CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 10-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2008 |
10-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9755 |
0.9757 |
0.0002 |
0.0% |
0.9659 |
| High |
0.9870 |
0.9852 |
-0.0018 |
-0.2% |
0.9870 |
| Low |
0.9690 |
0.9750 |
0.0060 |
0.6% |
0.9605 |
| Close |
0.9752 |
0.9827 |
0.0075 |
0.8% |
0.9752 |
| Range |
0.0180 |
0.0102 |
-0.0078 |
-43.3% |
0.0265 |
| ATR |
0.0114 |
0.0113 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
108,826 |
193,126 |
84,300 |
77.5% |
700,141 |
|
| Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0116 |
1.0073 |
0.9883 |
|
| R3 |
1.0014 |
0.9971 |
0.9855 |
|
| R2 |
0.9912 |
0.9912 |
0.9846 |
|
| R1 |
0.9869 |
0.9869 |
0.9836 |
0.9891 |
| PP |
0.9810 |
0.9810 |
0.9810 |
0.9820 |
| S1 |
0.9767 |
0.9767 |
0.9818 |
0.9789 |
| S2 |
0.9708 |
0.9708 |
0.9808 |
|
| S3 |
0.9606 |
0.9665 |
0.9799 |
|
| S4 |
0.9504 |
0.9563 |
0.9771 |
|
|
| 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% |
0.0119 |
1.2% |
84% |
False |
False |
148,810 |
| 10 |
0.9870 |
0.9260 |
0.0610 |
6.2% |
0.0121 |
1.2% |
93% |
False |
False |
142,350 |
| 20 |
0.9870 |
0.9225 |
0.0645 |
6.6% |
0.0107 |
1.1% |
93% |
False |
False |
125,167 |
| 40 |
0.9870 |
0.9169 |
0.0701 |
7.1% |
0.0110 |
1.1% |
94% |
False |
False |
129,934 |
| 60 |
0.9870 |
0.8792 |
0.1078 |
11.0% |
0.0106 |
1.1% |
96% |
False |
False |
115,318 |
| 80 |
0.9870 |
0.8792 |
0.1078 |
11.0% |
0.0104 |
1.1% |
96% |
False |
False |
87,441 |
| 100 |
0.9870 |
0.8685 |
0.1185 |
12.1% |
0.0099 |
1.0% |
96% |
False |
False |
70,019 |
| 120 |
0.9870 |
0.8631 |
0.1239 |
12.6% |
0.0090 |
0.9% |
97% |
False |
False |
58,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0286 |
|
2.618 |
1.0119 |
|
1.618 |
1.0017 |
|
1.000 |
0.9954 |
|
0.618 |
0.9915 |
|
HIGH |
0.9852 |
|
0.618 |
0.9813 |
|
0.500 |
0.9801 |
|
0.382 |
0.9789 |
|
LOW |
0.9750 |
|
0.618 |
0.9687 |
|
1.000 |
0.9648 |
|
1.618 |
0.9585 |
|
2.618 |
0.9483 |
|
4.250 |
0.9317 |
|
|
| Fisher Pivots for day following 10-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9818 |
0.9800 |
| PP |
0.9810 |
0.9772 |
| S1 |
0.9801 |
0.9745 |
|