CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 06-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2008 |
06-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9672 |
0.9629 |
-0.0043 |
-0.4% |
0.9334 |
| High |
0.9692 |
0.9759 |
0.0067 |
0.7% |
0.9657 |
| Low |
0.9605 |
0.9620 |
0.0015 |
0.2% |
0.9252 |
| Close |
0.9636 |
0.9721 |
0.0085 |
0.9% |
0.9629 |
| Range |
0.0087 |
0.0139 |
0.0052 |
59.8% |
0.0405 |
| ATR |
0.0107 |
0.0109 |
0.0002 |
2.1% |
0.0000 |
| Volume |
131,612 |
141,652 |
10,040 |
7.6% |
635,571 |
|
| Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0117 |
1.0058 |
0.9797 |
|
| R3 |
0.9978 |
0.9919 |
0.9759 |
|
| R2 |
0.9839 |
0.9839 |
0.9746 |
|
| R1 |
0.9780 |
0.9780 |
0.9734 |
0.9810 |
| PP |
0.9700 |
0.9700 |
0.9700 |
0.9715 |
| S1 |
0.9641 |
0.9641 |
0.9708 |
0.9671 |
| S2 |
0.9561 |
0.9561 |
0.9696 |
|
| S3 |
0.9422 |
0.9502 |
0.9683 |
|
| S4 |
0.9283 |
0.9363 |
0.9645 |
|
|
| 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 |
0.9759 |
0.9498 |
0.0261 |
2.7% |
0.0115 |
1.2% |
85% |
True |
False |
143,758 |
| 10 |
0.9759 |
0.9252 |
0.0507 |
5.2% |
0.0110 |
1.1% |
93% |
True |
False |
136,934 |
| 20 |
0.9759 |
0.9225 |
0.0534 |
5.5% |
0.0104 |
1.1% |
93% |
True |
False |
124,351 |
| 40 |
0.9759 |
0.9139 |
0.0620 |
6.4% |
0.0108 |
1.1% |
94% |
True |
False |
128,990 |
| 60 |
0.9759 |
0.8792 |
0.0967 |
9.9% |
0.0104 |
1.1% |
96% |
True |
False |
110,918 |
| 80 |
0.9759 |
0.8792 |
0.0967 |
9.9% |
0.0103 |
1.1% |
96% |
True |
False |
83,684 |
| 100 |
0.9759 |
0.8631 |
0.1128 |
11.6% |
0.0097 |
1.0% |
97% |
True |
False |
67,001 |
| 120 |
0.9759 |
0.8631 |
0.1128 |
11.6% |
0.0088 |
0.9% |
97% |
True |
False |
55,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0350 |
|
2.618 |
1.0123 |
|
1.618 |
0.9984 |
|
1.000 |
0.9898 |
|
0.618 |
0.9845 |
|
HIGH |
0.9759 |
|
0.618 |
0.9706 |
|
0.500 |
0.9690 |
|
0.382 |
0.9673 |
|
LOW |
0.9620 |
|
0.618 |
0.9534 |
|
1.000 |
0.9481 |
|
1.618 |
0.9395 |
|
2.618 |
0.9256 |
|
4.250 |
0.9029 |
|
|
| Fisher Pivots for day following 06-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9711 |
0.9708 |
| PP |
0.9700 |
0.9695 |
| S1 |
0.9690 |
0.9682 |
|