CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 29-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9412 |
0.9504 |
0.0092 |
1.0% |
0.9334 |
| High |
0.9529 |
0.9657 |
0.0128 |
1.3% |
0.9657 |
| Low |
0.9387 |
0.9498 |
0.0111 |
1.2% |
0.9252 |
| Close |
0.9503 |
0.9629 |
0.0126 |
1.3% |
0.9629 |
| Range |
0.0142 |
0.0159 |
0.0017 |
12.0% |
0.0405 |
| ATR |
0.0104 |
0.0108 |
0.0004 |
3.8% |
0.0000 |
| Volume |
151,089 |
127,477 |
-23,612 |
-15.6% |
635,571 |
|
| Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0072 |
1.0009 |
0.9716 |
|
| R3 |
0.9913 |
0.9850 |
0.9673 |
|
| R2 |
0.9754 |
0.9754 |
0.9658 |
|
| R1 |
0.9691 |
0.9691 |
0.9644 |
0.9723 |
| PP |
0.9595 |
0.9595 |
0.9595 |
0.9610 |
| S1 |
0.9532 |
0.9532 |
0.9614 |
0.9564 |
| S2 |
0.9436 |
0.9436 |
0.9600 |
|
| S3 |
0.9277 |
0.9373 |
0.9585 |
|
| S4 |
0.9118 |
0.9214 |
0.9542 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0728 |
1.0583 |
0.9852 |
|
| R3 |
1.0323 |
1.0178 |
0.9740 |
|
| R2 |
0.9918 |
0.9918 |
0.9703 |
|
| R1 |
0.9773 |
0.9773 |
0.9666 |
0.9846 |
| PP |
0.9513 |
0.9513 |
0.9513 |
0.9549 |
| S1 |
0.9368 |
0.9368 |
0.9592 |
0.9441 |
| S2 |
0.9108 |
0.9108 |
0.9555 |
|
| S3 |
0.8703 |
0.8963 |
0.9518 |
|
| S4 |
0.8298 |
0.8558 |
0.9406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9657 |
0.9252 |
0.0405 |
4.2% |
0.0121 |
1.3% |
93% |
True |
False |
127,114 |
| 10 |
0.9657 |
0.9244 |
0.0413 |
4.3% |
0.0106 |
1.1% |
93% |
True |
False |
119,280 |
| 20 |
0.9657 |
0.9225 |
0.0432 |
4.5% |
0.0098 |
1.0% |
94% |
True |
False |
121,913 |
| 40 |
0.9657 |
0.9139 |
0.0518 |
5.4% |
0.0109 |
1.1% |
95% |
True |
False |
126,247 |
| 60 |
0.9657 |
0.8792 |
0.0865 |
9.0% |
0.0102 |
1.1% |
97% |
True |
False |
101,389 |
| 80 |
0.9657 |
0.8792 |
0.0865 |
9.0% |
0.0104 |
1.1% |
97% |
True |
False |
76,316 |
| 100 |
0.9657 |
0.8631 |
0.1026 |
10.7% |
0.0094 |
1.0% |
97% |
True |
False |
61,091 |
| 120 |
0.9657 |
0.8631 |
0.1026 |
10.7% |
0.0085 |
0.9% |
97% |
True |
False |
50,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0333 |
|
2.618 |
1.0073 |
|
1.618 |
0.9914 |
|
1.000 |
0.9816 |
|
0.618 |
0.9755 |
|
HIGH |
0.9657 |
|
0.618 |
0.9596 |
|
0.500 |
0.9578 |
|
0.382 |
0.9559 |
|
LOW |
0.9498 |
|
0.618 |
0.9400 |
|
1.000 |
0.9339 |
|
1.618 |
0.9241 |
|
2.618 |
0.9082 |
|
4.250 |
0.8822 |
|
|
| Fisher Pivots for day following 29-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9612 |
0.9583 |
| PP |
0.9595 |
0.9537 |
| S1 |
0.9578 |
0.9491 |
|