CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 12-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2008 |
12-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9832 |
0.9668 |
-0.0164 |
-1.7% |
0.9659 |
| High |
0.9863 |
0.9843 |
-0.0020 |
-0.2% |
0.9870 |
| Low |
0.9656 |
0.9662 |
0.0006 |
0.1% |
0.9605 |
| Close |
0.9675 |
0.9805 |
0.0130 |
1.3% |
0.9752 |
| Range |
0.0207 |
0.0181 |
-0.0026 |
-12.6% |
0.0265 |
| ATR |
0.0120 |
0.0124 |
0.0004 |
3.6% |
0.0000 |
| Volume |
156,003 |
184,177 |
28,174 |
18.1% |
700,141 |
|
| Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0313 |
1.0240 |
0.9905 |
|
| R3 |
1.0132 |
1.0059 |
0.9855 |
|
| R2 |
0.9951 |
0.9951 |
0.9838 |
|
| R1 |
0.9878 |
0.9878 |
0.9822 |
0.9915 |
| PP |
0.9770 |
0.9770 |
0.9770 |
0.9788 |
| S1 |
0.9697 |
0.9697 |
0.9788 |
0.9734 |
| S2 |
0.9589 |
0.9589 |
0.9772 |
|
| S3 |
0.9408 |
0.9516 |
0.9755 |
|
| S4 |
0.9227 |
0.9335 |
0.9705 |
|
|
| 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 |
0.9620 |
0.0250 |
2.5% |
0.0162 |
1.7% |
74% |
False |
False |
156,756 |
| 10 |
0.9870 |
0.9387 |
0.0483 |
4.9% |
0.0139 |
1.4% |
87% |
False |
False |
151,201 |
| 20 |
0.9870 |
0.9225 |
0.0645 |
6.6% |
0.0117 |
1.2% |
90% |
False |
False |
132,412 |
| 40 |
0.9870 |
0.9225 |
0.0645 |
6.6% |
0.0114 |
1.2% |
90% |
False |
False |
135,159 |
| 60 |
0.9870 |
0.8792 |
0.1078 |
11.0% |
0.0108 |
1.1% |
94% |
False |
False |
118,020 |
| 80 |
0.9870 |
0.8792 |
0.1078 |
11.0% |
0.0107 |
1.1% |
94% |
False |
False |
91,677 |
| 100 |
0.9870 |
0.8768 |
0.1102 |
11.2% |
0.0101 |
1.0% |
94% |
False |
False |
73,418 |
| 120 |
0.9870 |
0.8631 |
0.1239 |
12.6% |
0.0091 |
0.9% |
95% |
False |
False |
61,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0612 |
|
2.618 |
1.0317 |
|
1.618 |
1.0136 |
|
1.000 |
1.0024 |
|
0.618 |
0.9955 |
|
HIGH |
0.9843 |
|
0.618 |
0.9774 |
|
0.500 |
0.9753 |
|
0.382 |
0.9731 |
|
LOW |
0.9662 |
|
0.618 |
0.9550 |
|
1.000 |
0.9481 |
|
1.618 |
0.9369 |
|
2.618 |
0.9188 |
|
4.250 |
0.8893 |
|
|
| Fisher Pivots for day following 12-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9788 |
0.9790 |
| PP |
0.9770 |
0.9775 |
| S1 |
0.9753 |
0.9760 |
|