CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 14-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2008 |
14-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9862 |
0.9964 |
0.0102 |
1.0% |
0.9757 |
| High |
1.0024 |
1.0115 |
0.0091 |
0.9% |
1.0115 |
| Low |
0.9834 |
0.9888 |
0.0054 |
0.5% |
0.9656 |
| Close |
0.9901 |
1.0081 |
0.0180 |
1.8% |
1.0081 |
| Range |
0.0190 |
0.0227 |
0.0037 |
19.5% |
0.0459 |
| ATR |
0.0131 |
0.0138 |
0.0007 |
5.2% |
0.0000 |
| Volume |
152,675 |
116,786 |
-35,889 |
-23.5% |
802,767 |
|
| Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0709 |
1.0622 |
1.0206 |
|
| R3 |
1.0482 |
1.0395 |
1.0143 |
|
| R2 |
1.0255 |
1.0255 |
1.0123 |
|
| R1 |
1.0168 |
1.0168 |
1.0102 |
1.0212 |
| PP |
1.0028 |
1.0028 |
1.0028 |
1.0050 |
| S1 |
0.9941 |
0.9941 |
1.0060 |
0.9985 |
| S2 |
0.9801 |
0.9801 |
1.0039 |
|
| S3 |
0.9574 |
0.9714 |
1.0019 |
|
| S4 |
0.9347 |
0.9487 |
0.9956 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1328 |
1.1163 |
1.0333 |
|
| R3 |
1.0869 |
1.0704 |
1.0207 |
|
| R2 |
1.0410 |
1.0410 |
1.0165 |
|
| R1 |
1.0245 |
1.0245 |
1.0123 |
1.0328 |
| PP |
0.9951 |
0.9951 |
0.9951 |
0.9992 |
| S1 |
0.9786 |
0.9786 |
1.0039 |
0.9869 |
| S2 |
0.9492 |
0.9492 |
0.9997 |
|
| S3 |
0.9033 |
0.9327 |
0.9955 |
|
| S4 |
0.8574 |
0.8868 |
0.9829 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0115 |
0.9656 |
0.0459 |
4.6% |
0.0181 |
1.8% |
93% |
True |
False |
160,553 |
| 10 |
1.0115 |
0.9605 |
0.0510 |
5.1% |
0.0151 |
1.5% |
93% |
True |
False |
150,290 |
| 20 |
1.0115 |
0.9244 |
0.0871 |
8.6% |
0.0128 |
1.3% |
96% |
True |
False |
134,785 |
| 40 |
1.0115 |
0.9225 |
0.0890 |
8.8% |
0.0116 |
1.2% |
96% |
True |
False |
133,507 |
| 60 |
1.0115 |
0.8792 |
0.1323 |
13.1% |
0.0113 |
1.1% |
97% |
True |
False |
120,087 |
| 80 |
1.0115 |
0.8792 |
0.1323 |
13.1% |
0.0109 |
1.1% |
97% |
True |
False |
95,001 |
| 100 |
1.0115 |
0.8768 |
0.1347 |
13.4% |
0.0104 |
1.0% |
97% |
True |
False |
76,111 |
| 120 |
1.0115 |
0.8631 |
0.1484 |
14.7% |
0.0095 |
0.9% |
98% |
True |
False |
63,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1080 |
|
2.618 |
1.0709 |
|
1.618 |
1.0482 |
|
1.000 |
1.0342 |
|
0.618 |
1.0255 |
|
HIGH |
1.0115 |
|
0.618 |
1.0028 |
|
0.500 |
1.0002 |
|
0.382 |
0.9975 |
|
LOW |
0.9888 |
|
0.618 |
0.9748 |
|
1.000 |
0.9661 |
|
1.618 |
0.9521 |
|
2.618 |
0.9294 |
|
4.250 |
0.8923 |
|
|
| Fisher Pivots for day following 14-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0055 |
1.0017 |
| PP |
1.0028 |
0.9953 |
| S1 |
1.0002 |
0.9889 |
|