CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 27-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2008 |
27-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9266 |
0.9334 |
0.0068 |
0.7% |
0.9291 |
| High |
0.9343 |
0.9452 |
0.0109 |
1.2% |
0.9386 |
| Low |
0.9260 |
0.9324 |
0.0064 |
0.7% |
0.9244 |
| Close |
0.9337 |
0.9408 |
0.0071 |
0.8% |
0.9368 |
| Range |
0.0083 |
0.0128 |
0.0045 |
54.2% |
0.0142 |
| ATR |
0.0099 |
0.0101 |
0.0002 |
2.1% |
0.0000 |
| Volume |
142,775 |
108,892 |
-33,883 |
-23.7% |
460,474 |
|
| Daily Pivots for day following 27-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9779 |
0.9721 |
0.9478 |
|
| R3 |
0.9651 |
0.9593 |
0.9443 |
|
| R2 |
0.9523 |
0.9523 |
0.9431 |
|
| R1 |
0.9465 |
0.9465 |
0.9420 |
0.9494 |
| PP |
0.9395 |
0.9395 |
0.9395 |
0.9409 |
| S1 |
0.9337 |
0.9337 |
0.9396 |
0.9366 |
| S2 |
0.9267 |
0.9267 |
0.9385 |
|
| S3 |
0.9139 |
0.9209 |
0.9373 |
|
| S4 |
0.9011 |
0.9081 |
0.9338 |
|
|
| 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 |
0.9452 |
0.9246 |
0.0206 |
2.2% |
0.0097 |
1.0% |
79% |
True |
False |
131,851 |
| 10 |
0.9452 |
0.9225 |
0.0227 |
2.4% |
0.0095 |
1.0% |
81% |
True |
False |
113,624 |
| 20 |
0.9490 |
0.9225 |
0.0265 |
2.8% |
0.0094 |
1.0% |
69% |
False |
False |
117,551 |
| 40 |
0.9565 |
0.8945 |
0.0620 |
6.6% |
0.0109 |
1.2% |
75% |
False |
False |
122,948 |
| 60 |
0.9565 |
0.8792 |
0.0773 |
8.2% |
0.0101 |
1.1% |
80% |
False |
False |
96,801 |
| 80 |
0.9565 |
0.8792 |
0.0773 |
8.2% |
0.0102 |
1.1% |
80% |
False |
False |
72,855 |
| 100 |
0.9565 |
0.8631 |
0.0934 |
9.9% |
0.0092 |
1.0% |
83% |
False |
False |
58,308 |
| 120 |
0.9565 |
0.8631 |
0.0934 |
9.9% |
0.0083 |
0.9% |
83% |
False |
False |
48,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9996 |
|
2.618 |
0.9787 |
|
1.618 |
0.9659 |
|
1.000 |
0.9580 |
|
0.618 |
0.9531 |
|
HIGH |
0.9452 |
|
0.618 |
0.9403 |
|
0.500 |
0.9388 |
|
0.382 |
0.9373 |
|
LOW |
0.9324 |
|
0.618 |
0.9245 |
|
1.000 |
0.9196 |
|
1.618 |
0.9117 |
|
2.618 |
0.8989 |
|
4.250 |
0.8780 |
|
|
| Fisher Pivots for day following 27-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9401 |
0.9389 |
| PP |
0.9395 |
0.9371 |
| S1 |
0.9388 |
0.9352 |
|