CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 13-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2008 |
13-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9668 |
0.9862 |
0.0194 |
2.0% |
0.9659 |
| High |
0.9843 |
1.0024 |
0.0181 |
1.8% |
0.9870 |
| Low |
0.9662 |
0.9834 |
0.0172 |
1.8% |
0.9605 |
| Close |
0.9805 |
0.9901 |
0.0096 |
1.0% |
0.9752 |
| Range |
0.0181 |
0.0190 |
0.0009 |
5.0% |
0.0265 |
| ATR |
0.0124 |
0.0131 |
0.0007 |
5.4% |
0.0000 |
| Volume |
184,177 |
152,675 |
-31,502 |
-17.1% |
700,141 |
|
| Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0490 |
1.0385 |
1.0006 |
|
| R3 |
1.0300 |
1.0195 |
0.9953 |
|
| R2 |
1.0110 |
1.0110 |
0.9936 |
|
| R1 |
1.0005 |
1.0005 |
0.9918 |
1.0058 |
| PP |
0.9920 |
0.9920 |
0.9920 |
0.9946 |
| S1 |
0.9815 |
0.9815 |
0.9884 |
0.9868 |
| S2 |
0.9730 |
0.9730 |
0.9866 |
|
| S3 |
0.9540 |
0.9625 |
0.9849 |
|
| S4 |
0.9350 |
0.9435 |
0.9797 |
|
|
| 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 |
1.0024 |
0.9656 |
0.0368 |
3.7% |
0.0172 |
1.7% |
67% |
True |
False |
158,961 |
| 10 |
1.0024 |
0.9498 |
0.0526 |
5.3% |
0.0144 |
1.5% |
77% |
True |
False |
151,359 |
| 20 |
1.0024 |
0.9225 |
0.0799 |
8.1% |
0.0120 |
1.2% |
85% |
True |
False |
135,009 |
| 40 |
1.0024 |
0.9225 |
0.0799 |
8.1% |
0.0115 |
1.2% |
85% |
True |
False |
135,280 |
| 60 |
1.0024 |
0.8792 |
0.1232 |
12.4% |
0.0110 |
1.1% |
90% |
True |
False |
119,241 |
| 80 |
1.0024 |
0.8792 |
0.1232 |
12.4% |
0.0108 |
1.1% |
90% |
True |
False |
93,566 |
| 100 |
1.0024 |
0.8768 |
0.1256 |
12.7% |
0.0102 |
1.0% |
90% |
True |
False |
74,944 |
| 120 |
1.0024 |
0.8631 |
0.1393 |
14.1% |
0.0093 |
0.9% |
91% |
True |
False |
62,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0832 |
|
2.618 |
1.0521 |
|
1.618 |
1.0331 |
|
1.000 |
1.0214 |
|
0.618 |
1.0141 |
|
HIGH |
1.0024 |
|
0.618 |
0.9951 |
|
0.500 |
0.9929 |
|
0.382 |
0.9907 |
|
LOW |
0.9834 |
|
0.618 |
0.9717 |
|
1.000 |
0.9644 |
|
1.618 |
0.9527 |
|
2.618 |
0.9337 |
|
4.250 |
0.9027 |
|
|
| Fisher Pivots for day following 13-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9929 |
0.9881 |
| PP |
0.9920 |
0.9860 |
| S1 |
0.9910 |
0.9840 |
|