CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 17-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9964 |
1.0092 |
0.0128 |
1.3% |
0.9757 |
| High |
1.0115 |
1.0440 |
0.0325 |
3.2% |
1.0115 |
| Low |
0.9888 |
1.0075 |
0.0187 |
1.9% |
0.9656 |
| Close |
1.0081 |
1.0299 |
0.0218 |
2.2% |
1.0081 |
| Range |
0.0227 |
0.0365 |
0.0138 |
60.8% |
0.0459 |
| ATR |
0.0138 |
0.0154 |
0.0016 |
11.7% |
0.0000 |
| Volume |
116,786 |
37,553 |
-79,233 |
-67.8% |
802,767 |
|
| Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1366 |
1.1198 |
1.0500 |
|
| R3 |
1.1001 |
1.0833 |
1.0399 |
|
| R2 |
1.0636 |
1.0636 |
1.0366 |
|
| R1 |
1.0468 |
1.0468 |
1.0332 |
1.0552 |
| PP |
1.0271 |
1.0271 |
1.0271 |
1.0314 |
| S1 |
1.0103 |
1.0103 |
1.0266 |
1.0187 |
| S2 |
0.9906 |
0.9906 |
1.0232 |
|
| S3 |
0.9541 |
0.9738 |
1.0199 |
|
| S4 |
0.9176 |
0.9373 |
1.0098 |
|
|
| 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 |
1.0440 |
0.9656 |
0.0784 |
7.6% |
0.0234 |
2.3% |
82% |
True |
False |
129,438 |
| 10 |
1.0440 |
0.9605 |
0.0835 |
8.1% |
0.0176 |
1.7% |
83% |
True |
False |
139,124 |
| 20 |
1.0440 |
0.9244 |
0.1196 |
11.6% |
0.0142 |
1.4% |
88% |
True |
False |
131,825 |
| 40 |
1.0440 |
0.9225 |
0.1215 |
11.8% |
0.0122 |
1.2% |
88% |
True |
False |
129,754 |
| 60 |
1.0440 |
0.8792 |
0.1648 |
16.0% |
0.0118 |
1.1% |
91% |
True |
False |
119,545 |
| 80 |
1.0440 |
0.8792 |
0.1648 |
16.0% |
0.0113 |
1.1% |
91% |
True |
False |
95,466 |
| 100 |
1.0440 |
0.8768 |
0.1672 |
16.2% |
0.0107 |
1.0% |
92% |
True |
False |
76,485 |
| 120 |
1.0440 |
0.8631 |
0.1809 |
17.6% |
0.0097 |
0.9% |
92% |
True |
False |
63,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1991 |
|
2.618 |
1.1396 |
|
1.618 |
1.1031 |
|
1.000 |
1.0805 |
|
0.618 |
1.0666 |
|
HIGH |
1.0440 |
|
0.618 |
1.0301 |
|
0.500 |
1.0258 |
|
0.382 |
1.0214 |
|
LOW |
1.0075 |
|
0.618 |
0.9849 |
|
1.000 |
0.9710 |
|
1.618 |
0.9484 |
|
2.618 |
0.9119 |
|
4.250 |
0.8524 |
|
|
| Fisher Pivots for day following 17-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0285 |
1.0245 |
| PP |
1.0271 |
1.0191 |
| S1 |
1.0258 |
1.0137 |
|