
0.2% |
0.9336 |
| Range |
0.0122 |
0.0075 |
-0.0047 |
-38.5% |
0.0171 |
| ATR |
0.0105 |
0.0103 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
100,742 |
121,269 |
20,527 |
20.4% |
650,213 |
|
| Daily Pivots for day following 14-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9495 |
0.9465 |
0.9326 |
|
| R3 |
0.9420 |
0.9390 |
0.9306 |
|
| R2 |
0.9345 |
0.9345 |
0.9299 |
|
| R1 |
0.9315 |
0.9315 |
0.9292 |
0.9330 |
| PP |
0.9270 |
0.9270 |
0.9270 |
0.9278 |
| S1 |
0.9240 |
0.9240 |
0.9278 |
0.9255 |
| S2 |
0.9195 |
0.9195 |
0.9271 |
|
| S3 |
0.9120 |
0.9165 |
0.9264 |
|
| S4 |
0.9045 |
0.9090 |
0.9244 |
|
|
| 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 |
0.9427 |
0.9225 |
0.0202 |
2.2% |
0.0087 |
0.9% |
30% |
False |
True |
119,855 |
| 10 |
0.9485 |
0.9225 |
0.0260 |
2.8% |
0.0091 |
1.0% |
23% |
False |
True |
124,547 |
| 20 |
0.9565 |
0.9225 |
0.0340 |
3.7% |
0.0104 |
1.1% |
18% |
False |
True |
132,230 |
| 40 |
0.9565 |
0.8792 |
0.0773 |
8.3% |
0.0105 |
1.1% |
64% |
False |
False |
112,738 |
| 60 |
0.9565 |
0.8792 |
0.0773 |
8.3% |
0.0103 |
1.1% |
64% |
False |
False |
81,740 |
| 80 |
0.9565 |
0.8768 |
0.0797 |
8.6% |
0.0097 |
1.0% |
65% |
False |
False |
61,443 |
| 100 |
0.9565 |
0.8631 |
0.0934 |
10.1% |
0.0088 |
0.9% |
70% |
False |
False |
49,247 |
| 120 |
0.9565 |
0.8631 |
0.0934 |
10.1% |
0.0077 |
0.8% |
70% |
False |
False |
41,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9619 |
|
2.618 |
0.9496 |
|
1.618 |
0.9421 |
|
1.000 |
0.9375 |
|
0.618 |
0.9346 |
|
HIGH |
0.9300 |
|
0.618 |
0.9271 |
|
0.500 |
0.9263 |
|
0.382 |
0.9254 |
|
LOW |
0.9225 |
|
0.618 |
0.9179 |
|
1.000 |
0.9150 |
|
1.618 |
0.9104 |
|
2.618 |
0.9029 |
|
4.250 |
0.8906 |
|
|
| Fisher Pivots for day following 14-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9278 |
0.9307 |
| PP |
0.9270 |
0.9299 |
| S1 |
0.9263 |
0.9292 |
|