CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 25-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2008 |
25-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9332 |
0.9334 |
0.0002 |
0.0% |
0.9291 |
| High |
0.9386 |
0.9346 |
-0.0040 |
-0.4% |
0.9386 |
| Low |
0.9311 |
0.9252 |
-0.0059 |
-0.6% |
0.9244 |
| Close |
0.9368 |
0.9267 |
-0.0101 |
-1.1% |
0.9368 |
| Range |
0.0075 |
0.0094 |
0.0019 |
25.3% |
0.0142 |
| ATR |
0.0099 |
0.0100 |
0.0001 |
1.2% |
0.0000 |
| Volume |
142,458 |
105,338 |
-37,120 |
-26.1% |
460,474 |
|
| Daily Pivots for day following 25-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9570 |
0.9513 |
0.9319 |
|
| R3 |
0.9476 |
0.9419 |
0.9293 |
|
| R2 |
0.9382 |
0.9382 |
0.9284 |
|
| R1 |
0.9325 |
0.9325 |
0.9276 |
0.9307 |
| PP |
0.9288 |
0.9288 |
0.9288 |
0.9279 |
| S1 |
0.9231 |
0.9231 |
0.9258 |
0.9213 |
| S2 |
0.9194 |
0.9194 |
0.9250 |
|
| S3 |
0.9100 |
0.9137 |
0.9241 |
|
| S4 |
0.9006 |
0.9043 |
0.9215 |
|
|
| 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% |
16% |
False |
False |
113,162 |
| 10 |
0.9427 |
0.9225 |
0.0202 |
2.2% |
0.0093 |
1.0% |
21% |
False |
False |
107,985 |
| 20 |
0.9490 |
0.9225 |
0.0265 |
2.9% |
0.0092 |
1.0% |
16% |
False |
False |
116,760 |
| 40 |
0.9565 |
0.8792 |
0.0773 |
8.3% |
0.0110 |
1.2% |
61% |
False |
False |
120,366 |
| 60 |
0.9565 |
0.8792 |
0.0773 |
8.3% |
0.0101 |
1.1% |
61% |
False |
False |
92,698 |
| 80 |
0.9565 |
0.8768 |
0.0797 |
8.6% |
0.0101 |
1.1% |
63% |
False |
False |
69,715 |
| 100 |
0.9565 |
0.8631 |
0.0934 |
10.1% |
0.0090 |
1.0% |
68% |
False |
False |
55,794 |
| 120 |
0.9565 |
0.8631 |
0.0934 |
10.1% |
0.0081 |
0.9% |
68% |
False |
False |
46,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9746 |
|
2.618 |
0.9592 |
|
1.618 |
0.9498 |
|
1.000 |
0.9440 |
|
0.618 |
0.9404 |
|
HIGH |
0.9346 |
|
0.618 |
0.9310 |
|
0.500 |
0.9299 |
|
0.382 |
0.9288 |
|
LOW |
0.9252 |
|
0.618 |
0.9194 |
|
1.000 |
0.9158 |
|
1.618 |
0.9100 |
|
2.618 |
0.9006 |
|
4.250 |
0.8853 |
|
|
| Fisher Pivots for day following 25-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9299 |
0.9316 |
| PP |
0.9288 |
0.9300 |
| S1 |
0.9278 |
0.9283 |
|