CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 03-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2008 |
03-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9504 |
0.9659 |
0.0155 |
1.6% |
0.9334 |
| High |
0.9657 |
0.9757 |
0.0100 |
1.0% |
0.9657 |
| Low |
0.9498 |
0.9651 |
0.0153 |
1.6% |
0.9252 |
| Close |
0.9629 |
0.9705 |
0.0076 |
0.8% |
0.9629 |
| Range |
0.0159 |
0.0106 |
-0.0053 |
-33.3% |
0.0405 |
| ATR |
0.0108 |
0.0109 |
0.0001 |
1.3% |
0.0000 |
| Volume |
127,477 |
149,217 |
21,740 |
17.1% |
635,571 |
|
| Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0022 |
0.9970 |
0.9763 |
|
| R3 |
0.9916 |
0.9864 |
0.9734 |
|
| R2 |
0.9810 |
0.9810 |
0.9724 |
|
| R1 |
0.9758 |
0.9758 |
0.9715 |
0.9784 |
| PP |
0.9704 |
0.9704 |
0.9704 |
0.9718 |
| S1 |
0.9652 |
0.9652 |
0.9695 |
0.9678 |
| S2 |
0.9598 |
0.9598 |
0.9686 |
|
| S3 |
0.9492 |
0.9546 |
0.9676 |
|
| S4 |
0.9386 |
0.9440 |
0.9647 |
|
|
| 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 |
0.9757 |
0.9260 |
0.0497 |
5.1% |
0.0124 |
1.3% |
90% |
True |
False |
135,890 |
| 10 |
0.9757 |
0.9244 |
0.0513 |
5.3% |
0.0107 |
1.1% |
90% |
True |
False |
124,526 |
| 20 |
0.9757 |
0.9225 |
0.0532 |
5.5% |
0.0099 |
1.0% |
90% |
True |
False |
120,475 |
| 40 |
0.9757 |
0.9139 |
0.0618 |
6.4% |
0.0108 |
1.1% |
92% |
True |
False |
127,558 |
| 60 |
0.9757 |
0.8792 |
0.0965 |
9.9% |
0.0103 |
1.1% |
95% |
True |
False |
103,825 |
| 80 |
0.9757 |
0.8792 |
0.0965 |
9.9% |
0.0105 |
1.1% |
95% |
True |
False |
78,174 |
| 100 |
0.9757 |
0.8631 |
0.1126 |
11.6% |
0.0095 |
1.0% |
95% |
True |
False |
62,583 |
| 120 |
0.9757 |
0.8631 |
0.1126 |
11.6% |
0.0086 |
0.9% |
95% |
True |
False |
52,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0208 |
|
2.618 |
1.0035 |
|
1.618 |
0.9929 |
|
1.000 |
0.9863 |
|
0.618 |
0.9823 |
|
HIGH |
0.9757 |
|
0.618 |
0.9717 |
|
0.500 |
0.9704 |
|
0.382 |
0.9691 |
|
LOW |
0.9651 |
|
0.618 |
0.9585 |
|
1.000 |
0.9545 |
|
1.618 |
0.9479 |
|
2.618 |
0.9373 |
|
4.250 |
0.9201 |
|
|
| Fisher Pivots for day following 03-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9705 |
0.9661 |
| PP |
0.9704 |
0.9616 |
| S1 |
0.9704 |
0.9572 |
|