CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 20-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2008 |
20-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9291 |
0.9291 |
0.0000 |
0.0% |
0.9343 |
| High |
0.9348 |
0.9323 |
-0.0025 |
-0.3% |
0.9427 |
| Low |
0.9249 |
0.9244 |
-0.0005 |
-0.1% |
0.9225 |
| Close |
0.9312 |
0.9262 |
-0.0050 |
-0.5% |
0.9308 |
| Range |
0.0099 |
0.0079 |
-0.0020 |
-20.2% |
0.0202 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
0 |
158,223 |
158,223 |
|
514,042 |
|
| Daily Pivots for day following 20-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9513 |
0.9467 |
0.9305 |
|
| R3 |
0.9434 |
0.9388 |
0.9284 |
|
| R2 |
0.9355 |
0.9355 |
0.9276 |
|
| R1 |
0.9309 |
0.9309 |
0.9269 |
0.9293 |
| PP |
0.9276 |
0.9276 |
0.9276 |
0.9268 |
| S1 |
0.9230 |
0.9230 |
0.9255 |
0.9214 |
| S2 |
0.9197 |
0.9197 |
0.9248 |
|
| S3 |
0.9118 |
0.9151 |
0.9240 |
|
| S4 |
0.9039 |
0.9072 |
0.9219 |
|
|
| 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 |
0.9369 |
0.9225 |
0.0144 |
1.6% |
0.0093 |
1.0% |
26% |
False |
False |
95,398 |
| 10 |
0.9467 |
0.9225 |
0.0242 |
2.6% |
0.0093 |
1.0% |
15% |
False |
False |
110,991 |
| 20 |
0.9565 |
0.9225 |
0.0340 |
3.7% |
0.0099 |
1.1% |
11% |
False |
False |
126,709 |
| 40 |
0.9565 |
0.8792 |
0.0773 |
8.3% |
0.0107 |
1.2% |
61% |
False |
False |
113,519 |
| 60 |
0.9565 |
0.8792 |
0.0773 |
8.3% |
0.0103 |
1.1% |
61% |
False |
False |
85,956 |
| 80 |
0.9565 |
0.8768 |
0.0797 |
8.6% |
0.0099 |
1.1% |
62% |
False |
False |
64,625 |
| 100 |
0.9565 |
0.8631 |
0.0934 |
10.1% |
0.0089 |
1.0% |
68% |
False |
False |
51,719 |
| 120 |
0.9565 |
0.8631 |
0.0934 |
10.1% |
0.0079 |
0.9% |
68% |
False |
False |
43,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9659 |
|
2.618 |
0.9530 |
|
1.618 |
0.9451 |
|
1.000 |
0.9402 |
|
0.618 |
0.9372 |
|
HIGH |
0.9323 |
|
0.618 |
0.9293 |
|
0.500 |
0.9284 |
|
0.382 |
0.9274 |
|
LOW |
0.9244 |
|
0.618 |
0.9195 |
|
1.000 |
0.9165 |
|
1.618 |
0.9116 |
|
2.618 |
0.9037 |
|
4.250 |
0.8908 |
|
|
| Fisher Pivots for day following 20-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9284 |
0.9296 |
| PP |
0.9276 |
0.9285 |
| S1 |
0.9269 |
0.9273 |
|