CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 15-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2008 |
15-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9264 |
0.9290 |
0.0026 |
0.3% |
0.9343 |
| High |
0.9300 |
0.9343 |
0.0043 |
0.5% |
0.9427 |
| Low |
0.9225 |
0.9251 |
0.0026 |
0.3% |
0.9225 |
| Close |
0.9285 |
0.9308 |
0.0023 |
0.2% |
0.9308 |
| Range |
0.0075 |
0.0092 |
0.0017 |
22.7% |
0.0202 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
121,269 |
96,756 |
-24,513 |
-20.2% |
514,042 |
|
| Daily Pivots for day following 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9577 |
0.9534 |
0.9359 |
|
| R3 |
0.9485 |
0.9442 |
0.9333 |
|
| R2 |
0.9393 |
0.9393 |
0.9325 |
|
| R1 |
0.9350 |
0.9350 |
0.9316 |
0.9372 |
| PP |
0.9301 |
0.9301 |
0.9301 |
0.9311 |
| S1 |
0.9258 |
0.9258 |
0.9300 |
0.9280 |
| S2 |
0.9209 |
0.9209 |
0.9291 |
|
| S3 |
0.9117 |
0.9166 |
0.9283 |
|
| S4 |
0.9025 |
0.9074 |
0.9257 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9926 |
0.9819 |
0.9419 |
|
| R3 |
0.9724 |
0.9617 |
0.9364 |
|
| R2 |
0.9522 |
0.9522 |
0.9345 |
|
| R1 |
0.9415 |
0.9415 |
0.9327 |
0.9368 |
| PP |
0.9320 |
0.9320 |
0.9320 |
0.9296 |
| S1 |
0.9213 |
0.9213 |
0.9289 |
0.9166 |
| S2 |
0.9118 |
0.9118 |
0.9271 |
|
| S3 |
0.8916 |
0.9011 |
0.9252 |
|
| S4 |
0.8714 |
0.8809 |
0.9197 |
|
|
| 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% |
0.0095 |
1.0% |
41% |
False |
False |
102,808 |
| 10 |
0.9467 |
0.9225 |
0.0242 |
2.6% |
0.0090 |
1.0% |
34% |
False |
False |
116,425 |
| 20 |
0.9565 |
0.9225 |
0.0340 |
3.7% |
0.0103 |
1.1% |
24% |
False |
False |
127,683 |
| 40 |
0.9565 |
0.8792 |
0.0773 |
8.3% |
0.0106 |
1.1% |
67% |
False |
False |
113,405 |
| 60 |
0.9565 |
0.8792 |
0.0773 |
8.3% |
0.0104 |
1.1% |
67% |
False |
False |
83,346 |
| 80 |
0.9565 |
0.8768 |
0.0797 |
8.6% |
0.0098 |
1.1% |
68% |
False |
False |
62,650 |
| 100 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0088 |
0.9% |
72% |
False |
False |
50,214 |
| 120 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0077 |
0.8% |
72% |
False |
False |
41,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9734 |
|
2.618 |
0.9584 |
|
1.618 |
0.9492 |
|
1.000 |
0.9435 |
|
0.618 |
0.9400 |
|
HIGH |
0.9343 |
|
0.618 |
0.9308 |
|
0.500 |
0.9297 |
|
0.382 |
0.9286 |
|
LOW |
0.9251 |
|
0.618 |
0.9194 |
|
1.000 |
0.9159 |
|
1.618 |
0.9102 |
|
2.618 |
0.9010 |
|
4.250 |
0.8860 |
|
|
| Fisher Pivots for day following 15-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9304 |
0.9304 |
| PP |
0.9301 |
0.9301 |
| S1 |
0.9297 |
0.9297 |
|