CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 26-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2008 |
26-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9334 |
0.9266 |
-0.0068 |
-0.7% |
0.9291 |
| High |
0.9346 |
0.9343 |
-0.0003 |
0.0% |
0.9386 |
| Low |
0.9252 |
0.9260 |
0.0008 |
0.1% |
0.9244 |
| Close |
0.9267 |
0.9337 |
0.0070 |
0.8% |
0.9368 |
| Range |
0.0094 |
0.0083 |
-0.0011 |
-11.7% |
0.0142 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
105,338 |
142,775 |
37,437 |
35.5% |
460,474 |
|
| Daily Pivots for day following 26-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9562 |
0.9533 |
0.9383 |
|
| R3 |
0.9479 |
0.9450 |
0.9360 |
|
| R2 |
0.9396 |
0.9396 |
0.9352 |
|
| R1 |
0.9367 |
0.9367 |
0.9345 |
0.9382 |
| PP |
0.9313 |
0.9313 |
0.9313 |
0.9321 |
| S1 |
0.9284 |
0.9284 |
0.9329 |
0.9299 |
| S2 |
0.9230 |
0.9230 |
0.9322 |
|
| S3 |
0.9147 |
0.9201 |
0.9314 |
|
| S4 |
0.9064 |
0.9118 |
0.9291 |
|
|
| 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% |
0.0087 |
0.9% |
65% |
False |
False |
141,717 |
| 10 |
0.9388 |
0.9225 |
0.0163 |
1.7% |
0.0089 |
1.0% |
69% |
False |
False |
113,348 |
| 20 |
0.9490 |
0.9225 |
0.0265 |
2.8% |
0.0091 |
1.0% |
42% |
False |
False |
116,999 |
| 40 |
0.9565 |
0.8839 |
0.0726 |
7.8% |
0.0110 |
1.2% |
69% |
False |
False |
122,229 |
| 60 |
0.9565 |
0.8792 |
0.0773 |
8.3% |
0.0099 |
1.1% |
71% |
False |
False |
95,048 |
| 80 |
0.9565 |
0.8768 |
0.0797 |
8.5% |
0.0101 |
1.1% |
71% |
False |
False |
71,497 |
| 100 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0091 |
1.0% |
76% |
False |
False |
57,221 |
| 120 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0082 |
0.9% |
76% |
False |
False |
47,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9696 |
|
2.618 |
0.9560 |
|
1.618 |
0.9477 |
|
1.000 |
0.9426 |
|
0.618 |
0.9394 |
|
HIGH |
0.9343 |
|
0.618 |
0.9311 |
|
0.500 |
0.9302 |
|
0.382 |
0.9292 |
|
LOW |
0.9260 |
|
0.618 |
0.9209 |
|
1.000 |
0.9177 |
|
1.618 |
0.9126 |
|
2.618 |
0.9043 |
|
4.250 |
0.8907 |
|
|
| Fisher Pivots for day following 26-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9325 |
0.9331 |
| PP |
0.9313 |
0.9325 |
| S1 |
0.9302 |
0.9319 |
|