CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 22-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2008 |
22-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9270 |
0.9332 |
0.0062 |
0.7% |
0.9291 |
| High |
0.9350 |
0.9386 |
0.0036 |
0.4% |
0.9386 |
| Low |
0.9246 |
0.9311 |
0.0065 |
0.7% |
0.9244 |
| Close |
0.9328 |
0.9368 |
0.0040 |
0.4% |
0.9368 |
| Range |
0.0104 |
0.0075 |
-0.0029 |
-27.9% |
0.0142 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
159,793 |
142,458 |
-17,335 |
-10.8% |
460,474 |
|
| Daily Pivots for day following 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9580 |
0.9549 |
0.9409 |
|
| R3 |
0.9505 |
0.9474 |
0.9389 |
|
| R2 |
0.9430 |
0.9430 |
0.9382 |
|
| R1 |
0.9399 |
0.9399 |
0.9375 |
0.9415 |
| PP |
0.9355 |
0.9355 |
0.9355 |
0.9363 |
| S1 |
0.9324 |
0.9324 |
0.9361 |
0.9340 |
| S2 |
0.9280 |
0.9280 |
0.9354 |
|
| S3 |
0.9205 |
0.9249 |
0.9347 |
|
| S4 |
0.9130 |
0.9174 |
0.9327 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9759 |
0.9705 |
0.9446 |
|
| R3 |
0.9617 |
0.9563 |
0.9407 |
|
| R2 |
0.9475 |
0.9475 |
0.9394 |
|
| R1 |
0.9421 |
0.9421 |
0.9381 |
0.9448 |
| PP |
0.9333 |
0.9333 |
0.9333 |
0.9346 |
| S1 |
0.9279 |
0.9279 |
0.9355 |
0.9306 |
| S2 |
0.9191 |
0.9191 |
0.9342 |
|
| S3 |
0.9049 |
0.9137 |
0.9329 |
|
| S4 |
0.8907 |
0.8995 |
0.9290 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9386 |
0.9244 |
0.0142 |
1.5% |
0.0090 |
1.0% |
87% |
True |
False |
111,446 |
| 10 |
0.9427 |
0.9225 |
0.0202 |
2.2% |
0.0088 |
0.9% |
71% |
False |
False |
115,650 |
| 20 |
0.9490 |
0.9225 |
0.0265 |
2.8% |
0.0092 |
1.0% |
54% |
False |
False |
118,676 |
| 40 |
0.9565 |
0.8792 |
0.0773 |
8.3% |
0.0108 |
1.2% |
75% |
False |
False |
118,405 |
| 60 |
0.9565 |
0.8792 |
0.0773 |
8.3% |
0.0102 |
1.1% |
75% |
False |
False |
90,957 |
| 80 |
0.9565 |
0.8768 |
0.0797 |
8.5% |
0.0100 |
1.1% |
75% |
False |
False |
68,398 |
| 100 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0090 |
1.0% |
79% |
False |
False |
54,741 |
| 120 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0080 |
0.9% |
79% |
False |
False |
45,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9705 |
|
2.618 |
0.9582 |
|
1.618 |
0.9507 |
|
1.000 |
0.9461 |
|
0.618 |
0.9432 |
|
HIGH |
0.9386 |
|
0.618 |
0.9357 |
|
0.500 |
0.9349 |
|
0.382 |
0.9340 |
|
LOW |
0.9311 |
|
0.618 |
0.9265 |
|
1.000 |
0.9236 |
|
1.618 |
0.9190 |
|
2.618 |
0.9115 |
|
4.250 |
0.8992 |
|
|
| Fisher Pivots for day following 22-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9362 |
0.9350 |
| PP |
0.9355 |
0.9333 |
| S1 |
0.9349 |
0.9315 |
|