CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 04-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2008 |
04-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9659 |
0.9676 |
0.0017 |
0.2% |
0.9334 |
| High |
0.9757 |
0.9750 |
-0.0007 |
-0.1% |
0.9657 |
| Low |
0.9651 |
0.9664 |
0.0013 |
0.1% |
0.9252 |
| Close |
0.9705 |
0.9705 |
0.0000 |
0.0% |
0.9629 |
| Range |
0.0106 |
0.0086 |
-0.0020 |
-18.9% |
0.0405 |
| ATR |
0.0109 |
0.0108 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
149,217 |
168,834 |
19,617 |
13.1% |
635,571 |
|
| Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9964 |
0.9921 |
0.9752 |
|
| R3 |
0.9878 |
0.9835 |
0.9729 |
|
| R2 |
0.9792 |
0.9792 |
0.9721 |
|
| R1 |
0.9749 |
0.9749 |
0.9713 |
0.9771 |
| PP |
0.9706 |
0.9706 |
0.9706 |
0.9717 |
| S1 |
0.9663 |
0.9663 |
0.9697 |
0.9685 |
| S2 |
0.9620 |
0.9620 |
0.9689 |
|
| S3 |
0.9534 |
0.9577 |
0.9681 |
|
| S4 |
0.9448 |
0.9491 |
0.9658 |
|
|
| 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 |
0.9324 |
0.0433 |
4.5% |
0.0124 |
1.3% |
88% |
False |
False |
141,101 |
| 10 |
0.9757 |
0.9244 |
0.0513 |
5.3% |
0.0106 |
1.1% |
90% |
False |
False |
141,409 |
| 20 |
0.9757 |
0.9225 |
0.0532 |
5.5% |
0.0100 |
1.0% |
90% |
False |
False |
121,693 |
| 40 |
0.9757 |
0.9139 |
0.0618 |
6.4% |
0.0107 |
1.1% |
92% |
False |
False |
128,388 |
| 60 |
0.9757 |
0.8792 |
0.0965 |
9.9% |
0.0102 |
1.1% |
95% |
False |
False |
106,580 |
| 80 |
0.9757 |
0.8792 |
0.0965 |
9.9% |
0.0104 |
1.1% |
95% |
False |
False |
80,283 |
| 100 |
0.9757 |
0.8631 |
0.1126 |
11.6% |
0.0095 |
1.0% |
95% |
False |
False |
64,271 |
| 120 |
0.9757 |
0.8631 |
0.1126 |
11.6% |
0.0087 |
0.9% |
95% |
False |
False |
53,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0116 |
|
2.618 |
0.9975 |
|
1.618 |
0.9889 |
|
1.000 |
0.9836 |
|
0.618 |
0.9803 |
|
HIGH |
0.9750 |
|
0.618 |
0.9717 |
|
0.500 |
0.9707 |
|
0.382 |
0.9697 |
|
LOW |
0.9664 |
|
0.618 |
0.9611 |
|
1.000 |
0.9578 |
|
1.618 |
0.9525 |
|
2.618 |
0.9439 |
|
4.250 |
0.9299 |
|
|
| Fisher Pivots for day following 04-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9707 |
0.9679 |
| PP |
0.9706 |
0.9653 |
| S1 |
0.9706 |
0.9628 |
|