CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 07-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2008 |
07-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9629 |
0.9755 |
0.0126 |
1.3% |
0.9659 |
| High |
0.9759 |
0.9870 |
0.0111 |
1.1% |
0.9870 |
| Low |
0.9620 |
0.9690 |
0.0070 |
0.7% |
0.9605 |
| Close |
0.9721 |
0.9752 |
0.0031 |
0.3% |
0.9752 |
| Range |
0.0139 |
0.0180 |
0.0041 |
29.5% |
0.0265 |
| ATR |
0.0109 |
0.0114 |
0.0005 |
4.6% |
0.0000 |
| Volume |
141,652 |
108,826 |
-32,826 |
-23.2% |
700,141 |
|
| Daily Pivots for day following 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0311 |
1.0211 |
0.9851 |
|
| R3 |
1.0131 |
1.0031 |
0.9802 |
|
| R2 |
0.9951 |
0.9951 |
0.9785 |
|
| R1 |
0.9851 |
0.9851 |
0.9769 |
0.9811 |
| PP |
0.9771 |
0.9771 |
0.9771 |
0.9751 |
| S1 |
0.9671 |
0.9671 |
0.9736 |
0.9631 |
| S2 |
0.9591 |
0.9591 |
0.9719 |
|
| S3 |
0.9411 |
0.9491 |
0.9703 |
|
| S4 |
0.9231 |
0.9311 |
0.9653 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0537 |
1.0410 |
0.9898 |
|
| R3 |
1.0272 |
1.0145 |
0.9825 |
|
| R2 |
1.0007 |
1.0007 |
0.9801 |
|
| R1 |
0.9880 |
0.9880 |
0.9776 |
0.9944 |
| PP |
0.9742 |
0.9742 |
0.9742 |
0.9774 |
| S1 |
0.9615 |
0.9615 |
0.9728 |
0.9679 |
| S2 |
0.9477 |
0.9477 |
0.9703 |
|
| S3 |
0.9212 |
0.9350 |
0.9679 |
|
| S4 |
0.8947 |
0.9085 |
0.9606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9870 |
0.9605 |
0.0265 |
2.7% |
0.0120 |
1.2% |
55% |
True |
False |
140,028 |
| 10 |
0.9870 |
0.9252 |
0.0618 |
6.3% |
0.0120 |
1.2% |
81% |
True |
False |
133,571 |
| 20 |
0.9870 |
0.9225 |
0.0645 |
6.6% |
0.0104 |
1.1% |
82% |
True |
False |
124,610 |
| 40 |
0.9870 |
0.9139 |
0.0731 |
7.5% |
0.0109 |
1.1% |
84% |
True |
False |
128,653 |
| 60 |
0.9870 |
0.8792 |
0.1078 |
11.1% |
0.0107 |
1.1% |
89% |
True |
False |
112,527 |
| 80 |
0.9870 |
0.8792 |
0.1078 |
11.1% |
0.0104 |
1.1% |
89% |
True |
False |
85,034 |
| 100 |
0.9870 |
0.8685 |
0.1185 |
12.2% |
0.0098 |
1.0% |
90% |
True |
False |
68,088 |
| 120 |
0.9870 |
0.8631 |
0.1239 |
12.7% |
0.0090 |
0.9% |
90% |
True |
False |
56,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0635 |
|
2.618 |
1.0341 |
|
1.618 |
1.0161 |
|
1.000 |
1.0050 |
|
0.618 |
0.9981 |
|
HIGH |
0.9870 |
|
0.618 |
0.9801 |
|
0.500 |
0.9780 |
|
0.382 |
0.9759 |
|
LOW |
0.9690 |
|
0.618 |
0.9579 |
|
1.000 |
0.9510 |
|
1.618 |
0.9399 |
|
2.618 |
0.9219 |
|
4.250 |
0.8925 |
|
|
| Fisher Pivots for day following 07-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9780 |
0.9747 |
| PP |
0.9771 |
0.9742 |
| S1 |
0.9761 |
0.9738 |
|