CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 19-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2008 |
19-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9290 |
0.9291 |
0.0001 |
0.0% |
0.9343 |
| High |
0.9343 |
0.9348 |
0.0005 |
0.1% |
0.9427 |
| Low |
0.9251 |
0.9249 |
-0.0002 |
0.0% |
0.9225 |
| Close |
0.9308 |
0.9312 |
0.0004 |
0.0% |
0.9308 |
| Range |
0.0092 |
0.0099 |
0.0007 |
7.6% |
0.0202 |
| ATR |
0.0102 |
0.0102 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
96,756 |
0 |
-96,756 |
-100.0% |
514,042 |
|
| Daily Pivots for day following 19-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9600 |
0.9555 |
0.9366 |
|
| R3 |
0.9501 |
0.9456 |
0.9339 |
|
| R2 |
0.9402 |
0.9402 |
0.9330 |
|
| R1 |
0.9357 |
0.9357 |
0.9321 |
0.9380 |
| PP |
0.9303 |
0.9303 |
0.9303 |
0.9314 |
| S1 |
0.9258 |
0.9258 |
0.9303 |
0.9281 |
| S2 |
0.9204 |
0.9204 |
0.9294 |
|
| S3 |
0.9105 |
0.9159 |
0.9285 |
|
| S4 |
0.9006 |
0.9060 |
0.9258 |
|
|
| 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 |
0.9388 |
0.9225 |
0.0163 |
1.8% |
0.0091 |
1.0% |
53% |
False |
False |
84,979 |
| 10 |
0.9467 |
0.9225 |
0.0242 |
2.6% |
0.0095 |
1.0% |
36% |
False |
False |
101,977 |
| 20 |
0.9565 |
0.9225 |
0.0340 |
3.7% |
0.0102 |
1.1% |
26% |
False |
False |
118,798 |
| 40 |
0.9565 |
0.8792 |
0.0773 |
8.3% |
0.0107 |
1.1% |
67% |
False |
False |
111,467 |
| 60 |
0.9565 |
0.8792 |
0.0773 |
8.3% |
0.0103 |
1.1% |
67% |
False |
False |
83,333 |
| 80 |
0.9565 |
0.8768 |
0.0797 |
8.6% |
0.0098 |
1.1% |
68% |
False |
False |
62,649 |
| 100 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0089 |
1.0% |
73% |
False |
False |
50,213 |
| 120 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0078 |
0.8% |
73% |
False |
False |
41,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9769 |
|
2.618 |
0.9607 |
|
1.618 |
0.9508 |
|
1.000 |
0.9447 |
|
0.618 |
0.9409 |
|
HIGH |
0.9348 |
|
0.618 |
0.9310 |
|
0.500 |
0.9299 |
|
0.382 |
0.9287 |
|
LOW |
0.9249 |
|
0.618 |
0.9188 |
|
1.000 |
0.9150 |
|
1.618 |
0.9089 |
|
2.618 |
0.8990 |
|
4.250 |
0.8828 |
|
|
| Fisher Pivots for day following 19-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9308 |
0.9304 |
| PP |
0.9303 |
0.9295 |
| S1 |
0.9299 |
0.9287 |
|